E-mini S&P 500 Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 2,195.75 2,203.25 7.50 0.3% 2,175.00
High 2,206.25 2,204.25 -2.00 -0.1% 2,206.25
Low 2,192.75 2,193.50 0.75 0.0% 2,174.00
Close 2,206.25 2,195.75 -10.50 -0.5% 2,206.25
Range 13.50 10.75 -2.75 -20.4% 32.25
ATR 22.38 21.69 -0.69 -3.1% 0.00
Volume 8,839 11,355 2,516 28.5% 32,731
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,230.00 2,223.75 2,201.75
R3 2,219.25 2,213.00 2,198.75
R2 2,208.50 2,208.50 2,197.75
R1 2,202.25 2,202.25 2,196.75 2,200.00
PP 2,197.75 2,197.75 2,197.75 2,196.75
S1 2,191.50 2,191.50 2,194.75 2,189.25
S2 2,187.00 2,187.00 2,193.75
S3 2,176.25 2,180.75 2,192.75
S4 2,165.50 2,170.00 2,189.75
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 2,292.25 2,281.50 2,224.00
R3 2,260.00 2,249.25 2,215.00
R2 2,227.75 2,227.75 2,212.25
R1 2,217.00 2,217.00 2,209.25 2,222.50
PP 2,195.50 2,195.50 2,195.50 2,198.25
S1 2,184.75 2,184.75 2,203.25 2,190.00
S2 2,163.25 2,163.25 2,200.25
S3 2,131.00 2,152.50 2,197.50
S4 2,098.75 2,120.25 2,188.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,206.25 2,174.00 32.25 1.5% 12.75 0.6% 67% False False 8,817
10 2,206.25 2,147.50 58.75 2.7% 14.50 0.7% 82% False False 8,193
20 2,206.25 2,023.00 183.25 8.3% 24.75 1.1% 94% False False 7,224
40 2,206.25 2,023.00 183.25 8.3% 21.50 1.0% 94% False False 4,887
60 2,206.25 2,023.00 183.25 8.3% 22.50 1.0% 94% False False 3,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,250.00
2.618 2,232.50
1.618 2,221.75
1.000 2,215.00
0.618 2,211.00
HIGH 2,204.25
0.618 2,200.25
0.500 2,199.00
0.382 2,197.50
LOW 2,193.50
0.618 2,186.75
1.000 2,182.75
1.618 2,176.00
2.618 2,165.25
4.250 2,147.75
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 2,199.00 2,196.75
PP 2,197.75 2,196.50
S1 2,196.75 2,196.00

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

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