E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 2,378.50 2,383.75 5.25 0.2% 2,355.00
High 2,388.00 2,386.00 -2.00 -0.1% 2,392.25
Low 2,375.00 2,379.50 4.50 0.2% 2,355.00
Close 2,384.50 2,383.25 -1.25 -0.1% 2,378.00
Range 13.00 6.50 -6.50 -50.0% 37.25
ATR 17.51 16.72 -0.79 -4.5% 0.00
Volume 1,976 2,565 589 29.8% 20,594
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 2,402.50 2,399.25 2,386.75
R3 2,396.00 2,392.75 2,385.00
R2 2,389.50 2,389.50 2,384.50
R1 2,386.25 2,386.25 2,383.75 2,384.50
PP 2,383.00 2,383.00 2,383.00 2,382.00
S1 2,379.75 2,379.75 2,382.75 2,378.00
S2 2,376.50 2,376.50 2,382.00
S3 2,370.00 2,373.25 2,381.50
S4 2,363.50 2,366.75 2,379.75
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 2,486.75 2,469.75 2,398.50
R3 2,449.50 2,432.50 2,388.25
R2 2,412.25 2,412.25 2,384.75
R1 2,395.25 2,395.25 2,381.50 2,403.75
PP 2,375.00 2,375.00 2,375.00 2,379.50
S1 2,358.00 2,358.00 2,374.50 2,366.50
S2 2,337.75 2,337.75 2,371.25
S3 2,300.50 2,320.75 2,367.75
S4 2,263.25 2,283.50 2,357.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,392.25 2,375.00 17.25 0.7% 10.50 0.4% 48% False False 3,076
10 2,392.25 2,328.50 63.75 2.7% 15.00 0.6% 86% False False 3,158
20 2,392.25 2,320.00 72.25 3.0% 18.00 0.8% 88% False False 2,663
40 2,392.25 2,314.75 77.50 3.3% 17.25 0.7% 88% False False 1,966
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.60
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 2,413.50
2.618 2,403.00
1.618 2,396.50
1.000 2,392.50
0.618 2,390.00
HIGH 2,386.00
0.618 2,383.50
0.500 2,382.75
0.382 2,382.00
LOW 2,379.50
0.618 2,375.50
1.000 2,373.00
1.618 2,369.00
2.618 2,362.50
4.250 2,352.00
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 2,383.00 2,382.75
PP 2,383.00 2,382.00
S1 2,382.75 2,381.50

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

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