E-mini S&P 500 Future December 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 2,464.75 2,467.75 3.00 0.1% 2,460.25
High 2,465.75 2,487.25 21.50 0.9% 2,469.50
Low 2,455.25 2,466.75 11.50 0.5% 2,443.75
Close 2,461.00 2,485.75 24.75 1.0% 2,461.00
Range 10.50 20.50 10.00 95.2% 25.75
ATR 16.84 17.52 0.67 4.0% 0.00
Volume 1,465,772 1,893,177 427,405 29.2% 2,468,452
Daily Pivots for day following 11-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,541.50 2,534.00 2,497.00
R3 2,521.00 2,513.50 2,491.50
R2 2,500.50 2,500.50 2,489.50
R1 2,493.00 2,493.00 2,487.75 2,496.75
PP 2,480.00 2,480.00 2,480.00 2,481.75
S1 2,472.50 2,472.50 2,483.75 2,476.25
S2 2,459.50 2,459.50 2,482.00
S3 2,439.00 2,452.00 2,480.00
S4 2,418.50 2,431.50 2,474.50
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,535.25 2,524.00 2,475.25
R3 2,509.50 2,498.25 2,468.00
R2 2,483.75 2,483.75 2,465.75
R1 2,472.50 2,472.50 2,463.25 2,478.00
PP 2,458.00 2,458.00 2,458.00 2,461.00
S1 2,446.75 2,446.75 2,458.75 2,452.50
S2 2,432.25 2,432.25 2,456.25
S3 2,406.50 2,421.00 2,454.00
S4 2,380.75 2,395.25 2,446.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,487.25 2,443.75 43.50 1.7% 16.00 0.6% 97% True False 872,325
10 2,487.25 2,419.25 68.00 2.7% 16.50 0.7% 98% True False 448,789
20 2,487.25 2,414.00 73.25 2.9% 18.50 0.7% 98% True False 229,874
40 2,487.25 2,414.00 73.25 2.9% 16.00 0.6% 98% True False 117,117
60 2,487.25 2,400.75 86.50 3.5% 16.50 0.7% 98% True False 78,784
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 4.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,574.50
2.618 2,541.00
1.618 2,520.50
1.000 2,507.75
0.618 2,500.00
HIGH 2,487.25
0.618 2,479.50
0.500 2,477.00
0.382 2,474.50
LOW 2,466.75
0.618 2,454.00
1.000 2,446.25
1.618 2,433.50
2.618 2,413.00
4.250 2,379.50
Fisher Pivots for day following 11-Sep-2017
Pivot 1 day 3 day
R1 2,482.75 2,481.00
PP 2,480.00 2,476.00
S1 2,477.00 2,471.25

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

View Archives - Comment on this page... - Back to Index of Symbols