E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 2,472.00 2,470.50 -1.50 -0.1% 2,469.75
High 2,472.00 2,475.00 3.00 0.1% 2,480.50
Low 2,461.50 2,465.25 3.75 0.2% 2,457.00
Close 2,470.25 2,468.00 -2.25 -0.1% 2,470.25
Range 10.50 9.75 -0.75 -7.1% 23.50
ATR 14.60 14.26 -0.35 -2.4% 0.00
Volume 1,156,784 1,229,202 72,418 6.3% 5,708,588
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 2,498.75 2,493.00 2,473.25
R3 2,489.00 2,483.25 2,470.75
R2 2,479.25 2,479.25 2,469.75
R1 2,473.50 2,473.50 2,469.00 2,471.50
PP 2,469.50 2,469.50 2,469.50 2,468.50
S1 2,463.75 2,463.75 2,467.00 2,461.75
S2 2,459.75 2,459.75 2,466.25
S3 2,450.00 2,454.00 2,465.25
S4 2,440.25 2,444.25 2,462.75
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 2,539.75 2,528.50 2,483.25
R3 2,516.25 2,505.00 2,476.75
R2 2,492.75 2,492.75 2,474.50
R1 2,481.50 2,481.50 2,472.50 2,487.00
PP 2,469.25 2,469.25 2,469.25 2,472.00
S1 2,458.00 2,458.00 2,468.00 2,463.50
S2 2,445.75 2,445.75 2,466.00
S3 2,422.25 2,434.50 2,463.75
S4 2,398.75 2,411.00 2,457.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,480.50 2,457.00 23.50 1.0% 13.00 0.5% 47% False False 1,216,008
10 2,480.50 2,448.00 32.50 1.3% 12.25 0.5% 62% False False 1,119,003
20 2,480.50 2,405.25 75.25 3.0% 13.75 0.6% 83% False False 1,108,263
40 2,480.50 2,402.25 78.25 3.2% 15.50 0.6% 84% False False 1,225,218
60 2,480.50 2,341.75 138.75 5.6% 15.50 0.6% 91% False False 820,158
80 2,480.50 2,320.00 160.50 6.5% 16.00 0.6% 92% False False 615,835
100 2,480.50 2,314.75 165.75 6.7% 16.25 0.7% 92% False False 492,965
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 2.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,516.50
2.618 2,500.50
1.618 2,490.75
1.000 2,484.75
0.618 2,481.00
HIGH 2,475.00
0.618 2,471.25
0.500 2,470.00
0.382 2,469.00
LOW 2,465.25
0.618 2,459.25
1.000 2,455.50
1.618 2,449.50
2.618 2,439.75
4.250 2,423.75
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 2,470.00 2,468.75
PP 2,469.50 2,468.50
S1 2,468.75 2,468.25

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

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