E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 2,580.00 2,587.75 7.75 0.3% 2,575.50
High 2,590.00 2,593.50 3.50 0.1% 2,585.50
Low 2,575.50 2,580.75 5.25 0.2% 2,562.25
Close 2,588.75 2,586.75 -2.00 -0.1% 2,582.75
Range 14.50 12.75 -1.75 -12.1% 23.25
ATR 13.11 13.08 -0.03 -0.2% 0.00
Volume 848,119 1,163,840 315,721 37.2% 5,869,002
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,625.25 2,618.75 2,593.75
R3 2,612.50 2,606.00 2,590.25
R2 2,599.75 2,599.75 2,589.00
R1 2,593.25 2,593.25 2,588.00 2,590.00
PP 2,587.00 2,587.00 2,587.00 2,585.50
S1 2,580.50 2,580.50 2,585.50 2,577.50
S2 2,574.25 2,574.25 2,584.50
S3 2,561.50 2,567.75 2,583.25
S4 2,548.75 2,555.00 2,579.75
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,646.50 2,638.00 2,595.50
R3 2,623.25 2,614.75 2,589.25
R2 2,600.00 2,600.00 2,587.00
R1 2,591.50 2,591.50 2,585.00 2,595.75
PP 2,576.75 2,576.75 2,576.75 2,579.00
S1 2,568.25 2,568.25 2,580.50 2,572.50
S2 2,553.50 2,553.50 2,578.50
S3 2,530.25 2,545.00 2,576.25
S4 2,507.00 2,521.75 2,570.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,593.50 2,562.25 31.25 1.2% 14.00 0.5% 78% True False 1,118,416
10 2,593.50 2,541.50 52.00 2.0% 15.00 0.6% 87% True False 1,293,341
20 2,593.50 2,541.50 52.00 2.0% 12.50 0.5% 87% True False 1,141,717
40 2,593.50 2,485.00 108.50 4.2% 11.50 0.4% 94% True False 1,156,708
60 2,593.50 2,414.00 179.50 6.9% 13.50 0.5% 96% True False 876,609
80 2,593.50 2,414.00 179.50 6.9% 13.75 0.5% 96% True False 658,629
100 2,593.50 2,400.75 192.75 7.5% 14.50 0.6% 96% True False 527,339
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,647.75
2.618 2,627.00
1.618 2,614.25
1.000 2,606.25
0.618 2,601.50
HIGH 2,593.50
0.618 2,588.75
0.500 2,587.00
0.382 2,585.50
LOW 2,580.75
0.618 2,572.75
1.000 2,568.00
1.618 2,560.00
2.618 2,547.25
4.250 2,526.50
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 2,587.00 2,585.75
PP 2,587.00 2,584.50
S1 2,587.00 2,583.50

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

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