E-mini S&P 500 Future June 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	2,364.00	2,381.75	17.75	0.8%	2,388.75
High	2,388.00	2,394.25	6.25	0.3%	2,404.50
Low	2,361.00	2,378.25	17.25	0.7%	2,344.50
Close	2,381.50	2,392.75	11.25	0.5%	2,381.50
Range	27.00	16.00	-11.00	-40.7%	60.00
ATR	18.42	18.25	-0.17	-0.9%	0.00
Volume	1,672,971	1,113,022	-559,949	-33.5%	9,060,651

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	2,436.50	2,430.50	2,401.50
R3	2,420.50	2,414.50	2,397.25
R2	2,404.50	2,404.50	2,395.75
R1	2,398.50	2,398.50	2,394.25	2,401.50
PP	2,388.50	2,388.50	2,388.50	2,390.00
S1	2,382.50	2,382.50	2,391.25	2,385.50
S2	2,372.50	2,372.50	2,389.75
S3	2,356.50	2,366.50	2,388.25
S4	2,340.50	2,350.50	2,384.00

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	2,556.75	2,529.25	2,414.50
R3	2,496.75	2,469.25	2,398.00
R2	2,436.75	2,436.75	2,392.50
R1	2,409.25	2,409.25	2,387.00	2,393.00
PP	2,376.75	2,376.75	2,376.75	2,368.75
S1	2,349.25	2,349.25	2,376.00	2,333.00
S2	2,316.75	2,316.75	2,370.50
S3	2,256.75	2,289.25	2,365.00
S4	2,196.75	2,229.25	2,348.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,404.50	2,344.50	60.00	2.5%	25.25	1.1%	80%	False	False	1,826,481
10	2,404.50	2,344.50	60.00	2.5%	18.50	0.8%	80%	False	False	1,472,163
20	2,404.50	2,344.50	60.00	2.5%	16.00	0.7%	80%	False	False	1,303,895
40	2,404.50	2,317.75	86.75	3.6%	17.75	0.7%	86%	False	False	1,385,888
60	2,404.50	2,317.75	86.75	3.6%	17.50	0.7%	86%	False	False	1,263,036
80	2,404.50	2,257.25	147.25	6.2%	16.75	0.7%	92%	False	False	949,341
100	2,404.50	2,222.50	182.00	7.6%	16.50	0.7%	94%	False	False	759,948
120	2,404.50	2,168.75	235.75	9.9%	16.50	0.7%	95%	False	False	633,469

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	3.40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,462.25
2.618	2,436.25
1.618	2,420.25
1.000	2,410.25
0.618	2,404.25
HIGH	2,394.25
0.618	2,388.25
0.500	2,386.25
0.382	2,384.25
LOW	2,378.25
0.618	2,368.25
1.000	2,362.25
1.618	2,352.25
2.618	2,336.25
4.250	2,310.25

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	2,390.50	2,385.00
PP	2,388.50	2,377.25
S1	2,386.25	2,369.50

Download as Excel Spreadsheet

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

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