E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 2,408.00 2,411.00 3.00 0.1% 2,378.50
High 2,414.00 2,427.75 13.75 0.6% 2,414.75
Low 2,400.00 2,408.00 8.00 0.3% 2,375.50
Close 2,408.50 2,427.25 18.75 0.8% 2,411.00
Range 14.00 19.75 5.75 41.1% 39.25
ATR 15.57 15.87 0.30 1.9% 0.00
Volume 15,195 30,681 15,486 101.9% 36,835
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,480.25 2,473.50 2,438.00
R3 2,460.50 2,453.75 2,432.75
R2 2,440.75 2,440.75 2,430.75
R1 2,434.00 2,434.00 2,429.00 2,437.50
PP 2,421.00 2,421.00 2,421.00 2,422.75
S1 2,414.25 2,414.25 2,425.50 2,417.50
S2 2,401.25 2,401.25 2,423.75
S3 2,381.50 2,394.50 2,421.75
S4 2,361.75 2,374.75 2,416.50
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 2,518.25 2,503.75 2,432.50
R3 2,479.00 2,464.50 2,421.75
R2 2,439.75 2,439.75 2,418.25
R1 2,425.25 2,425.25 2,414.50 2,432.50
PP 2,400.50 2,400.50 2,400.50 2,404.00
S1 2,386.00 2,386.00 2,407.50 2,393.25
S2 2,361.25 2,361.25 2,403.75
S3 2,322.00 2,346.75 2,400.25
S4 2,282.75 2,307.50 2,389.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,427.75 2,400.00 27.75 1.1% 13.00 0.5% 98% True False 15,371
10 2,427.75 2,341.75 86.00 3.5% 16.00 0.7% 99% True False 11,042
20 2,427.75 2,341.75 86.00 3.5% 16.00 0.7% 99% True False 7,962
40 2,427.75 2,320.00 107.75 4.4% 16.75 0.7% 100% True False 5,400
60 2,427.75 2,314.75 113.00 4.7% 16.75 0.7% 100% True False 4,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.78
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,511.75
2.618 2,479.50
1.618 2,459.75
1.000 2,447.50
0.618 2,440.00
HIGH 2,427.75
0.618 2,420.25
0.500 2,418.00
0.382 2,415.50
LOW 2,408.00
0.618 2,395.75
1.000 2,388.25
1.618 2,376.00
2.618 2,356.25
4.250 2,324.00
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 2,424.00 2,422.75
PP 2,421.00 2,418.25
S1 2,418.00 2,414.00

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

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