E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 2,757.00 2,624.00 -133.00 -4.8% 2,874.25
High 2,763.00 2,699.75 -63.25 -2.3% 2,878.50
Low 2,595.75 2,529.00 -66.75 -2.6% 2,755.25
Close 2,607.75 2,694.25 86.50 3.3% 2,756.75
Range 167.25 170.75 3.50 2.1% 123.25
ATR 38.10 47.58 9.47 24.9% 0.00
Volume 4,009,557 4,806,868 797,311 19.9% 9,549,468
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 3,153.25 3,094.50 2,788.25
R3 2,982.50 2,923.75 2,741.25
R2 2,811.75 2,811.75 2,725.50
R1 2,753.00 2,753.00 2,710.00 2,782.50
PP 2,641.00 2,641.00 2,641.00 2,655.75
S1 2,582.25 2,582.25 2,678.50 2,611.50
S2 2,470.25 2,470.25 2,663.00
S3 2,299.50 2,411.50 2,647.25
S4 2,128.75 2,240.75 2,600.25
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 3,166.50 3,085.00 2,824.50
R3 3,043.25 2,961.75 2,790.75
R2 2,920.00 2,920.00 2,779.25
R1 2,838.50 2,838.50 2,768.00 2,817.50
PP 2,796.75 2,796.75 2,796.75 2,786.50
S1 2,715.25 2,715.25 2,745.50 2,694.50
S2 2,673.50 2,673.50 2,734.25
S3 2,550.25 2,592.00 2,722.75
S4 2,427.00 2,468.75 2,689.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,839.75 2,529.00 310.75 11.5% 93.75 3.5% 53% False True 2,967,400
10 2,878.50 2,529.00 349.50 13.0% 62.25 2.3% 47% False True 2,297,667
20 2,878.50 2,529.00 349.50 13.0% 43.00 1.6% 47% False True 1,825,047
40 2,878.50 2,529.00 349.50 13.0% 29.75 1.1% 47% False True 1,451,541
60 2,878.50 2,529.00 349.50 13.0% 26.75 1.0% 47% False True 993,352
80 2,878.50 2,529.00 349.50 13.0% 23.00 0.9% 47% False True 746,322
100 2,878.50 2,484.75 393.75 14.6% 20.50 0.8% 53% False False 597,451
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 13.58
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 3,425.50
2.618 3,146.75
1.618 2,976.00
1.000 2,870.50
0.618 2,805.25
HIGH 2,699.75
0.618 2,634.50
0.500 2,614.50
0.382 2,594.25
LOW 2,529.00
0.618 2,423.50
1.000 2,358.25
1.618 2,252.75
2.618 2,082.00
4.250 1,803.25
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 2,667.50 2,689.50
PP 2,641.00 2,684.75
S1 2,614.50 2,680.00

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

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