E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 2,338.75 2,324.00 -14.75 -0.6% 2,351.75
High 2,345.00 2,346.00 1.00 0.0% 2,363.25
Low 2,324.00 2,322.75 -1.25 -0.1% 2,324.00
Close 2,327.50 2,345.00 17.50 0.8% 2,327.50
Range 21.00 23.25 2.25 10.7% 39.25
ATR 19.14 19.44 0.29 1.5% 0.00
Volume 1,587,079 981,675 -605,404 -38.1% 6,329,676
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,407.75 2,399.50 2,357.75
R3 2,384.50 2,376.25 2,351.50
R2 2,361.25 2,361.25 2,349.25
R1 2,353.00 2,353.00 2,347.25 2,357.00
PP 2,338.00 2,338.00 2,338.00 2,340.00
S1 2,329.75 2,329.75 2,342.75 2,334.00
S2 2,314.75 2,314.75 2,340.75
S3 2,291.50 2,306.50 2,338.50
S4 2,268.25 2,283.25 2,332.25
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,456.00 2,431.00 2,349.00
R3 2,416.75 2,391.75 2,338.25
R2 2,377.50 2,377.50 2,334.75
R1 2,352.50 2,352.50 2,331.00 2,345.50
PP 2,338.25 2,338.25 2,338.25 2,334.75
S1 2,313.25 2,313.25 2,324.00 2,306.00
S2 2,299.00 2,299.00 2,320.25
S3 2,259.75 2,274.00 2,316.75
S4 2,220.50 2,234.75 2,306.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,363.25 2,322.75 40.50 1.7% 20.25 0.9% 55% False True 1,462,270
10 2,375.00 2,322.75 52.25 2.2% 21.75 0.9% 43% False True 1,524,466
20 2,378.75 2,317.75 61.00 2.6% 20.50 0.9% 45% False False 1,556,506
40 2,397.25 2,317.75 79.50 3.4% 17.75 0.8% 34% False False 1,069,254
60 2,397.25 2,246.25 151.00 6.4% 17.00 0.7% 65% False False 714,965
80 2,397.25 2,222.50 174.75 7.5% 16.25 0.7% 70% False False 536,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,444.75
2.618 2,406.75
1.618 2,383.50
1.000 2,369.25
0.618 2,360.25
HIGH 2,346.00
0.618 2,337.00
0.500 2,334.50
0.382 2,331.75
LOW 2,322.75
0.618 2,308.50
1.000 2,299.50
1.618 2,285.25
2.618 2,262.00
4.250 2,224.00
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 2,341.50 2,343.25
PP 2,338.00 2,341.50
S1 2,334.50 2,339.50

These figures are updated between 7pm and 10pm EST after a trading day.

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