E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 2,168.50 2,179.50 11.00 0.5% 2,159.25
High 2,180.75 2,182.50 1.75 0.1% 2,182.50
Low 2,167.25 2,171.75 4.50 0.2% 2,147.50
Close 2,179.50 2,175.75 -3.75 -0.2% 2,175.75
Range 13.50 10.75 -2.75 -20.4% 35.00
ATR 26.70 25.56 -1.14 -4.3% 0.00
Volume 7,148 9,334 2,186 30.6% 37,852
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,209.00 2,203.00 2,181.75
R3 2,198.25 2,192.25 2,178.75
R2 2,187.50 2,187.50 2,177.75
R1 2,181.50 2,181.50 2,176.75 2,179.00
PP 2,176.75 2,176.75 2,176.75 2,175.50
S1 2,170.75 2,170.75 2,174.75 2,168.50
S2 2,166.00 2,166.00 2,173.75
S3 2,155.25 2,160.00 2,172.75
S4 2,144.50 2,149.25 2,169.75
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,273.50 2,259.75 2,195.00
R3 2,238.50 2,224.75 2,185.50
R2 2,203.50 2,203.50 2,182.25
R1 2,189.75 2,189.75 2,179.00 2,196.50
PP 2,168.50 2,168.50 2,168.50 2,172.00
S1 2,154.75 2,154.75 2,172.50 2,161.50
S2 2,133.50 2,133.50 2,169.25
S3 2,098.50 2,119.75 2,166.00
S4 2,063.50 2,084.75 2,156.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,182.50 2,147.50 35.00 1.6% 16.50 0.8% 81% True False 7,570
10 2,182.50 2,023.00 159.50 7.3% 32.75 1.5% 96% True False 8,086
20 2,182.50 2,023.00 159.50 7.3% 25.75 1.2% 96% True False 5,802
40 2,182.50 2,023.00 159.50 7.3% 23.00 1.1% 96% True False 4,093
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.70
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 2,228.25
2.618 2,210.75
1.618 2,200.00
1.000 2,193.25
0.618 2,189.25
HIGH 2,182.50
0.618 2,178.50
0.500 2,177.00
0.382 2,175.75
LOW 2,171.75
0.618 2,165.00
1.000 2,161.00
1.618 2,154.25
2.618 2,143.50
4.250 2,126.00
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 2,177.00 2,175.00
PP 2,176.75 2,174.00
S1 2,176.25 2,173.00

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

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