E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 09-Jun-2017
Day Change Summary
Previous Current
08-Jun-2017 09-Jun-2017 Change Change % Previous Week
Open 2,430.25 2,425.25 -5.00 -0.2% 2,433.50
High 2,436.75 2,443.50 6.75 0.3% 2,443.50
Low 2,425.00 2,412.50 -12.50 -0.5% 2,412.50
Close 2,430.25 2,428.25 -2.00 -0.1% 2,428.25
Range 11.75 31.00 19.25 163.8% 31.00
ATR 14.11 15.32 1.21 8.5% 0.00
Volume 637,421 2,096,199 1,458,778 228.9% 3,088,381
Daily Pivots for day following 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,521.00 2,505.75 2,445.25
R3 2,490.00 2,474.75 2,436.75
R2 2,459.00 2,459.00 2,434.00
R1 2,443.75 2,443.75 2,431.00 2,451.50
PP 2,428.00 2,428.00 2,428.00 2,432.00
S1 2,412.75 2,412.75 2,425.50 2,420.50
S2 2,397.00 2,397.00 2,422.50
S3 2,366.00 2,381.75 2,419.75
S4 2,335.00 2,350.75 2,411.25
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,521.00 2,505.75 2,445.25
R3 2,490.00 2,474.75 2,436.75
R2 2,459.00 2,459.00 2,434.00
R1 2,443.75 2,443.75 2,431.00 2,436.00
PP 2,428.00 2,428.00 2,428.00 2,424.25
S1 2,412.75 2,412.75 2,425.50 2,405.00
S2 2,397.00 2,397.00 2,422.50
S3 2,366.00 2,381.75 2,419.75
S4 2,335.00 2,350.75 2,411.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,443.50 2,412.50 31.00 1.3% 13.75 0.6% 51% True True 617,676
10 2,443.50 2,400.00 43.50 1.8% 13.25 0.5% 65% True False 320,105
20 2,443.50 2,341.75 101.75 4.2% 15.50 0.6% 85% True False 163,291
40 2,443.50 2,320.00 123.50 5.1% 15.50 0.6% 88% True False 83,401
60 2,443.50 2,314.75 128.75 5.3% 16.75 0.7% 88% True False 56,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.45
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,575.25
2.618 2,524.75
1.618 2,493.75
1.000 2,474.50
0.618 2,462.75
HIGH 2,443.50
0.618 2,431.75
0.500 2,428.00
0.382 2,424.25
LOW 2,412.50
0.618 2,393.25
1.000 2,381.50
1.618 2,362.25
2.618 2,331.25
4.250 2,280.75
Fisher Pivots for day following 09-Jun-2017
Pivot 1 day 3 day
R1 2,428.25 2,428.25
PP 2,428.00 2,428.00
S1 2,428.00 2,428.00

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

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