E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 2,576.00 2,582.00 6.00 0.2% 2,580.25
High 2,584.00 2,600.50 16.50 0.6% 2,589.50
Low 2,567.75 2,579.25 11.50 0.4% 2,555.50
Close 2,582.00 2,596.25 14.25 0.6% 2,576.25
Range 16.25 21.25 5.00 30.8% 34.00
ATR 15.78 16.17 0.39 2.5% 0.00
Volume 1,000,520 1,153,787 153,267 15.3% 7,268,826
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,655.75 2,647.25 2,608.00
R3 2,634.50 2,626.00 2,602.00
R2 2,613.25 2,613.25 2,600.25
R1 2,604.75 2,604.75 2,598.25 2,609.00
PP 2,592.00 2,592.00 2,592.00 2,594.00
S1 2,583.50 2,583.50 2,594.25 2,587.75
S2 2,570.75 2,570.75 2,592.25
S3 2,549.50 2,562.25 2,590.50
S4 2,528.25 2,541.00 2,584.50
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,675.75 2,660.00 2,595.00
R3 2,641.75 2,626.00 2,585.50
R2 2,607.75 2,607.75 2,582.50
R1 2,592.00 2,592.00 2,579.25 2,583.00
PP 2,573.75 2,573.75 2,573.75 2,569.25
S1 2,558.00 2,558.00 2,573.25 2,549.00
S2 2,539.75 2,539.75 2,570.00
S3 2,505.75 2,524.00 2,567.00
S4 2,471.75 2,490.00 2,557.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,600.50 2,555.50 45.00 1.7% 19.50 0.8% 91% True False 1,357,615
10 2,600.50 2,555.50 45.00 1.7% 19.00 0.7% 91% True False 1,389,256
20 2,600.50 2,541.50 59.00 2.3% 17.00 0.7% 93% True False 1,341,298
40 2,600.50 2,493.00 107.50 4.1% 13.75 0.5% 96% True False 1,197,074
60 2,600.50 2,419.25 181.25 7.0% 13.50 0.5% 98% True False 1,106,186
80 2,600.50 2,414.00 186.50 7.2% 14.75 0.6% 98% True False 831,970
100 2,600.50 2,403.50 197.00 7.6% 14.50 0.6% 98% True False 666,039
120 2,600.50 2,400.75 199.75 7.7% 14.75 0.6% 98% True False 555,272
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 3.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,690.75
2.618 2,656.25
1.618 2,635.00
1.000 2,621.75
0.618 2,613.75
HIGH 2,600.50
0.618 2,592.50
0.500 2,590.00
0.382 2,587.25
LOW 2,579.25
0.618 2,566.00
1.000 2,558.00
1.618 2,544.75
2.618 2,523.50
4.250 2,489.00
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 2,594.00 2,592.25
PP 2,592.00 2,588.25
S1 2,590.00 2,584.00

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

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