E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 2,584.00 2,591.25 7.25 0.3% 2,575.50
High 2,592.50 2,594.50 2.00 0.1% 2,585.50
Low 2,579.75 2,563.25 -16.50 -0.6% 2,562.25
Close 2,591.00 2,584.00 -7.00 -0.3% 2,582.75
Range 12.75 31.25 18.50 145.1% 23.25
ATR 13.06 14.36 1.30 9.9% 0.00
Volume 1,058,023 2,218,191 1,160,168 109.7% 5,869,002
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,674.25 2,660.50 2,601.25
R3 2,643.00 2,629.25 2,592.50
R2 2,611.75 2,611.75 2,589.75
R1 2,598.00 2,598.00 2,586.75 2,589.25
PP 2,580.50 2,580.50 2,580.50 2,576.25
S1 2,566.75 2,566.75 2,581.25 2,558.00
S2 2,549.25 2,549.25 2,578.25
S3 2,518.00 2,535.50 2,575.50
S4 2,486.75 2,504.25 2,566.75
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 2,594.50 2,563.25 31.25 1.2% 16.75 0.6% 66% True True 1,256,170
10 2,594.50 2,557.50 37.00 1.4% 16.00 0.6% 72% True False 1,271,824
20 2,594.50 2,541.50 53.00 2.1% 14.00 0.5% 80% True False 1,217,692
40 2,594.50 2,485.00 109.50 4.2% 12.25 0.5% 90% True False 1,168,638
60 2,594.50 2,414.00 180.50 7.0% 14.00 0.5% 94% True False 931,016
80 2,594.50 2,414.00 180.50 7.0% 14.00 0.5% 94% True False 699,543
100 2,594.50 2,400.75 193.75 7.5% 14.50 0.6% 95% True False 560,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.85
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 2,727.25
2.618 2,676.25
1.618 2,645.00
1.000 2,625.75
0.618 2,613.75
HIGH 2,594.50
0.618 2,582.50
0.500 2,579.00
0.382 2,575.25
LOW 2,563.25
0.618 2,544.00
1.000 2,532.00
1.618 2,512.75
2.618 2,481.50
4.250 2,430.50
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 2,582.25 2,582.25
PP 2,580.50 2,580.50
S1 2,579.00 2,579.00

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

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