E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 11-Sep-2017
Day Change Summary
Previous Current
08-Sep-2017 11-Sep-2017 Change Change % Previous Week
Open 2,466.50 2,468.00 1.50 0.1% 2,461.25
High 2,467.50 2,489.00 21.50 0.9% 2,471.25
Low 2,456.75 2,468.00 11.25 0.5% 2,445.50
Close 2,462.50 2,487.50 25.00 1.0% 2,462.50
Range 10.75 21.00 10.25 95.3% 25.75
ATR 17.08 17.75 0.67 3.9% 0.00
Volume 1,242,750 1,333,316 90,566 7.3% 6,475,211
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,544.50 2,537.00 2,499.00
R3 2,523.50 2,516.00 2,493.25
R2 2,502.50 2,502.50 2,491.25
R1 2,495.00 2,495.00 2,489.50 2,498.75
PP 2,481.50 2,481.50 2,481.50 2,483.50
S1 2,474.00 2,474.00 2,485.50 2,477.75
S2 2,460.50 2,460.50 2,483.75
S3 2,439.50 2,453.00 2,481.75
S4 2,418.50 2,432.00 2,476.00
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,537.00 2,525.50 2,476.75
R3 2,511.25 2,499.75 2,469.50
R2 2,485.50 2,485.50 2,467.25
R1 2,474.00 2,474.00 2,464.75 2,479.75
PP 2,459.75 2,459.75 2,459.75 2,462.50
S1 2,448.25 2,448.25 2,460.25 2,454.00
S2 2,434.00 2,434.00 2,457.75
S3 2,408.25 2,422.50 2,455.50
S4 2,382.50 2,396.75 2,448.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,489.00 2,445.50 43.50 1.7% 16.25 0.7% 97% True False 1,561,705
10 2,489.00 2,421.00 68.00 2.7% 16.75 0.7% 98% True False 1,448,813
20 2,489.00 2,415.75 73.25 2.9% 18.50 0.7% 98% True False 1,458,237
40 2,489.00 2,415.75 73.25 2.9% 16.00 0.6% 98% True False 1,331,015
60 2,489.00 2,402.25 86.75 3.5% 16.75 0.7% 98% True False 1,321,942
80 2,489.00 2,341.75 147.25 5.9% 16.25 0.7% 99% True False 1,129,401
100 2,489.00 2,330.00 159.00 6.4% 16.00 0.6% 99% True False 904,359
120 2,489.00 2,314.75 174.25 7.0% 16.50 0.7% 99% True False 753,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,578.25
2.618 2,544.00
1.618 2,523.00
1.000 2,510.00
0.618 2,502.00
HIGH 2,489.00
0.618 2,481.00
0.500 2,478.50
0.382 2,476.00
LOW 2,468.00
0.618 2,455.00
1.000 2,447.00
1.618 2,434.00
2.618 2,413.00
4.250 2,378.75
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 2,484.50 2,482.50
PP 2,481.50 2,477.75
S1 2,478.50 2,473.00

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

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