E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 2,655.50 2,638.50 -17.00 -0.6% 2,602.00
High 2,667.25 2,650.75 -16.50 -0.6% 2,660.75
Low 2,636.25 2,629.50 -6.75 -0.3% 2,597.75
Close 2,640.50 2,630.50 -10.00 -0.4% 2,646.00
Range 31.00 21.25 -9.75 -31.5% 63.00
ATR 20.09 20.17 0.08 0.4% 0.00
Volume 89,688 161,592 71,904 80.2% 274,835
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 2,700.75 2,686.75 2,642.25
R3 2,679.50 2,665.50 2,636.25
R2 2,658.25 2,658.25 2,634.50
R1 2,644.25 2,644.25 2,632.50 2,640.50
PP 2,637.00 2,637.00 2,637.00 2,635.00
S1 2,623.00 2,623.00 2,628.50 2,619.50
S2 2,615.75 2,615.75 2,626.50
S3 2,594.50 2,601.75 2,624.75
S4 2,573.25 2,580.50 2,618.75
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 2,823.75 2,798.00 2,680.75
R3 2,760.75 2,735.00 2,663.25
R2 2,697.75 2,697.75 2,657.50
R1 2,672.00 2,672.00 2,651.75 2,685.00
PP 2,634.75 2,634.75 2,634.75 2,641.25
S1 2,609.00 2,609.00 2,640.25 2,622.00
S2 2,571.75 2,571.75 2,634.50
S3 2,508.75 2,546.00 2,628.75
S4 2,445.75 2,483.00 2,611.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,667.25 2,606.25 61.00 2.3% 30.00 1.1% 40% False False 93,413
10 2,667.25 2,580.00 87.25 3.3% 23.00 0.9% 58% False False 56,103
20 2,667.25 2,556.25 111.00 4.2% 20.25 0.8% 67% False False 31,734
40 2,667.25 2,542.00 125.25 4.8% 16.25 0.6% 71% False False 18,288
60 2,667.25 2,484.50 182.75 6.9% 14.25 0.5% 80% False False 12,776
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 5.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,741.00
2.618 2,706.50
1.618 2,685.25
1.000 2,672.00
0.618 2,664.00
HIGH 2,650.75
0.618 2,642.75
0.500 2,640.00
0.382 2,637.50
LOW 2,629.50
0.618 2,616.25
1.000 2,608.25
1.618 2,595.00
2.618 2,573.75
4.250 2,539.25
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 2,640.00 2,636.75
PP 2,637.00 2,634.75
S1 2,633.75 2,632.50

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

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