E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 2,324.00 2,345.00 21.00 0.9% 2,351.75
High 2,346.00 2,347.00 1.00 0.0% 2,363.25
Low 2,322.75 2,330.25 7.50 0.3% 2,324.00
Close 2,345.00 2,337.25 -7.75 -0.3% 2,327.50
Range 23.25 16.75 -6.50 -28.0% 39.25
ATR 19.44 19.24 -0.19 -1.0% 0.00
Volume 981,675 1,432,200 450,525 45.9% 6,329,676
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,388.50 2,379.50 2,346.50
R3 2,371.75 2,362.75 2,341.75
R2 2,355.00 2,355.00 2,340.25
R1 2,346.00 2,346.00 2,338.75 2,342.00
PP 2,338.25 2,338.25 2,338.25 2,336.25
S1 2,329.25 2,329.25 2,335.75 2,325.50
S2 2,321.50 2,321.50 2,334.25
S3 2,304.75 2,312.50 2,332.75
S4 2,288.00 2,295.75 2,328.00
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 2,356.50 2,322.75 33.75 1.4% 20.50 0.9% 43% False False 1,478,450
10 2,375.00 2,322.75 52.25 2.2% 21.00 0.9% 28% False False 1,496,083
20 2,378.75 2,317.75 61.00 2.6% 20.75 0.9% 32% False False 1,574,311
40 2,397.25 2,317.75 79.50 3.4% 17.75 0.8% 25% False False 1,104,854
60 2,397.25 2,246.25 151.00 6.5% 17.00 0.7% 60% False False 738,794
80 2,397.25 2,222.50 174.75 7.5% 16.25 0.7% 66% False False 554,603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,418.25
2.618 2,390.75
1.618 2,374.00
1.000 2,363.75
0.618 2,357.25
HIGH 2,347.00
0.618 2,340.50
0.500 2,338.50
0.382 2,336.75
LOW 2,330.25
0.618 2,320.00
1.000 2,313.50
1.618 2,303.25
2.618 2,286.50
4.250 2,259.00
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 2,338.50 2,336.50
PP 2,338.25 2,335.75
S1 2,337.75 2,335.00

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

View Archives - Comment on this page... - Back to Index of Symbols