E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 19-Sep-2017
Day Change Summary
Previous Current
18-Sep-2017 19-Sep-2017 Change Change % Previous Week
Open 2,499.00 2,502.75 3.75 0.2% 2,467.75
High 2,506.00 2,506.00 0.00 0.0% 2,500.00
Low 2,497.75 2,501.00 3.25 0.1% 2,466.75
Close 2,502.75 2,504.75 2.00 0.1% 2,497.25
Range 8.25 5.00 -3.25 -39.4% 33.25
ATR 15.01 14.29 -0.71 -4.8% 0.00
Volume 1,090,827 961,109 -129,718 -11.9% 7,798,660
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,519.00 2,516.75 2,507.50
R3 2,514.00 2,511.75 2,506.00
R2 2,509.00 2,509.00 2,505.75
R1 2,506.75 2,506.75 2,505.25 2,508.00
PP 2,504.00 2,504.00 2,504.00 2,504.50
S1 2,501.75 2,501.75 2,504.25 2,503.00
S2 2,499.00 2,499.00 2,503.75
S3 2,494.00 2,496.75 2,503.50
S4 2,489.00 2,491.75 2,502.00
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 2,506.00 2,487.00 19.00 0.8% 8.25 0.3% 93% True False 1,243,672
10 2,506.00 2,454.75 51.25 2.0% 10.50 0.4% 98% True False 1,223,827
20 2,506.00 2,419.25 86.75 3.5% 14.50 0.6% 99% True False 624,995
40 2,506.00 2,414.00 92.00 3.7% 15.50 0.6% 99% True False 315,803
60 2,506.00 2,400.75 105.25 4.2% 16.00 0.6% 99% True False 211,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.28
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 2,527.25
2.618 2,519.00
1.618 2,514.00
1.000 2,511.00
0.618 2,509.00
HIGH 2,506.00
0.618 2,504.00
0.500 2,503.50
0.382 2,503.00
LOW 2,501.00
0.618 2,498.00
1.000 2,496.00
1.618 2,493.00
2.618 2,488.00
4.250 2,479.75
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 2,504.25 2,502.00
PP 2,504.00 2,499.25
S1 2,503.50 2,496.50

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

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