E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 2,503.25 2,507.75 4.50 0.2% 2,499.00
High 2,508.25 2,517.75 9.50 0.4% 2,517.75
Low 2,499.00 2,504.75 5.75 0.2% 2,485.00
Close 2,507.75 2,516.00 8.25 0.3% 2,516.00
Range 9.25 13.00 3.75 40.5% 32.75
ATR 13.48 13.45 -0.03 -0.3% 0.00
Volume 1,109,027 1,368,322 259,295 23.4% 6,737,648
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,551.75 2,547.00 2,523.25
R3 2,538.75 2,534.00 2,519.50
R2 2,525.75 2,525.75 2,518.50
R1 2,521.00 2,521.00 2,517.25 2,523.50
PP 2,512.75 2,512.75 2,512.75 2,514.00
S1 2,508.00 2,508.00 2,514.75 2,510.50
S2 2,499.75 2,499.75 2,513.50
S3 2,486.75 2,495.00 2,512.50
S4 2,473.75 2,482.00 2,508.75
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 2,604.50 2,593.00 2,534.00
R3 2,571.75 2,560.25 2,525.00
R2 2,539.00 2,539.00 2,522.00
R1 2,527.50 2,527.50 2,519.00 2,533.25
PP 2,506.25 2,506.25 2,506.25 2,509.00
S1 2,494.75 2,494.75 2,513.00 2,500.50
S2 2,473.50 2,473.50 2,510.00
S3 2,440.75 2,462.00 2,507.00
S4 2,408.00 2,429.25 2,498.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,517.75 2,485.00 32.75 1.3% 13.50 0.5% 95% True False 1,347,529
10 2,517.75 2,485.00 32.75 1.3% 11.25 0.4% 95% True False 1,216,488
20 2,517.75 2,443.75 74.00 2.9% 12.00 0.5% 98% True False 1,122,874
40 2,517.75 2,414.00 103.75 4.1% 15.75 0.6% 98% True False 567,895
60 2,517.75 2,404.00 113.75 4.5% 14.75 0.6% 98% True False 379,455
80 2,517.75 2,400.75 117.00 4.7% 15.50 0.6% 99% True False 285,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,573.00
2.618 2,551.75
1.618 2,538.75
1.000 2,530.75
0.618 2,525.75
HIGH 2,517.75
0.618 2,512.75
0.500 2,511.25
0.382 2,509.75
LOW 2,504.75
0.618 2,496.75
1.000 2,491.75
1.618 2,483.75
2.618 2,470.75
4.250 2,449.50
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 2,514.50 2,512.50
PP 2,512.75 2,509.00
S1 2,511.25 2,505.50

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

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