E-mini S&P 500 Future September 2017


Trading Metrics calculated at close of trading on 14-Sep-2017
Day Change Summary
Previous Current
13-Sep-2017 14-Sep-2017 Change Change % Previous Week
Open 2,497.00 2,496.25 -0.75 0.0% 2,461.25
High 2,497.50 2,498.25 0.75 0.0% 2,471.25
Low 2,490.75 2,489.50 -1.25 -0.1% 2,445.50
Close 2,496.50 2,496.50 0.00 0.0% 2,462.50
Range 6.75 8.75 2.00 29.6% 25.75
ATR 16.47 15.92 -0.55 -3.3% 0.00
Volume 611,367 419,698 -191,669 -31.4% 6,475,211
Daily Pivots for day following 14-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,521.00 2,517.50 2,501.25
R3 2,512.25 2,508.75 2,499.00
R2 2,503.50 2,503.50 2,498.00
R1 2,500.00 2,500.00 2,497.25 2,501.75
PP 2,494.75 2,494.75 2,494.75 2,495.50
S1 2,491.25 2,491.25 2,495.75 2,493.00
S2 2,486.00 2,486.00 2,495.00
S3 2,477.25 2,482.50 2,494.00
S4 2,468.50 2,473.75 2,491.75
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 2,498.25 2,456.75 41.50 1.7% 11.50 0.5% 96% True False 930,002
10 2,498.25 2,445.50 52.75 2.1% 13.50 0.5% 97% True False 1,269,232
20 2,498.25 2,415.75 82.50 3.3% 17.50 0.7% 98% True False 1,378,535
40 2,498.25 2,415.75 82.50 3.3% 16.00 0.6% 98% True False 1,310,061
60 2,498.25 2,402.25 96.00 3.8% 16.25 0.7% 98% True False 1,291,641
80 2,498.25 2,384.00 114.25 4.6% 15.75 0.6% 98% True False 1,155,093
100 2,498.25 2,341.75 156.50 6.3% 15.75 0.6% 99% True False 925,023
120 2,498.25 2,314.75 183.50 7.4% 16.25 0.7% 99% True False 771,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,535.50
2.618 2,521.25
1.618 2,512.50
1.000 2,507.00
0.618 2,503.75
HIGH 2,498.25
0.618 2,495.00
0.500 2,494.00
0.382 2,492.75
LOW 2,489.50
0.618 2,484.00
1.000 2,480.75
1.618 2,475.25
2.618 2,466.50
4.250 2,452.25
Fisher Pivots for day following 14-Sep-2017
Pivot 1 day 3 day
R1 2,495.50 2,495.25
PP 2,494.75 2,493.75
S1 2,494.00 2,492.50

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

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