E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 2,804.00 2,835.25 31.25 1.1% 2,789.75
High 2,838.25 2,844.75 6.50 0.2% 2,815.00
Low 2,802.00 2,828.75 26.75 1.0% 2,769.25
Close 2,835.25 2,839.50 4.25 0.1% 2,811.00
Range 36.25 16.00 -20.25 -55.9% 45.75
ATR 21.26 20.89 -0.38 -1.8% 0.00
Volume 1,179,414 1,282,163 102,749 8.7% 6,232,663
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 2,885.75 2,878.50 2,848.25
R3 2,869.75 2,862.50 2,844.00
R2 2,853.75 2,853.75 2,842.50
R1 2,846.50 2,846.50 2,841.00 2,850.00
PP 2,837.75 2,837.75 2,837.75 2,839.50
S1 2,830.50 2,830.50 2,838.00 2,834.00
S2 2,821.75 2,821.75 2,836.50
S3 2,805.75 2,814.50 2,835.00
S4 2,789.75 2,798.50 2,830.75
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 2,935.75 2,919.00 2,836.25
R3 2,890.00 2,873.25 2,823.50
R2 2,844.25 2,844.25 2,819.50
R1 2,827.50 2,827.50 2,815.25 2,836.00
PP 2,798.50 2,798.50 2,798.50 2,802.50
S1 2,781.75 2,781.75 2,806.75 2,790.00
S2 2,752.75 2,752.75 2,802.50
S3 2,707.00 2,736.00 2,798.50
S4 2,661.25 2,690.25 2,785.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,844.75 2,779.00 65.75 2.3% 24.00 0.8% 92% True False 1,342,554
10 2,844.75 2,736.50 108.25 3.8% 23.75 0.8% 95% True False 1,352,427
20 2,844.75 2,667.75 177.00 6.2% 19.75 0.7% 97% True False 1,108,287
40 2,844.75 2,590.75 254.00 8.9% 20.00 0.7% 98% True False 913,323
60 2,844.75 2,556.00 288.75 10.2% 18.50 0.7% 98% True False 611,316
80 2,844.75 2,498.50 346.25 12.2% 16.50 0.6% 98% True False 459,458
100 2,844.75 2,440.25 404.50 14.2% 15.75 0.6% 99% True False 367,766
Crabel Price Patterns
NR True
NR4 False
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 5.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,912.75
2.618 2,886.75
1.618 2,870.75
1.000 2,860.75
0.618 2,854.75
HIGH 2,844.75
0.618 2,838.75
0.500 2,836.75
0.382 2,834.75
LOW 2,828.75
0.618 2,818.75
1.000 2,812.75
1.618 2,802.75
2.618 2,786.75
4.250 2,760.75
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 2,838.50 2,832.50
PP 2,837.75 2,825.25
S1 2,836.75 2,818.25

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

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