E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 12-Sep-2017
Day Change Summary
Previous Current
11-Sep-2017 12-Sep-2017 Change Change % Previous Week
Open 2,468.00 2,488.25 20.25 0.8% 2,461.25
High 2,489.00 2,497.00 8.00 0.3% 2,471.25
Low 2,468.00 2,486.75 18.75 0.8% 2,445.50
Close 2,487.50 2,496.00 8.50 0.3% 2,462.50
Range 21.00 10.25 -10.75 -51.2% 25.75
ATR 17.75 17.21 -0.54 -3.0% 0.00
Volume 1,333,316 1,042,880 -290,436 -21.8% 6,475,211
Daily Pivots for day following 12-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,524.00 2,520.25 2,501.75
R3 2,513.75 2,510.00 2,498.75
R2 2,503.50 2,503.50 2,498.00
R1 2,499.75 2,499.75 2,497.00 2,501.50
PP 2,493.25 2,493.25 2,493.25 2,494.25
S1 2,489.50 2,489.50 2,495.00 2,491.50
S2 2,483.00 2,483.00 2,494.00
S3 2,472.75 2,479.25 2,493.25
S4 2,462.50 2,469.00 2,490.25
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 2,497.00 2,456.50 40.50 1.6% 13.25 0.5% 98% True False 1,345,551
10 2,497.00 2,421.00 76.00 3.0% 16.50 0.7% 99% True False 1,457,796
20 2,497.00 2,415.75 81.25 3.3% 18.00 0.7% 99% True False 1,436,857
40 2,497.00 2,415.75 81.25 3.3% 16.25 0.6% 99% True False 1,335,525
60 2,497.00 2,402.25 94.75 3.8% 16.50 0.7% 99% True False 1,317,046
80 2,497.00 2,358.50 138.50 5.5% 16.00 0.6% 99% True False 1,142,345
100 2,497.00 2,337.75 159.25 6.4% 16.00 0.6% 99% True False 914,761
120 2,497.00 2,314.75 182.25 7.3% 16.50 0.7% 99% True False 762,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.85
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,540.50
2.618 2,523.75
1.618 2,513.50
1.000 2,507.25
0.618 2,503.25
HIGH 2,497.00
0.618 2,493.00
0.500 2,492.00
0.382 2,490.75
LOW 2,486.75
0.618 2,480.50
1.000 2,476.50
1.618 2,470.25
2.618 2,460.00
4.250 2,443.25
Fisher Pivots for day following 12-Sep-2017
Pivot 1 day 3 day
R1 2,494.50 2,489.50
PP 2,493.25 2,483.25
S1 2,492.00 2,477.00

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

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