E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 2,582.00 2,595.75 13.75 0.5% 2,580.25
High 2,600.50 2,600.00 -0.50 0.0% 2,589.50
Low 2,579.25 2,592.75 13.50 0.5% 2,555.50
Close 2,596.25 2,594.50 -1.75 -0.1% 2,576.25
Range 21.25 7.25 -14.00 -65.9% 34.00
ATR 16.17 15.53 -0.64 -3.9% 0.00
Volume 1,153,787 770,812 -382,975 -33.2% 7,268,826
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,617.50 2,613.25 2,598.50
R3 2,610.25 2,606.00 2,596.50
R2 2,603.00 2,603.00 2,595.75
R1 2,598.75 2,598.75 2,595.25 2,597.25
PP 2,595.75 2,595.75 2,595.75 2,595.00
S1 2,591.50 2,591.50 2,593.75 2,590.00
S2 2,588.50 2,588.50 2,593.25
S3 2,581.25 2,584.25 2,592.50
S4 2,574.00 2,577.00 2,590.50
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 2,562.25 38.25 1.5% 16.75 0.6% 84% False False 1,128,188
10 2,600.50 2,555.50 45.00 1.7% 18.25 0.7% 87% False False 1,360,535
20 2,600.50 2,555.50 45.00 1.7% 16.00 0.6% 87% False False 1,274,880
40 2,600.50 2,499.00 101.50 3.9% 13.50 0.5% 94% False False 1,176,943
60 2,600.50 2,440.75 159.75 6.2% 13.25 0.5% 96% False False 1,118,648
80 2,600.50 2,414.00 186.50 7.2% 14.50 0.6% 97% False False 841,579
100 2,600.50 2,403.50 197.00 7.6% 14.50 0.6% 97% False False 673,738
120 2,600.50 2,400.75 199.75 7.7% 14.75 0.6% 97% False False 561,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.20
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 2,630.75
2.618 2,619.00
1.618 2,611.75
1.000 2,607.25
0.618 2,604.50
HIGH 2,600.00
0.618 2,597.25
0.500 2,596.50
0.382 2,595.50
LOW 2,592.75
0.618 2,588.25
1.000 2,585.50
1.618 2,581.00
2.618 2,573.75
4.250 2,562.00
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 2,596.50 2,591.00
PP 2,595.75 2,587.50
S1 2,595.00 2,584.00

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

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