E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 2,693.75 2,710.25 16.50 0.6% 2,686.75
High 2,714.25 2,729.00 14.75 0.5% 2,698.25
Low 2,692.25 2,708.50 16.25 0.6% 2,667.75
Close 2,711.00 2,723.75 12.75 0.5% 2,676.00
Range 22.00 20.50 -1.50 -6.8% 30.50
ATR 17.36 17.58 0.22 1.3% 0.00
Volume 1,114,548 1,166,017 51,469 4.6% 2,670,092
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 2,782.00 2,773.25 2,735.00
R3 2,761.50 2,752.75 2,729.50
R2 2,741.00 2,741.00 2,727.50
R1 2,732.25 2,732.25 2,725.75 2,736.50
PP 2,720.50 2,720.50 2,720.50 2,722.50
S1 2,711.75 2,711.75 2,721.75 2,716.00
S2 2,700.00 2,700.00 2,720.00
S3 2,679.50 2,691.25 2,718.00
S4 2,659.00 2,670.75 2,712.50
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 2,772.25 2,754.50 2,692.75
R3 2,741.75 2,724.00 2,684.50
R2 2,711.25 2,711.25 2,681.50
R1 2,693.50 2,693.50 2,678.75 2,687.00
PP 2,680.75 2,680.75 2,680.75 2,677.50
S1 2,663.00 2,663.00 2,673.25 2,656.50
S2 2,650.25 2,650.25 2,670.50
S3 2,619.75 2,632.50 2,667.50
S4 2,589.25 2,602.00 2,659.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,729.00 2,667.75 61.25 2.2% 20.00 0.7% 91% True False 980,898
10 2,729.00 2,667.75 61.25 2.2% 15.75 0.6% 91% True False 843,640
20 2,729.00 2,622.50 106.50 3.9% 16.25 0.6% 95% True False 1,021,930
40 2,729.00 2,556.25 172.75 6.3% 18.25 0.7% 97% True False 526,832
60 2,729.00 2,542.00 187.00 6.9% 16.25 0.6% 97% True False 352,835
80 2,729.00 2,484.50 244.50 9.0% 14.75 0.5% 98% True False 265,064
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 3.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,816.00
2.618 2,782.75
1.618 2,762.25
1.000 2,749.50
0.618 2,741.75
HIGH 2,729.00
0.618 2,721.25
0.500 2,718.75
0.382 2,716.25
LOW 2,708.50
0.618 2,695.75
1.000 2,688.00
1.618 2,675.25
2.618 2,654.75
4.250 2,621.50
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 2,722.00 2,716.50
PP 2,720.50 2,709.00
S1 2,718.75 2,701.75

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

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