E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 2,640.75 2,654.50 13.75 0.5% 2,601.00
High 2,650.75 2,665.25 14.50 0.5% 2,658.50
Low 2,605.00 2,633.75 28.75 1.1% 2,596.50
Close 2,644.00 2,638.25 -5.75 -0.2% 2,644.00
Range 45.75 31.50 -14.25 -31.1% 62.00
ATR 19.39 20.25 0.87 4.5% 0.00
Volume 2,520,826 1,756,938 -763,888 -30.3% 9,047,363
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 2,740.25 2,720.75 2,655.50
R3 2,708.75 2,689.25 2,647.00
R2 2,677.25 2,677.25 2,644.00
R1 2,657.75 2,657.75 2,641.25 2,651.75
PP 2,645.75 2,645.75 2,645.75 2,642.75
S1 2,626.25 2,626.25 2,635.25 2,620.25
S2 2,614.25 2,614.25 2,632.50
S3 2,582.75 2,594.75 2,629.50
S4 2,551.25 2,563.25 2,621.00
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 2,819.00 2,793.50 2,678.00
R3 2,757.00 2,731.50 2,661.00
R2 2,695.00 2,695.00 2,655.25
R1 2,669.50 2,669.50 2,649.75 2,682.25
PP 2,633.00 2,633.00 2,633.00 2,639.50
S1 2,607.50 2,607.50 2,638.25 2,620.25
S2 2,571.00 2,571.00 2,632.75
S3 2,509.00 2,545.50 2,627.00
S4 2,447.00 2,483.50 2,610.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,665.25 2,597.50 67.75 2.6% 31.50 1.2% 60% True False 1,968,837
10 2,665.25 2,567.75 97.50 3.7% 22.50 0.9% 72% True False 1,428,061
20 2,665.25 2,555.50 109.75 4.2% 20.25 0.8% 75% True False 1,401,541
40 2,665.25 2,539.25 126.00 4.8% 16.25 0.6% 79% True False 1,268,448
60 2,665.25 2,466.75 198.50 7.5% 14.50 0.6% 86% True False 1,265,324
80 2,665.25 2,414.00 251.25 9.5% 15.50 0.6% 89% True False 982,908
100 2,665.25 2,414.00 251.25 9.5% 15.00 0.6% 89% True False 787,130
120 2,665.25 2,400.75 264.50 10.0% 15.50 0.6% 90% True False 656,291
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 True
Stretch 5.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,799.00
2.618 2,747.75
1.618 2,716.25
1.000 2,696.75
0.618 2,684.75
HIGH 2,665.25
0.618 2,653.25
0.500 2,649.50
0.382 2,645.75
LOW 2,633.75
0.618 2,614.25
1.000 2,602.25
1.618 2,582.75
2.618 2,551.25
4.250 2,500.00
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 2,649.50 2,637.25
PP 2,645.75 2,636.25
S1 2,642.00 2,635.00

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

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