E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 2,580.25 2,576.75 -3.50 -0.1% 2,580.00
High 2,582.25 2,577.00 -5.25 -0.2% 2,594.50
Low 2,564.25 2,555.50 -8.75 -0.3% 2,563.25
Close 2,578.00 2,565.00 -13.00 -0.5% 2,579.50
Range 18.00 21.50 3.50 19.4% 31.25
ATR 14.67 15.23 0.56 3.8% 0.00
Volume 1,582,882 1,917,948 335,066 21.2% 6,481,390
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,630.25 2,619.25 2,576.75
R3 2,608.75 2,597.75 2,571.00
R2 2,587.25 2,587.25 2,569.00
R1 2,576.25 2,576.25 2,567.00 2,571.00
PP 2,565.75 2,565.75 2,565.75 2,563.25
S1 2,554.75 2,554.75 2,563.00 2,549.50
S2 2,544.25 2,544.25 2,561.00
S3 2,522.75 2,533.25 2,559.00
S4 2,501.25 2,511.75 2,553.25
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,672.75 2,657.50 2,596.75
R3 2,641.50 2,626.25 2,588.00
R2 2,610.25 2,610.25 2,585.25
R1 2,595.00 2,595.00 2,582.25 2,587.00
PP 2,579.00 2,579.00 2,579.00 2,575.00
S1 2,563.75 2,563.75 2,576.75 2,555.75
S2 2,547.75 2,547.75 2,573.75
S3 2,516.50 2,532.50 2,571.00
S4 2,485.25 2,501.25 2,562.25
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 2,555.50 39.00 1.5% 20.00 0.8% 24% False True 1,592,882
10 2,594.50 2,555.50 39.00 1.5% 16.75 0.7% 24% False True 1,332,429
20 2,594.50 2,541.50 53.00 2.1% 16.00 0.6% 44% False False 1,344,673
40 2,594.50 2,485.00 109.50 4.3% 13.00 0.5% 73% False False 1,195,986
60 2,594.50 2,419.25 175.25 6.8% 13.25 0.5% 83% False False 1,025,959
80 2,594.50 2,414.00 180.50 7.0% 14.25 0.6% 84% False False 771,247
100 2,594.50 2,400.75 193.75 7.6% 14.75 0.6% 85% False False 617,468
120 2,594.50 2,397.50 197.00 7.7% 14.50 0.6% 85% False False 514,706
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,668.50
2.618 2,633.25
1.618 2,611.75
1.000 2,598.50
0.618 2,590.25
HIGH 2,577.00
0.618 2,568.75
0.500 2,566.25
0.382 2,563.75
LOW 2,555.50
0.618 2,542.25
1.000 2,534.00
1.618 2,520.75
2.618 2,499.25
4.250 2,464.00
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 2,566.25 2,570.50
PP 2,565.75 2,568.75
S1 2,565.50 2,566.75

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

View Archives - Comment on this page... - Back to Index of Symbols