E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 2,751.75 2,723.75 -28.00 -1.0% 2,737.50
High 2,767.00 2,736.00 -31.00 -1.1% 2,754.50
Low 2,716.75 2,663.50 -53.25 -2.0% 2,686.75
Close 2,719.50 2,683.00 -36.50 -1.3% 2,753.25
Range 50.25 72.50 22.25 44.3% 67.75
ATR 51.34 52.85 1.51 2.9% 0.00
Volume 34,843 55,226 20,383 58.5% 59,016
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 2,911.75 2,869.75 2,723.00
R3 2,839.25 2,797.25 2,703.00
R2 2,766.75 2,766.75 2,696.25
R1 2,724.75 2,724.75 2,689.75 2,709.50
PP 2,694.25 2,694.25 2,694.25 2,686.50
S1 2,652.25 2,652.25 2,676.25 2,637.00
S2 2,621.75 2,621.75 2,669.75
S3 2,549.25 2,579.75 2,663.00
S4 2,476.75 2,507.25 2,643.00
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 2,934.75 2,911.75 2,790.50
R3 2,867.00 2,844.00 2,772.00
R2 2,799.25 2,799.25 2,765.75
R1 2,776.25 2,776.25 2,759.50 2,787.75
PP 2,731.50 2,731.50 2,731.50 2,737.25
S1 2,708.50 2,708.50 2,747.00 2,720.00
S2 2,663.75 2,663.75 2,740.75
S3 2,596.00 2,640.75 2,734.50
S4 2,528.25 2,573.00 2,716.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,795.00 2,663.50 131.50 4.9% 51.50 1.9% 15% False True 31,973
10 2,795.00 2,663.50 131.50 4.9% 48.25 1.8% 15% False True 25,056
20 2,841.75 2,532.50 309.25 11.5% 68.25 2.5% 49% False False 23,327
40 2,883.25 2,532.50 350.75 13.1% 46.25 1.7% 43% False False 18,636
60 2,883.25 2,532.50 350.75 13.1% 36.50 1.4% 43% False False 13,413
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 11.90
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,044.00
2.618 2,925.75
1.618 2,853.25
1.000 2,808.50
0.618 2,780.75
HIGH 2,736.00
0.618 2,708.25
0.500 2,699.75
0.382 2,691.25
LOW 2,663.50
0.618 2,618.75
1.000 2,591.00
1.618 2,546.25
2.618 2,473.75
4.250 2,355.50
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 2,699.75 2,729.25
PP 2,694.25 2,713.75
S1 2,688.50 2,698.50

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

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