E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 23-May-2017
Day Change Summary
Previous Current
22-May-2017 23-May-2017 Change Change % Previous Week
Open 2,381.75 2,393.50 11.75 0.5% 2,388.75
High 2,394.25 2,399.50 5.25 0.2% 2,404.50
Low 2,378.25 2,386.75 8.50 0.4% 2,344.50
Close 2,392.75 2,398.00 5.25 0.2% 2,381.50
Range 16.00 12.75 -3.25 -20.3% 60.00
ATR 18.25 17.86 -0.39 -2.2% 0.00
Volume 1,113,022 1,024,986 -88,036 -7.9% 9,060,651
Daily Pivots for day following 23-May-2017
Classic Woodie Camarilla DeMark
R4 2,433.00 2,428.25 2,405.00
R3 2,420.25 2,415.50 2,401.50
R2 2,407.50 2,407.50 2,400.25
R1 2,402.75 2,402.75 2,399.25 2,405.00
PP 2,394.75 2,394.75 2,394.75 2,396.00
S1 2,390.00 2,390.00 2,396.75 2,392.50
S2 2,382.00 2,382.00 2,395.75
S3 2,369.25 2,377.25 2,394.50
S4 2,356.50 2,364.50 2,391.00
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 2,399.50 2,344.50 55.00 2.3% 25.75 1.1% 97% True False 1,817,256
10 2,404.50 2,344.50 60.00 2.5% 18.50 0.8% 89% False False 1,464,118
20 2,404.50 2,344.50 60.00 2.5% 15.50 0.6% 89% False False 1,288,930
40 2,404.50 2,322.75 81.75 3.4% 17.50 0.7% 92% False False 1,371,157
60 2,404.50 2,317.75 86.75 3.6% 17.50 0.7% 93% False False 1,279,878
80 2,404.50 2,257.25 147.25 6.1% 16.75 0.7% 96% False False 962,092
100 2,404.50 2,222.50 182.00 7.6% 16.50 0.7% 96% False False 770,170
120 2,404.50 2,168.75 235.75 9.8% 16.50 0.7% 97% False False 642,004
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 3.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,453.75
2.618 2,433.00
1.618 2,420.25
1.000 2,412.25
0.618 2,407.50
HIGH 2,399.50
0.618 2,394.75
0.500 2,393.00
0.382 2,391.50
LOW 2,386.75
0.618 2,378.75
1.000 2,374.00
1.618 2,366.00
2.618 2,353.25
4.250 2,332.50
Fisher Pivots for day following 23-May-2017
Pivot 1 day 3 day
R1 2,396.50 2,392.00
PP 2,394.75 2,386.25
S1 2,393.00 2,380.25

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

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