E-mini S&P 500 Future June 2017


Trading Metrics calculated at close of trading on 15-Jun-2017
Day Change Summary
Previous Current
14-Jun-2017 15-Jun-2017 Change Change % Previous Week
Open 2,440.25 2,436.00 -4.25 -0.2% 2,435.25
High 2,445.50 2,436.00 -9.50 -0.4% 2,445.75
Low 2,427.75 2,418.25 -9.50 -0.4% 2,414.75
Close 2,437.25 2,434.25 -3.00 -0.1% 2,430.50
Range 17.75 17.75 0.00 0.0% 31.00
ATR 15.35 15.61 0.26 1.7% 0.00
Volume 684,544 470,700 -213,844 -31.2% 6,711,703
Daily Pivots for day following 15-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,482.75 2,476.25 2,444.00
R3 2,465.00 2,458.50 2,439.25
R2 2,447.25 2,447.25 2,437.50
R1 2,440.75 2,440.75 2,436.00 2,435.00
PP 2,429.50 2,429.50 2,429.50 2,426.75
S1 2,423.00 2,423.00 2,432.50 2,417.50
S2 2,411.75 2,411.75 2,431.00
S3 2,394.00 2,405.25 2,429.25
S4 2,376.25 2,387.50 2,424.50
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% 18.50 0.8% 63% False False 1,005,166
10 2,445.75 2,414.75 31.00 1.3% 14.50 0.6% 63% False False 1,188,522
20 2,445.75 2,344.50 101.25 4.2% 15.25 0.6% 89% False False 1,276,954
40 2,445.75 2,332.50 113.25 4.7% 15.00 0.6% 90% False False 1,266,758
60 2,445.75 2,317.75 128.00 5.3% 16.50 0.7% 91% False False 1,347,381
80 2,445.75 2,317.75 128.00 5.3% 16.50 0.7% 91% False False 1,201,327
100 2,445.75 2,254.25 191.50 7.9% 16.25 0.7% 94% False False 962,496
120 2,445.75 2,222.50 223.25 9.2% 16.00 0.7% 95% False False 802,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 3.60
Fibonacci Retracements and Extensions
4.250 2,511.50
2.618 2,482.50
1.618 2,464.75
1.000 2,453.75
0.618 2,447.00
HIGH 2,436.00
0.618 2,429.25
0.500 2,427.00
0.382 2,425.00
LOW 2,418.25
0.618 2,407.25
1.000 2,400.50
1.618 2,389.50
2.618 2,371.75
4.250 2,342.75
Fisher Pivots for day following 15-Jun-2017
Pivot 1 day 3 day
R1 2,432.00 2,433.50
PP 2,429.50 2,432.75
S1 2,427.00 2,432.00

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

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