E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 2,352.75 2,365.75 13.00 0.6% 2,324.00
High 2,356.00 2,376.75 20.75 0.9% 2,358.25
Low 2,340.50 2,365.25 24.75 1.1% 2,322.75
Close 2,347.50 2,370.00 22.50 1.0% 2,347.50
Range 15.50 11.50 -4.00 -25.8% 35.50
ATR 19.33 20.04 0.71 3.7% 0.00
Volume 1,277,783 1,553,985 276,202 21.6% 6,414,477
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,405.25 2,399.00 2,376.25
R3 2,393.75 2,387.50 2,373.25
R2 2,382.25 2,382.25 2,372.00
R1 2,376.00 2,376.00 2,371.00 2,379.00
PP 2,370.75 2,370.75 2,370.75 2,372.25
S1 2,364.50 2,364.50 2,369.00 2,367.50
S2 2,359.25 2,359.25 2,368.00
S3 2,347.75 2,353.00 2,366.75
S4 2,336.25 2,341.50 2,363.75
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,449.25 2,434.00 2,367.00
R3 2,413.75 2,398.50 2,357.25
R2 2,378.25 2,378.25 2,354.00
R1 2,363.00 2,363.00 2,350.75 2,370.50
PP 2,342.75 2,342.75 2,342.75 2,346.75
S1 2,327.50 2,327.50 2,344.25 2,335.00
S2 2,307.25 2,307.25 2,341.00
S3 2,271.75 2,292.00 2,337.75
S4 2,236.25 2,256.50 2,328.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,376.75 2,330.25 46.50 2.0% 17.50 0.7% 85% True False 1,397,357
10 2,376.75 2,322.75 54.00 2.3% 19.00 0.8% 88% True False 1,429,813
20 2,376.75 2,317.75 59.00 2.5% 19.50 0.8% 89% True False 1,467,881
40 2,397.25 2,317.75 79.50 3.4% 18.00 0.8% 66% False False 1,242,607
60 2,397.25 2,257.25 140.00 5.9% 17.00 0.7% 81% False False 831,157
80 2,397.25 2,222.50 174.75 7.4% 16.75 0.7% 84% False False 623,962
100 2,397.25 2,168.75 228.50 9.6% 16.75 0.7% 88% False False 499,384
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.10
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,425.50
2.618 2,406.75
1.618 2,395.25
1.000 2,388.25
0.618 2,383.75
HIGH 2,376.75
0.618 2,372.25
0.500 2,371.00
0.382 2,369.75
LOW 2,365.25
0.618 2,358.25
1.000 2,353.75
1.618 2,346.75
2.618 2,335.25
4.250 2,316.50
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 2,371.00 2,365.00
PP 2,370.75 2,359.75
S1 2,370.25 2,354.50

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

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