E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 2,683.25 2,719.00 35.75 1.3% 2,751.50
High 2,727.75 2,734.50 6.75 0.2% 2,789.75
Low 2,663.75 2,710.25 46.50 1.7% 2,647.00
Close 2,718.50 2,724.00 5.50 0.2% 2,690.25
Range 64.00 24.25 -39.75 -62.1% 142.75
ATR 53.29 51.21 -2.07 -3.9% 0.00
Volume 1,781,823 1,450,085 -331,738 -18.6% 9,840,886
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 2,795.75 2,784.00 2,737.25
R3 2,771.50 2,759.75 2,730.75
R2 2,747.25 2,747.25 2,728.50
R1 2,735.50 2,735.50 2,726.25 2,741.50
PP 2,723.00 2,723.00 2,723.00 2,725.75
S1 2,711.25 2,711.25 2,721.75 2,717.00
S2 2,698.75 2,698.75 2,719.50
S3 2,674.50 2,687.00 2,717.25
S4 2,650.25 2,662.75 2,710.75
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 3,137.25 3,056.50 2,768.75
R3 2,994.50 2,913.75 2,729.50
R2 2,851.75 2,851.75 2,716.50
R1 2,771.00 2,771.00 2,703.25 2,740.00
PP 2,709.00 2,709.00 2,709.00 2,693.50
S1 2,628.25 2,628.25 2,677.25 2,597.25
S2 2,566.25 2,566.25 2,664.00
S3 2,423.50 2,485.50 2,651.00
S4 2,280.75 2,342.75 2,611.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,762.00 2,647.00 115.00 4.2% 52.00 1.9% 67% False False 2,019,874
10 2,789.75 2,647.00 142.75 5.2% 49.50 1.8% 54% False False 1,764,738
20 2,789.75 2,529.00 260.75 9.6% 61.50 2.3% 75% False False 2,127,513
40 2,878.50 2,529.00 349.50 12.8% 48.25 1.8% 56% False False 1,878,697
60 2,878.50 2,529.00 349.50 12.8% 37.75 1.4% 56% False False 1,607,505
80 2,878.50 2,529.00 349.50 12.8% 33.50 1.2% 56% False False 1,216,862
100 2,878.50 2,529.00 349.50 12.8% 29.25 1.1% 56% False False 974,525
120 2,878.50 2,484.75 393.75 14.5% 26.00 1.0% 61% False False 812,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.93
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 2,837.50
2.618 2,798.00
1.618 2,773.75
1.000 2,758.75
0.618 2,749.50
HIGH 2,734.50
0.618 2,725.25
0.500 2,722.50
0.382 2,719.50
LOW 2,710.25
0.618 2,695.25
1.000 2,686.00
1.618 2,671.00
2.618 2,646.75
4.250 2,607.25
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 2,723.50 2,713.00
PP 2,723.00 2,701.75
S1 2,722.50 2,690.75

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

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