E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 2,635.00 2,581.25 -53.75 -2.0% 2,595.00
High 2,641.50 2,618.75 -22.75 -0.9% 2,679.75
Low 2,552.00 2,573.50 21.50 0.8% 2,591.00
Close 2,575.00 2,613.25 38.25 1.5% 2,643.00
Range 89.50 45.25 -44.25 -49.4% 88.75
ATR 53.42 52.84 -0.58 -1.1% 0.00
Volume 2,395,329 2,220,246 -175,083 -7.3% 9,596,657
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 2,737.50 2,720.75 2,638.25
R3 2,692.25 2,675.50 2,625.75
R2 2,647.00 2,647.00 2,621.50
R1 2,630.25 2,630.25 2,617.50 2,638.50
PP 2,601.75 2,601.75 2,601.75 2,606.00
S1 2,585.00 2,585.00 2,609.00 2,593.50
S2 2,556.50 2,556.50 2,605.00
S3 2,511.25 2,539.75 2,600.75
S4 2,466.00 2,494.50 2,588.25
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 2,904.25 2,862.25 2,691.75
R3 2,815.50 2,773.50 2,667.50
R2 2,726.75 2,726.75 2,659.25
R1 2,684.75 2,684.75 2,651.25 2,705.75
PP 2,638.00 2,638.00 2,638.00 2,648.50
S1 2,596.00 2,596.00 2,634.75 2,617.00
S2 2,549.25 2,549.25 2,626.75
S3 2,460.50 2,507.25 2,618.50
S4 2,371.75 2,418.50 2,594.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,679.75 2,552.00 127.75 4.9% 63.50 2.4% 48% False False 2,381,971
10 2,744.00 2,552.00 192.00 7.3% 59.50 2.3% 32% False False 2,216,015
20 2,807.25 2,552.00 255.25 9.8% 47.25 1.8% 24% False False 1,750,267
40 2,807.25 2,532.50 274.75 10.5% 58.00 2.2% 29% False False 888,469
60 2,883.25 2,532.50 350.75 13.4% 47.75 1.8% 23% False False 597,428
80 2,883.25 2,532.50 350.75 13.4% 39.75 1.5% 23% False False 448,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,811.00
2.618 2,737.25
1.618 2,692.00
1.000 2,664.00
0.618 2,646.75
HIGH 2,618.75
0.618 2,601.50
0.500 2,596.00
0.382 2,590.75
LOW 2,573.50
0.618 2,545.50
1.000 2,528.25
1.618 2,500.25
2.618 2,455.00
4.250 2,381.25
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 2,607.50 2,610.75
PP 2,601.75 2,608.25
S1 2,596.00 2,605.75

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

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