E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 06-Sep-2017
Day Change Summary
Previous Current
05-Sep-2017 06-Sep-2017 Change Change % Previous Week
Open 2,460.25 2,458.25 -2.00 -0.1% 2,440.50
High 2,469.50 2,467.25 -2.25 -0.1% 2,477.75
Low 2,443.75 2,454.75 11.00 0.5% 2,419.25
Close 2,458.00 2,463.75 5.75 0.2% 2,472.25
Range 25.75 12.50 -13.25 -51.5% 58.50
ATR 18.21 17.80 -0.41 -2.2% 0.00
Volume 80,772 222,057 141,285 174.9% 126,262
Daily Pivots for day following 06-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,499.50 2,494.00 2,470.50
R3 2,487.00 2,481.50 2,467.25
R2 2,474.50 2,474.50 2,466.00
R1 2,469.00 2,469.00 2,465.00 2,471.75
PP 2,462.00 2,462.00 2,462.00 2,463.25
S1 2,456.50 2,456.50 2,462.50 2,459.25
S2 2,449.50 2,449.50 2,461.50
S3 2,437.00 2,444.00 2,460.25
S4 2,424.50 2,431.50 2,457.00
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 2,440.75 37.00 1.5% 16.75 0.7% 62% False False 77,870
10 2,477.75 2,419.25 58.50 2.4% 17.00 0.7% 76% False False 46,891
20 2,477.75 2,414.00 63.75 2.6% 19.75 0.8% 78% False False 28,546
40 2,486.25 2,414.00 72.25 2.9% 16.00 0.7% 69% False False 15,785
60 2,486.25 2,400.75 85.50 3.5% 16.50 0.7% 74% False False 11,190
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,520.50
2.618 2,500.00
1.618 2,487.50
1.000 2,479.75
0.618 2,475.00
HIGH 2,467.25
0.618 2,462.50
0.500 2,461.00
0.382 2,459.50
LOW 2,454.75
0.618 2,447.00
1.000 2,442.25
1.618 2,434.50
2.618 2,422.00
4.250 2,401.50
Fisher Pivots for day following 06-Sep-2017
Pivot 1 day 3 day
R1 2,462.75 2,462.75
PP 2,462.00 2,461.75
S1 2,461.00 2,460.75

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

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