E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 15-Sep-2017
Day Change Summary
Previous Current
14-Sep-2017 15-Sep-2017 Change Change % Previous Week
Open 2,494.50 2,493.75 -0.75 0.0% 2,467.75
High 2,496.25 2,500.00 3.75 0.2% 2,500.00
Low 2,487.50 2,487.00 -0.50 0.0% 2,466.75
Close 2,494.25 2,497.25 3.00 0.1% 2,497.25
Range 8.75 13.00 4.25 48.6% 33.25
ATR 15.68 15.49 -0.19 -1.2% 0.00
Volume 1,372,582 1,367,390 -5,192 -0.4% 7,798,660
Daily Pivots for day following 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,533.75 2,528.50 2,504.50
R3 2,520.75 2,515.50 2,500.75
R2 2,507.75 2,507.75 2,499.75
R1 2,502.50 2,502.50 2,498.50 2,505.00
PP 2,494.75 2,494.75 2,494.75 2,496.00
S1 2,489.50 2,489.50 2,496.00 2,492.00
S2 2,481.75 2,481.75 2,494.75
S3 2,468.75 2,476.50 2,493.75
S4 2,455.75 2,463.50 2,490.00
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,587.75 2,575.75 2,515.50
R3 2,554.50 2,542.50 2,506.50
R2 2,521.25 2,521.25 2,503.25
R1 2,509.25 2,509.25 2,500.25 2,515.25
PP 2,488.00 2,488.00 2,488.00 2,491.00
S1 2,476.00 2,476.00 2,494.25 2,482.00
S2 2,454.75 2,454.75 2,491.25
S3 2,421.50 2,442.75 2,488.00
S4 2,388.25 2,409.50 2,479.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,500.00 2,466.75 33.25 1.3% 11.75 0.5% 92% True False 1,559,732
10 2,500.00 2,443.75 56.25 2.3% 12.75 0.5% 95% True False 1,029,260
20 2,500.00 2,414.00 86.00 3.4% 15.50 0.6% 97% True False 523,248
40 2,500.00 2,414.00 86.00 3.4% 15.75 0.6% 97% True False 264,573
60 2,500.00 2,400.75 99.25 4.0% 16.00 0.6% 97% True False 177,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.90
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,555.25
2.618 2,534.00
1.618 2,521.00
1.000 2,513.00
0.618 2,508.00
HIGH 2,500.00
0.618 2,495.00
0.500 2,493.50
0.382 2,492.00
LOW 2,487.00
0.618 2,479.00
1.000 2,474.00
1.618 2,466.00
2.618 2,453.00
4.250 2,431.75
Fisher Pivots for day following 15-Sep-2017
Pivot 1 day 3 day
R1 2,496.00 2,496.00
PP 2,494.75 2,494.75
S1 2,493.50 2,493.50

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

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