E-mini S&P 500 Future December 2017


Trading Metrics calculated at close of trading on 29-Aug-2017
Day Change Summary
Previous Current
28-Aug-2017 29-Aug-2017 Change Change % Previous Week
Open 2,440.50 2,433.25 -7.25 -0.3% 2,426.00
High 2,447.00 2,446.25 -0.75 0.0% 2,452.50
Low 2,434.25 2,419.25 -15.00 -0.6% 2,414.00
Close 2,441.75 2,445.00 3.25 0.1% 2,440.50
Range 12.75 27.00 14.25 111.8% 38.50
ATR 17.29 17.98 0.69 4.0% 0.00
Volume 16,678 23,059 6,381 38.3% 60,988
Daily Pivots for day following 29-Aug-2017
Classic Woodie Camarilla DeMark
R4 2,517.75 2,508.50 2,459.75
R3 2,490.75 2,481.50 2,452.50
R2 2,463.75 2,463.75 2,450.00
R1 2,454.50 2,454.50 2,447.50 2,459.00
PP 2,436.75 2,436.75 2,436.75 2,439.25
S1 2,427.50 2,427.50 2,442.50 2,432.00
S2 2,409.75 2,409.75 2,440.00
S3 2,382.75 2,400.50 2,437.50
S4 2,355.75 2,373.50 2,430.25
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 2,419.25 33.25 1.4% 17.00 0.7% 77% False True 15,912
10 2,472.00 2,414.00 58.00 2.4% 20.50 0.8% 53% False False 13,472
20 2,486.25 2,414.00 72.25 3.0% 18.50 0.8% 43% False False 10,372
40 2,486.25 2,403.50 82.75 3.4% 16.00 0.7% 50% False False 6,371
60 2,486.25 2,400.75 85.50 3.5% 16.25 0.7% 52% False False 4,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.70
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,561.00
2.618 2,517.00
1.618 2,490.00
1.000 2,473.25
0.618 2,463.00
HIGH 2,446.25
0.618 2,436.00
0.500 2,432.75
0.382 2,429.50
LOW 2,419.25
0.618 2,402.50
1.000 2,392.25
1.618 2,375.50
2.618 2,348.50
4.250 2,304.50
Fisher Pivots for day following 29-Aug-2017
Pivot 1 day 3 day
R1 2,441.00 2,441.75
PP 2,436.75 2,438.50
S1 2,432.75 2,435.25

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

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