E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 2,533.00 2,535.25 2.25 0.1% 2,499.00
High 2,538.00 2,550.75 12.75 0.5% 2,517.75
Low 2,529.00 2,534.50 5.50 0.2% 2,485.00
Close 2,536.25 2,550.00 13.75 0.5% 2,516.00
Range 9.00 16.25 7.25 80.6% 32.75
ATR 12.68 12.93 0.26 2.0% 0.00
Volume 956,590 1,104,438 147,848 15.5% 6,737,648
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 2,593.75 2,588.25 2,559.00
R3 2,577.50 2,572.00 2,554.50
R2 2,561.25 2,561.25 2,553.00
R1 2,555.75 2,555.75 2,551.50 2,558.50
PP 2,545.00 2,545.00 2,545.00 2,546.50
S1 2,539.50 2,539.50 2,548.50 2,542.25
S2 2,528.75 2,528.75 2,547.00
S3 2,512.50 2,523.25 2,545.50
S4 2,496.25 2,507.00 2,541.00
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 2,550.75 2,504.75 46.00 1.8% 11.50 0.4% 98% True False 1,083,373
10 2,550.75 2,485.00 65.75 2.6% 12.00 0.5% 99% True False 1,181,091
20 2,550.75 2,455.25 95.50 3.7% 11.25 0.4% 99% True False 1,273,893
40 2,550.75 2,414.00 136.75 5.4% 15.50 0.6% 99% True False 668,494
60 2,550.75 2,414.00 136.75 5.4% 14.25 0.6% 99% True False 446,785
80 2,550.75 2,400.75 150.00 5.9% 15.25 0.6% 100% True False 335,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.58
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,619.75
2.618 2,593.25
1.618 2,577.00
1.000 2,567.00
0.618 2,560.75
HIGH 2,550.75
0.618 2,544.50
0.500 2,542.50
0.382 2,540.75
LOW 2,534.50
0.618 2,524.50
1.000 2,518.25
1.618 2,508.25
2.618 2,492.00
4.250 2,465.50
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 2,547.50 2,546.00
PP 2,545.00 2,542.00
S1 2,542.50 2,538.00

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

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