E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 05-Jun-2017
Day Change Summary
Previous Current
02-Jun-2017 05-Jun-2017 Change Change % Previous Week
Open 2,429.25 2,435.25 6.00 0.2% 2,414.00
High 2,439.75 2,439.00 -0.75 0.0% 2,439.75
Low 2,427.00 2,433.00 6.00 0.2% 2,402.75
Close 2,437.75 2,434.50 -3.25 -0.1% 2,437.75
Range 12.75 6.00 -6.75 -52.9% 37.00
ATR 15.87 15.16 -0.70 -4.4% 0.00
Volume 1,735,800 891,938 -843,862 -48.6% 5,938,193
Daily Pivots for day following 05-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,453.50 2,450.00 2,437.75
R3 2,447.50 2,444.00 2,436.25
R2 2,441.50 2,441.50 2,435.50
R1 2,438.00 2,438.00 2,435.00 2,436.75
PP 2,435.50 2,435.50 2,435.50 2,435.00
S1 2,432.00 2,432.00 2,434.00 2,430.75
S2 2,429.50 2,429.50 2,433.50
S3 2,423.50 2,426.00 2,432.75
S4 2,417.50 2,420.00 2,431.25
Weekly Pivots for week ending 02-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,537.75 2,524.75 2,458.00
R3 2,500.75 2,487.75 2,448.00
R2 2,463.75 2,463.75 2,444.50
R1 2,450.75 2,450.75 2,441.25 2,457.25
PP 2,426.75 2,426.75 2,426.75 2,430.00
S1 2,413.75 2,413.75 2,434.25 2,420.25
S2 2,389.75 2,389.75 2,431.00
S3 2,352.75 2,376.75 2,427.50
S4 2,315.75 2,339.75 2,417.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,439.75 2,402.75 37.00 1.5% 12.50 0.5% 86% False False 1,366,026
10 2,439.75 2,378.25 61.50 2.5% 12.25 0.5% 91% False False 1,214,766
20 2,439.75 2,344.50 95.25 3.9% 15.25 0.6% 94% False False 1,335,671
40 2,439.75 2,322.75 117.00 4.8% 16.00 0.7% 96% False False 1,322,103
60 2,439.75 2,317.75 122.00 5.0% 17.00 0.7% 96% False False 1,423,196
80 2,439.75 2,282.50 157.25 6.5% 16.50 0.7% 97% False False 1,086,789
100 2,439.75 2,243.00 196.75 8.1% 16.25 0.7% 97% False False 870,082
120 2,439.75 2,222.50 217.25 8.9% 16.00 0.7% 98% False False 725,359
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.20
Narrowest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 2,464.50
2.618 2,454.75
1.618 2,448.75
1.000 2,445.00
0.618 2,442.75
HIGH 2,439.00
0.618 2,436.75
0.500 2,436.00
0.382 2,435.25
LOW 2,433.00
0.618 2,429.25
1.000 2,427.00
1.618 2,423.25
2.618 2,417.25
4.250 2,407.50
Fisher Pivots for day following 05-Jun-2017
Pivot 1 day 3 day
R1 2,436.00 2,431.50
PP 2,435.50 2,428.25
S1 2,435.00 2,425.00

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

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