E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 2,429.00 2,432.00 3.00 0.1% 2,424.75
High 2,434.50 2,448.75 14.25 0.6% 2,441.00
Low 2,418.25 2,430.50 12.25 0.5% 2,413.50
Close 2,428.50 2,445.00 16.50 0.7% 2,428.50
Range 16.25 18.25 2.00 12.3% 27.50
ATR 13.48 13.96 0.48 3.6% 0.00
Volume 572 1,391 819 143.2% 3,902
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,496.25 2,488.75 2,455.00
R3 2,478.00 2,470.50 2,450.00
R2 2,459.75 2,459.75 2,448.25
R1 2,452.25 2,452.25 2,446.75 2,456.00
PP 2,441.50 2,441.50 2,441.50 2,443.25
S1 2,434.00 2,434.00 2,443.25 2,437.75
S2 2,423.25 2,423.25 2,441.75
S3 2,405.00 2,415.75 2,440.00
S4 2,386.75 2,397.50 2,435.00
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 2,510.25 2,496.75 2,443.50
R3 2,482.75 2,469.25 2,436.00
R2 2,455.25 2,455.25 2,433.50
R1 2,441.75 2,441.75 2,431.00 2,448.50
PP 2,427.75 2,427.75 2,427.75 2,431.00
S1 2,414.25 2,414.25 2,426.00 2,421.00
S2 2,400.25 2,400.25 2,423.50
S3 2,372.75 2,386.75 2,421.00
S4 2,345.25 2,359.25 2,413.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,448.75 2,413.50 35.25 1.4% 16.50 0.7% 89% True False 1,024
10 2,448.75 2,412.00 36.75 1.5% 15.00 0.6% 90% True False 723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,526.25
2.618 2,496.50
1.618 2,478.25
1.000 2,467.00
0.618 2,460.00
HIGH 2,448.75
0.618 2,441.75
0.500 2,439.50
0.382 2,437.50
LOW 2,430.50
0.618 2,419.25
1.000 2,412.25
1.618 2,401.00
2.618 2,382.75
4.250 2,353.00
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 2,443.25 2,440.50
PP 2,441.50 2,435.75
S1 2,439.50 2,431.00

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

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