E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 06-Jun-2017
Day Change Summary
Previous Current
05-Jun-2017 06-Jun-2017 Change Change % Previous Week
Open 2,435.25 2,434.25 -1.00 0.0% 2,414.00
High 2,439.00 2,435.75 -3.25 -0.1% 2,439.75
Low 2,433.00 2,426.25 -6.75 -0.3% 2,402.75
Close 2,434.50 2,430.75 -3.75 -0.2% 2,437.75
Range 6.00 9.50 3.50 58.3% 37.00
ATR 15.16 14.76 -0.40 -2.7% 0.00
Volume 891,938 1,353,806 461,868 51.8% 5,938,193
Daily Pivots for day following 06-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,459.50 2,454.50 2,436.00
R3 2,450.00 2,445.00 2,433.25
R2 2,440.50 2,440.50 2,432.50
R1 2,435.50 2,435.50 2,431.50 2,433.25
PP 2,431.00 2,431.00 2,431.00 2,429.75
S1 2,426.00 2,426.00 2,430.00 2,423.75
S2 2,421.50 2,421.50 2,429.00
S3 2,412.00 2,416.50 2,428.25
S4 2,402.50 2,407.00 2,425.50
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% 76% False False 1,428,730
10 2,439.75 2,386.75 53.00 2.2% 11.75 0.5% 83% False False 1,238,845
20 2,439.75 2,344.50 95.25 3.9% 15.00 0.6% 91% False False 1,355,504
40 2,439.75 2,322.75 117.00 4.8% 15.75 0.6% 92% False False 1,319,112
60 2,439.75 2,317.75 122.00 5.0% 16.75 0.7% 93% False False 1,414,660
80 2,439.75 2,297.75 142.00 5.8% 16.25 0.7% 94% False False 1,103,605
100 2,439.75 2,243.00 196.75 8.1% 16.00 0.7% 95% False False 883,602
120 2,439.75 2,222.50 217.25 8.9% 16.00 0.7% 96% False False 736,638
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 3.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,476.00
2.618 2,460.50
1.618 2,451.00
1.000 2,445.25
0.618 2,441.50
HIGH 2,435.75
0.618 2,432.00
0.500 2,431.00
0.382 2,430.00
LOW 2,426.25
0.618 2,420.50
1.000 2,416.75
1.618 2,411.00
2.618 2,401.50
4.250 2,386.00
Fisher Pivots for day following 06-Jun-2017
Pivot 1 day 3 day
R1 2,431.00 2,433.00
PP 2,431.00 2,432.25
S1 2,430.75 2,431.50

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

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