E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 2,383.00 2,381.50 -1.50 -0.1% 2,324.00
High 2,394.75 2,388.75 -6.00 -0.3% 2,358.25
Low 2,381.50 2,378.75 -2.75 -0.1% 2,322.75
Close 2,382.25 2,386.00 3.75 0.2% 2,347.50
Range 13.25 10.00 -3.25 -24.5% 35.50
ATR 19.62 18.93 -0.69 -3.5% 0.00
Volume 1,493,096 1,115,269 -377,827 -25.3% 6,414,477
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,414.50 2,410.25 2,391.50
R3 2,404.50 2,400.25 2,388.75
R2 2,394.50 2,394.50 2,387.75
R1 2,390.25 2,390.25 2,387.00 2,392.50
PP 2,384.50 2,384.50 2,384.50 2,385.50
S1 2,380.25 2,380.25 2,385.00 2,382.50
S2 2,374.50 2,374.50 2,384.25
S3 2,364.50 2,370.25 2,383.25
S4 2,354.50 2,360.25 2,380.50
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 2,394.75 2,340.50 54.25 2.3% 14.25 0.6% 84% False False 1,352,881
10 2,394.75 2,322.75 72.00 3.0% 17.50 0.7% 88% False False 1,348,817
20 2,394.75 2,322.75 72.00 3.0% 18.50 0.8% 88% False False 1,444,879
40 2,394.75 2,317.75 77.00 3.2% 17.75 0.7% 89% False False 1,338,607
60 2,397.25 2,259.50 137.75 5.8% 17.00 0.7% 92% False False 896,391
80 2,397.25 2,234.00 163.25 6.8% 16.50 0.7% 93% False False 673,051
100 2,397.25 2,168.75 228.50 9.6% 16.75 0.7% 95% False False 538,685
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 2.65
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,431.25
2.618 2,415.00
1.618 2,405.00
1.000 2,398.75
0.618 2,395.00
HIGH 2,388.75
0.618 2,385.00
0.500 2,383.75
0.382 2,382.50
LOW 2,378.75
0.618 2,372.50
1.000 2,368.75
1.618 2,362.50
2.618 2,352.50
4.250 2,336.25
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 2,385.25 2,384.50
PP 2,384.50 2,383.00
S1 2,383.75 2,381.50

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

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