E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 2,381.50 2,386.25 4.75 0.2% 2,365.75
High 2,388.75 2,388.75 0.00 0.0% 2,394.75
Low 2,378.75 2,378.25 -0.50 0.0% 2,365.25
Close 2,386.00 2,380.50 -5.50 -0.2% 2,380.50
Range 10.00 10.50 0.50 5.0% 29.50
ATR 18.93 18.33 -0.60 -3.2% 0.00
Volume 1,115,269 1,167,297 52,028 4.7% 6,653,919
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,414.00 2,407.75 2,386.25
R3 2,403.50 2,397.25 2,383.50
R2 2,393.00 2,393.00 2,382.50
R1 2,386.75 2,386.75 2,381.50 2,384.50
PP 2,382.50 2,382.50 2,382.50 2,381.50
S1 2,376.25 2,376.25 2,379.50 2,374.00
S2 2,372.00 2,372.00 2,378.50
S3 2,361.50 2,365.75 2,377.50
S4 2,351.00 2,355.25 2,374.75
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,468.75 2,454.00 2,396.75
R3 2,439.25 2,424.50 2,388.50
R2 2,409.75 2,409.75 2,386.00
R1 2,395.00 2,395.00 2,383.25 2,402.50
PP 2,380.25 2,380.25 2,380.25 2,383.75
S1 2,365.50 2,365.50 2,377.75 2,373.00
S2 2,350.75 2,350.75 2,375.00
S3 2,321.25 2,336.00 2,372.50
S4 2,291.75 2,306.50 2,364.25
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 2,365.25 29.50 1.2% 13.25 0.6% 52% False False 1,330,783
10 2,394.75 2,322.75 72.00 3.0% 16.50 0.7% 80% False False 1,306,839
20 2,394.75 2,322.75 72.00 3.0% 18.50 0.8% 80% False False 1,445,013
40 2,394.75 2,317.75 77.00 3.2% 17.50 0.7% 81% False False 1,367,167
60 2,397.25 2,259.50 137.75 5.8% 17.00 0.7% 88% False False 915,798
80 2,397.25 2,243.00 154.25 6.5% 16.50 0.7% 89% False False 687,613
100 2,397.25 2,168.75 228.50 9.6% 16.75 0.7% 93% False False 550,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,433.50
2.618 2,416.25
1.618 2,405.75
1.000 2,399.25
0.618 2,395.25
HIGH 2,388.75
0.618 2,384.75
0.500 2,383.50
0.382 2,382.25
LOW 2,378.25
0.618 2,371.75
1.000 2,367.75
1.618 2,361.25
2.618 2,350.75
4.250 2,333.50
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 2,383.50 2,386.50
PP 2,382.50 2,384.50
S1 2,381.50 2,382.50

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

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