E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 2,441.75 2,440.50 -1.25 -0.1% 2,426.00
High 2,451.25 2,447.00 -4.25 -0.2% 2,452.50
Low 2,435.25 2,434.25 -1.00 0.0% 2,414.00
Close 2,440.50 2,441.75 1.25 0.1% 2,440.50
Range 16.00 12.75 -3.25 -20.3% 38.50
ATR 17.63 17.29 -0.35 -2.0% 0.00
Volume 19,054 16,678 -2,376 -12.5% 60,988
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,479.25 2,473.25 2,448.75
R3 2,466.50 2,460.50 2,445.25
R2 2,453.75 2,453.75 2,444.00
R1 2,447.75 2,447.75 2,443.00 2,450.75
PP 2,441.00 2,441.00 2,441.00 2,442.50
S1 2,435.00 2,435.00 2,440.50 2,438.00
S2 2,428.25 2,428.25 2,439.50
S3 2,415.50 2,422.25 2,438.25
S4 2,402.75 2,409.50 2,434.75
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,551.25 2,534.25 2,461.75
R3 2,512.75 2,495.75 2,451.00
R2 2,474.25 2,474.25 2,447.50
R1 2,457.25 2,457.25 2,444.00 2,465.75
PP 2,435.75 2,435.75 2,435.75 2,440.00
S1 2,418.75 2,418.75 2,437.00 2,427.25
S2 2,397.25 2,397.25 2,433.50
S3 2,358.75 2,380.25 2,430.00
S4 2,320.25 2,341.75 2,419.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,452.50 2,425.50 27.00 1.1% 17.00 0.7% 60% False False 14,254
10 2,472.00 2,414.00 58.00 2.4% 19.00 0.8% 48% False False 11,793
20 2,486.25 2,414.00 72.25 3.0% 17.75 0.7% 38% False False 9,324
40 2,486.25 2,403.50 82.75 3.4% 15.75 0.6% 46% False False 5,819
60 2,486.25 2,400.75 85.50 3.5% 16.00 0.7% 48% False False 4,359
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.78
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,501.25
2.618 2,480.50
1.618 2,467.75
1.000 2,459.75
0.618 2,455.00
HIGH 2,447.00
0.618 2,442.25
0.500 2,440.50
0.382 2,439.00
LOW 2,434.25
0.618 2,426.25
1.000 2,421.50
1.618 2,413.50
2.618 2,400.75
4.250 2,380.00
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 2,441.50 2,442.00
PP 2,441.00 2,442.00
S1 2,440.50 2,441.75

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

View Archives - Comment on this page... - Back to Index of Symbols