E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 2,725.00 2,741.75 16.75 0.6% 2,675.25
High 2,743.25 2,748.50 5.25 0.2% 2,743.25
Low 2,723.75 2,736.50 12.75 0.5% 2,674.50
Close 2,742.50 2,746.75 4.25 0.2% 2,742.50
Range 19.50 12.00 -7.50 -38.5% 68.75
ATR 17.72 17.31 -0.41 -2.3% 0.00
Volume 1,136,500 903,544 -232,956 -20.5% 4,413,330
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 2,780.00 2,775.25 2,753.25
R3 2,768.00 2,763.25 2,750.00
R2 2,756.00 2,756.00 2,749.00
R1 2,751.25 2,751.25 2,747.75 2,753.50
PP 2,744.00 2,744.00 2,744.00 2,745.00
S1 2,739.25 2,739.25 2,745.75 2,741.50
S2 2,732.00 2,732.00 2,744.50
S3 2,720.00 2,727.25 2,743.50
S4 2,708.00 2,715.25 2,740.25
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 2,926.25 2,903.25 2,780.25
R3 2,857.50 2,834.50 2,761.50
R2 2,788.75 2,788.75 2,755.00
R1 2,765.75 2,765.75 2,748.75 2,777.25
PP 2,720.00 2,720.00 2,720.00 2,726.00
S1 2,697.00 2,697.00 2,736.25 2,708.50
S2 2,651.25 2,651.25 2,730.00
S3 2,582.50 2,628.25 2,723.50
S4 2,513.75 2,559.50 2,704.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,748.50 2,674.50 74.00 2.7% 19.00 0.7% 98% True False 1,063,374
10 2,748.50 2,667.75 80.75 2.9% 15.75 0.6% 98% True False 864,147
20 2,748.50 2,640.25 108.25 3.9% 16.50 0.6% 98% True False 1,078,035
40 2,748.50 2,556.25 192.25 7.0% 18.50 0.7% 99% True False 577,504
60 2,748.50 2,542.00 206.50 7.5% 16.50 0.6% 99% True False 386,747
80 2,748.50 2,484.75 263.75 9.6% 15.00 0.5% 99% True False 290,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 2,799.50
2.618 2,780.00
1.618 2,768.00
1.000 2,760.50
0.618 2,756.00
HIGH 2,748.50
0.618 2,744.00
0.500 2,742.50
0.382 2,741.00
LOW 2,736.50
0.618 2,729.00
1.000 2,724.50
1.618 2,717.00
2.618 2,705.00
4.250 2,685.50
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 2,745.25 2,740.75
PP 2,744.00 2,734.50
S1 2,742.50 2,728.50

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

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