E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 2,427.25 2,430.00 2.75 0.1% 2,435.25
High 2,445.75 2,431.00 -14.75 -0.6% 2,445.75
Low 2,414.75 2,419.00 4.25 0.2% 2,414.75
Close 2,430.50 2,428.50 -2.00 -0.1% 2,430.50
Range 31.00 12.00 -19.00 -61.3% 31.00
ATR 15.49 15.24 -0.25 -1.6% 0.00
Volume 1,588,107 1,253,497 -334,610 -21.1% 6,711,703
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,462.25 2,457.25 2,435.00
R3 2,450.25 2,445.25 2,431.75
R2 2,438.25 2,438.25 2,430.75
R1 2,433.25 2,433.25 2,429.50 2,429.75
PP 2,426.25 2,426.25 2,426.25 2,424.50
S1 2,421.25 2,421.25 2,427.50 2,417.75
S2 2,414.25 2,414.25 2,426.25
S3 2,402.25 2,409.25 2,425.25
S4 2,390.25 2,397.25 2,422.00
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,523.25 2,508.00 2,447.50
R3 2,492.25 2,477.00 2,439.00
R2 2,461.25 2,461.25 2,436.25
R1 2,446.00 2,446.00 2,433.25 2,438.00
PP 2,430.25 2,430.25 2,430.25 2,426.50
S1 2,415.00 2,415.00 2,427.75 2,407.00
S2 2,399.25 2,399.25 2,424.75
S3 2,368.25 2,384.00 2,422.00
S4 2,337.25 2,353.00 2,413.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,445.75 2,414.75 31.00 1.3% 15.00 0.6% 44% False False 1,414,652
10 2,445.75 2,402.75 43.00 1.8% 13.75 0.6% 60% False False 1,390,339
20 2,445.75 2,344.50 101.25 4.2% 16.25 0.7% 83% False False 1,414,079
40 2,445.75 2,322.75 123.00 5.1% 15.25 0.6% 86% False False 1,303,856
60 2,445.75 2,317.75 128.00 5.3% 16.75 0.7% 87% False False 1,393,001
80 2,445.75 2,317.75 128.00 5.3% 16.25 0.7% 87% False False 1,174,408
100 2,445.75 2,246.25 199.50 8.2% 16.25 0.7% 91% False False 940,723
120 2,445.75 2,222.50 223.25 9.2% 15.75 0.7% 92% False False 784,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,482.00
2.618 2,462.50
1.618 2,450.50
1.000 2,443.00
0.618 2,438.50
HIGH 2,431.00
0.618 2,426.50
0.500 2,425.00
0.382 2,423.50
LOW 2,419.00
0.618 2,411.50
1.000 2,407.00
1.618 2,399.50
2.618 2,387.50
4.250 2,368.00
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 2,427.25 2,430.25
PP 2,426.25 2,429.75
S1 2,425.00 2,429.00

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

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