E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 2,628.25 2,653.25 25.00 1.0% 2,757.00
High 2,671.50 2,667.50 -4.00 -0.1% 2,763.00
Low 2,620.00 2,634.25 14.25 0.5% 2,529.00
Close 2,655.25 2,661.75 6.50 0.2% 2,619.00
Range 51.50 33.25 -18.25 -35.4% 234.00
ATR 56.78 55.10 -1.68 -3.0% 0.00
Volume 2,170,447 1,461,104 -709,343 -32.7% 18,338,916
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 2,754.25 2,741.25 2,680.00
R3 2,721.00 2,708.00 2,671.00
R2 2,687.75 2,687.75 2,667.75
R1 2,674.75 2,674.75 2,664.75 2,681.25
PP 2,654.50 2,654.50 2,654.50 2,657.75
S1 2,641.50 2,641.50 2,658.75 2,648.00
S2 2,621.25 2,621.25 2,655.75
S3 2,588.00 2,608.25 2,652.50
S4 2,554.75 2,575.00 2,643.50
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 3,339.00 3,213.00 2,747.75
R3 3,105.00 2,979.00 2,683.25
R2 2,871.00 2,871.00 2,662.00
R1 2,745.00 2,745.00 2,640.50 2,691.00
PP 2,637.00 2,637.00 2,637.00 2,610.00
S1 2,511.00 2,511.00 2,597.50 2,457.00
S2 2,403.00 2,403.00 2,576.00
S3 2,169.00 2,277.00 2,554.75
S4 1,935.00 2,043.00 2,490.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,726.75 2,530.25 196.50 7.4% 73.50 2.8% 67% False False 2,630,808
10 2,839.75 2,529.00 310.75 11.7% 83.50 3.1% 43% False False 2,799,104
20 2,878.50 2,529.00 349.50 13.1% 55.50 2.1% 38% False False 2,142,174
40 2,878.50 2,529.00 349.50 13.1% 37.00 1.4% 38% False False 1,589,088
60 2,878.50 2,529.00 349.50 13.1% 31.25 1.2% 38% False False 1,212,123
80 2,878.50 2,529.00 349.50 13.1% 27.25 1.0% 38% False False 910,569
100 2,878.50 2,484.75 393.75 14.8% 23.75 0.9% 45% False False 728,940
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.83
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,808.75
2.618 2,754.50
1.618 2,721.25
1.000 2,700.75
0.618 2,688.00
HIGH 2,667.50
0.618 2,654.75
0.500 2,651.00
0.382 2,647.00
LOW 2,634.25
0.618 2,613.75
1.000 2,601.00
1.618 2,580.50
2.618 2,547.25
4.250 2,493.00
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 2,658.00 2,641.50
PP 2,654.50 2,621.25
S1 2,651.00 2,601.00

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

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