E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 08-Mar-2018
Day Change Summary
Previous Current
07-Mar-2018 08-Mar-2018 Change Change % Previous Week
Open 2,708.00 2,728.50 20.50 0.8% 2,755.25
High 2,735.25 2,745.50 10.25 0.4% 2,795.00
Low 2,686.50 2,724.25 37.75 1.4% 2,651.75
Close 2,728.25 2,744.25 16.00 0.6% 2,694.75
Range 48.75 21.25 -27.50 -56.4% 143.25
ATR 51.05 48.92 -2.13 -4.2% 0.00
Volume 237,628 653,581 415,953 175.0% 190,100
Daily Pivots for day following 08-Mar-2018
Classic Woodie Camarilla DeMark
R4 2,801.75 2,794.25 2,756.00
R3 2,780.50 2,773.00 2,750.00
R2 2,759.25 2,759.25 2,748.25
R1 2,751.75 2,751.75 2,746.25 2,755.50
PP 2,738.00 2,738.00 2,738.00 2,740.00
S1 2,730.50 2,730.50 2,742.25 2,734.25
S2 2,716.75 2,716.75 2,740.25
S3 2,695.50 2,709.25 2,738.50
S4 2,674.25 2,688.00 2,732.50
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 3,143.50 3,062.50 2,773.50
R3 3,000.25 2,919.25 2,734.25
R2 2,857.00 2,857.00 2,721.00
R1 2,776.00 2,776.00 2,708.00 2,745.00
PP 2,713.75 2,713.75 2,713.75 2,698.25
S1 2,632.75 2,632.75 2,681.50 2,601.50
S2 2,570.50 2,570.50 2,668.50
S3 2,427.25 2,489.50 2,655.25
S4 2,284.00 2,346.25 2,616.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,745.50 2,651.75 93.75 3.4% 41.25 1.5% 99% True False 223,907
10 2,795.00 2,651.75 143.25 5.2% 46.25 1.7% 65% False False 127,940
20 2,795.00 2,533.00 262.00 9.5% 53.25 1.9% 81% False False 72,665
40 2,883.25 2,532.50 350.75 12.8% 49.25 1.8% 60% False False 46,139
60 2,883.25 2,532.50 350.75 12.8% 38.25 1.4% 60% False False 31,960
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.78
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 2,835.75
2.618 2,801.25
1.618 2,780.00
1.000 2,766.75
0.618 2,758.75
HIGH 2,745.50
0.618 2,737.50
0.500 2,735.00
0.382 2,732.25
LOW 2,724.25
0.618 2,711.00
1.000 2,703.00
1.618 2,689.75
2.618 2,668.50
4.250 2,634.00
Fisher Pivots for day following 08-Mar-2018
Pivot 1 day 3 day
R1 2,741.00 2,734.75
PP 2,738.00 2,725.50
S1 2,735.00 2,716.00

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

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