E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 2,428.75 2,428.00 -0.75 0.0% 2,441.50
High 2,431.50 2,454.25 22.75 0.9% 2,474.00
Low 2,415.75 2,427.50 11.75 0.5% 2,419.50
Close 2,428.00 2,452.75 24.75 1.0% 2,426.75
Range 15.75 26.75 11.00 69.8% 54.50
ATR 17.92 18.55 0.63 3.5% 0.00
Volume 1,339,966 1,367,156 27,190 2.0% 8,107,456
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,525.00 2,515.75 2,467.50
R3 2,498.25 2,489.00 2,460.00
R2 2,471.50 2,471.50 2,457.75
R1 2,462.25 2,462.25 2,455.25 2,467.00
PP 2,444.75 2,444.75 2,444.75 2,447.25
S1 2,435.50 2,435.50 2,450.25 2,440.00
S2 2,418.00 2,418.00 2,447.75
S3 2,391.25 2,408.75 2,445.50
S4 2,364.50 2,382.00 2,438.00
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,603.50 2,569.75 2,456.75
R3 2,549.00 2,515.25 2,441.75
R2 2,494.50 2,494.50 2,436.75
R1 2,460.75 2,460.75 2,431.75 2,450.50
PP 2,440.00 2,440.00 2,440.00 2,435.00
S1 2,406.25 2,406.25 2,421.75 2,396.00
S2 2,385.50 2,385.50 2,416.75
S3 2,331.00 2,351.75 2,411.75
S4 2,276.50 2,297.25 2,396.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,474.00 2,415.75 58.25 2.4% 24.00 1.0% 64% False False 1,656,785
10 2,474.50 2,415.75 58.75 2.4% 23.00 0.9% 63% False False 1,636,426
20 2,488.50 2,415.75 72.75 3.0% 17.75 0.7% 51% False False 1,392,197
40 2,488.50 2,402.25 86.25 3.5% 17.00 0.7% 59% False False 1,304,487
60 2,488.50 2,400.00 88.50 3.6% 16.25 0.7% 60% False False 1,199,160
80 2,488.50 2,341.75 146.75 6.0% 16.00 0.7% 76% False False 900,759
100 2,488.50 2,320.00 168.50 6.9% 16.50 0.7% 79% False False 721,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,568.00
2.618 2,524.25
1.618 2,497.50
1.000 2,481.00
0.618 2,470.75
HIGH 2,454.25
0.618 2,444.00
0.500 2,441.00
0.382 2,437.75
LOW 2,427.50
0.618 2,411.00
1.000 2,400.75
1.618 2,384.25
2.618 2,357.50
4.250 2,313.75
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 2,448.75 2,446.75
PP 2,444.75 2,441.00
S1 2,441.00 2,435.00

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

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