E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 05-Sep-2017
Day Change Summary
Previous Current
01-Sep-2017 05-Sep-2017 Change Change % Previous Week
Open 2,468.25 2,460.25 -8.00 -0.3% 2,440.50
High 2,477.75 2,469.50 -8.25 -0.3% 2,477.75
Low 2,468.25 2,443.75 -24.50 -1.0% 2,419.25
Close 2,472.25 2,458.00 -14.25 -0.6% 2,472.25
Range 9.50 25.75 16.25 171.1% 58.50
ATR 17.42 18.21 0.79 4.5% 0.00
Volume 25,490 80,772 55,282 216.9% 126,262
Daily Pivots for day following 05-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,534.25 2,522.00 2,472.25
R3 2,508.50 2,496.25 2,465.00
R2 2,482.75 2,482.75 2,462.75
R1 2,470.50 2,470.50 2,460.25 2,463.75
PP 2,457.00 2,457.00 2,457.00 2,453.75
S1 2,444.75 2,444.75 2,455.75 2,438.00
S2 2,431.25 2,431.25 2,453.25
S3 2,405.50 2,419.00 2,451.00
S4 2,379.75 2,393.25 2,443.75
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,632.00 2,610.50 2,504.50
R3 2,573.50 2,552.00 2,488.25
R2 2,515.00 2,515.00 2,483.00
R1 2,493.50 2,493.50 2,477.50 2,504.25
PP 2,456.50 2,456.50 2,456.50 2,461.75
S1 2,435.00 2,435.00 2,467.00 2,445.75
S2 2,398.00 2,398.00 2,461.50
S3 2,339.50 2,376.50 2,456.25
S4 2,281.00 2,318.00 2,440.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,477.75 2,419.25 58.50 2.4% 19.75 0.8% 66% False False 38,071
10 2,477.75 2,419.25 58.50 2.4% 18.25 0.7% 66% False False 26,163
20 2,486.25 2,414.00 72.25 2.9% 20.25 0.8% 61% False False 17,882
40 2,486.25 2,408.50 77.75 3.2% 16.25 0.7% 64% False False 10,293
60 2,486.25 2,400.75 85.50 3.5% 16.50 0.7% 67% False False 7,492
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 4.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,579.00
2.618 2,537.00
1.618 2,511.25
1.000 2,495.25
0.618 2,485.50
HIGH 2,469.50
0.618 2,459.75
0.500 2,456.50
0.382 2,453.50
LOW 2,443.75
0.618 2,427.75
1.000 2,418.00
1.618 2,402.00
2.618 2,376.25
4.250 2,334.25
Fisher Pivots for day following 05-Sep-2017
Pivot 1 day 3 day
R1 2,457.50 2,460.75
PP 2,457.00 2,459.75
S1 2,456.50 2,459.00

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

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