E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 2,477.50 2,470.00 -7.50 -0.3% 2,470.50
High 2,488.50 2,474.50 -14.00 -0.6% 2,477.75
Low 2,467.50 2,459.00 -8.50 -0.3% 2,463.25
Close 2,472.75 2,473.00 0.25 0.0% 2,472.00
Range 21.00 15.50 -5.50 -26.2% 14.50
ATR 13.38 13.53 0.15 1.1% 0.00
Volume 1,367,671 1,555,517 187,846 13.7% 5,735,512
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,515.25 2,509.75 2,481.50
R3 2,499.75 2,494.25 2,477.25
R2 2,484.25 2,484.25 2,475.75
R1 2,478.75 2,478.75 2,474.50 2,481.50
PP 2,468.75 2,468.75 2,468.75 2,470.25
S1 2,463.25 2,463.25 2,471.50 2,466.00
S2 2,453.25 2,453.25 2,470.25
S3 2,437.75 2,447.75 2,468.75
S4 2,422.25 2,432.25 2,464.50
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,514.50 2,507.75 2,480.00
R3 2,500.00 2,493.25 2,476.00
R2 2,485.50 2,485.50 2,474.75
R1 2,478.75 2,478.75 2,473.25 2,482.00
PP 2,471.00 2,471.00 2,471.00 2,472.75
S1 2,464.25 2,464.25 2,470.75 2,467.50
S2 2,456.50 2,456.50 2,469.25
S3 2,442.00 2,449.75 2,468.00
S4 2,427.50 2,435.25 2,464.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,488.50 2,459.00 29.50 1.2% 12.25 0.5% 47% False True 1,136,222
10 2,488.50 2,457.00 31.50 1.3% 13.00 0.5% 51% False False 1,206,276
20 2,488.50 2,439.00 49.50 2.0% 12.00 0.5% 69% False False 1,105,691
40 2,488.50 2,402.25 86.25 3.5% 15.25 0.6% 82% False False 1,246,265
60 2,488.50 2,341.75 146.75 5.9% 15.50 0.6% 89% False False 953,467
80 2,488.50 2,327.75 160.75 6.5% 15.00 0.6% 90% False False 716,019
100 2,488.50 2,314.75 173.75 7.0% 16.00 0.7% 91% False False 573,222
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 False
Bear Hook False
Bull Hook False
Stretch 3.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,540.50
2.618 2,515.00
1.618 2,499.50
1.000 2,490.00
0.618 2,484.00
HIGH 2,474.50
0.618 2,468.50
0.500 2,466.75
0.382 2,465.00
LOW 2,459.00
0.618 2,449.50
1.000 2,443.50
1.618 2,434.00
2.618 2,418.50
4.250 2,393.00
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 2,471.00 2,473.75
PP 2,468.75 2,473.50
S1 2,466.75 2,473.25

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

View Archives - Comment on this page... - Back to Index of Symbols