E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 31-May-2017
Day Change Summary
Previous Current
30-May-2017 31-May-2017 Change Change % Previous Week
Open 2,414.00 2,410.50 -3.50 -0.1% 2,381.75
High 2,417.00 2,416.75 -0.25 0.0% 2,417.75
Low 2,407.75 2,402.75 -5.00 -0.2% 2,378.25
Close 2,410.75 2,411.00 0.25 0.0% 2,413.75
Range 9.25 14.00 4.75 51.4% 39.50
ATR 15.95 15.81 -0.14 -0.9% 0.00
Volume 1,040,285 1,729,723 689,438 66.3% 5,317,537
Daily Pivots for day following 31-May-2017
Classic Woodie Camarilla DeMark
R4 2,452.25 2,445.50 2,418.75
R3 2,438.25 2,431.50 2,414.75
R2 2,424.25 2,424.25 2,413.50
R1 2,417.50 2,417.50 2,412.25 2,421.00
PP 2,410.25 2,410.25 2,410.25 2,411.75
S1 2,403.50 2,403.50 2,409.75 2,407.00
S2 2,396.25 2,396.25 2,408.50
S3 2,382.25 2,389.50 2,407.25
S4 2,368.25 2,375.50 2,403.25
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 2,521.75 2,507.25 2,435.50
R3 2,482.25 2,467.75 2,424.50
R2 2,442.75 2,442.75 2,421.00
R1 2,428.25 2,428.25 2,417.25 2,435.50
PP 2,403.25 2,403.25 2,403.25 2,407.00
S1 2,388.75 2,388.75 2,410.25 2,396.00
S2 2,363.75 2,363.75 2,406.50
S3 2,324.25 2,349.25 2,403.00
S4 2,284.75 2,309.75 2,392.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,417.75 2,394.75 23.00 1.0% 11.00 0.5% 71% False False 1,189,907
10 2,417.75 2,344.50 73.25 3.0% 18.50 0.8% 91% False False 1,503,582
20 2,417.75 2,344.50 73.25 3.0% 15.50 0.6% 91% False False 1,304,361
40 2,417.75 2,322.75 95.00 3.9% 16.75 0.7% 93% False False 1,339,196
60 2,417.75 2,317.75 100.00 4.1% 17.00 0.7% 93% False False 1,375,874
80 2,417.75 2,276.00 141.75 5.9% 16.50 0.7% 95% False False 1,036,155
100 2,417.75 2,243.00 174.75 7.2% 16.25 0.7% 96% False False 829,523
120 2,417.75 2,196.25 221.50 9.2% 16.25 0.7% 97% False False 691,547
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,476.25
2.618 2,453.50
1.618 2,439.50
1.000 2,430.75
0.618 2,425.50
HIGH 2,416.75
0.618 2,411.50
0.500 2,409.75
0.382 2,408.00
LOW 2,402.75
0.618 2,394.00
1.000 2,388.75
1.618 2,380.00
2.618 2,366.00
4.250 2,343.25
Fisher Pivots for day following 31-May-2017
Pivot 1 day 3 day
R1 2,410.50 2,410.50
PP 2,410.25 2,410.25
S1 2,409.75 2,410.00

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

View Archives - Comment on this page... - Back to Index of Symbols