E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 2,393.50 2,397.00 3.50 0.1% 2,388.75
High 2,399.50 2,404.00 4.50 0.2% 2,404.50
Low 2,386.75 2,394.75 8.00 0.3% 2,344.50
Close 2,398.00 2,402.00 4.00 0.2% 2,381.50
Range 12.75 9.25 -3.50 -27.5% 60.00
ATR 17.86 17.24 -0.61 -3.4% 0.00
Volume 1,024,986 984,358 -40,628 -4.0% 9,060,651
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 2,428.00 2,424.25 2,407.00
R3 2,418.75 2,415.00 2,404.50
R2 2,409.50 2,409.50 2,403.75
R1 2,405.75 2,405.75 2,402.75 2,407.50
PP 2,400.25 2,400.25 2,400.25 2,401.25
S1 2,396.50 2,396.50 2,401.25 2,398.50
S2 2,391.00 2,391.00 2,400.25
S3 2,381.75 2,387.25 2,399.50
S4 2,372.50 2,378.00 2,397.00
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 2,404.00 2,344.50 59.50 2.5% 19.00 0.8% 97% True False 1,451,258
10 2,404.50 2,344.50 60.00 2.5% 18.50 0.8% 96% False False 1,462,668
20 2,404.50 2,344.50 60.00 2.5% 15.50 0.6% 96% False False 1,263,493
40 2,404.50 2,322.75 81.75 3.4% 17.00 0.7% 97% False False 1,355,168
60 2,404.50 2,317.75 86.75 3.6% 17.50 0.7% 97% False False 1,295,785
80 2,404.50 2,257.25 147.25 6.1% 16.75 0.7% 98% False False 974,283
100 2,404.50 2,222.50 182.00 7.6% 16.50 0.7% 99% False False 780,004
120 2,404.50 2,168.75 235.75 9.8% 16.50 0.7% 99% False False 650,202
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 3.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,443.25
2.618 2,428.25
1.618 2,419.00
1.000 2,413.25
0.618 2,409.75
HIGH 2,404.00
0.618 2,400.50
0.500 2,399.50
0.382 2,398.25
LOW 2,394.75
0.618 2,389.00
1.000 2,385.50
1.618 2,379.75
2.618 2,370.50
4.250 2,355.50
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 2,401.00 2,398.50
PP 2,400.25 2,394.75
S1 2,399.50 2,391.00

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

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