E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 2,431.25 2,433.50 2.25 0.1% 2,428.00
High 2,436.75 2,451.50 14.75 0.6% 2,443.25
Low 2,420.25 2,432.75 12.50 0.5% 2,416.25
Close 2,431.00 2,447.50 16.50 0.7% 2,431.00
Range 16.50 18.75 2.25 13.6% 27.00
ATR 15.53 15.89 0.35 2.3% 0.00
Volume 1,336,684 1,223,334 -113,350 -8.5% 9,128,576
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,500.25 2,492.50 2,457.75
R3 2,481.50 2,473.75 2,452.75
R2 2,462.75 2,462.75 2,451.00
R1 2,455.00 2,455.00 2,449.25 2,459.00
PP 2,444.00 2,444.00 2,444.00 2,445.75
S1 2,436.25 2,436.25 2,445.75 2,440.00
S2 2,425.25 2,425.25 2,444.00
S3 2,406.50 2,417.50 2,442.25
S4 2,387.75 2,398.75 2,437.25
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,511.25 2,498.00 2,445.75
R3 2,484.25 2,471.00 2,438.50
R2 2,457.25 2,457.25 2,436.00
R1 2,444.00 2,444.00 2,433.50 2,450.50
PP 2,430.25 2,430.25 2,430.25 2,433.50
S1 2,417.00 2,417.00 2,428.50 2,423.50
S2 2,403.25 2,403.25 2,426.00
S3 2,376.25 2,390.00 2,423.50
S4 2,349.25 2,363.00 2,416.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,451.50 2,416.25 35.25 1.4% 17.00 0.7% 89% True False 1,635,251
10 2,451.50 2,412.50 39.00 1.6% 16.00 0.7% 90% True False 1,339,818
20 2,451.50 2,375.50 76.00 3.1% 14.00 0.6% 95% True False 679,002
40 2,451.50 2,341.75 109.75 4.5% 15.00 0.6% 96% True False 341,873
60 2,451.50 2,314.75 136.75 5.6% 16.50 0.7% 97% True False 228,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,531.25
2.618 2,500.50
1.618 2,481.75
1.000 2,470.25
0.618 2,463.00
HIGH 2,451.50
0.618 2,444.25
0.500 2,442.00
0.382 2,440.00
LOW 2,432.75
0.618 2,421.25
1.000 2,414.00
1.618 2,402.50
2.618 2,383.75
4.250 2,353.00
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 2,445.75 2,443.00
PP 2,444.00 2,438.50
S1 2,442.00 2,434.00

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

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