E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 2,662.75 2,668.00 5.25 0.2% 2,670.50
High 2,681.50 2,674.25 -7.25 -0.3% 2,682.25
Low 2,661.25 2,652.25 -9.00 -0.3% 2,591.25
Close 2,670.00 2,670.25 0.25 0.0% 2,663.00
Range 20.25 22.00 1.75 8.6% 91.00
ATR 40.88 39.53 -1.35 -3.3% 0.00
Volume 1,148,919 1,281,751 132,832 11.6% 7,938,498
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 2,731.50 2,723.00 2,682.25
R3 2,709.50 2,701.00 2,676.25
R2 2,687.50 2,687.50 2,674.25
R1 2,679.00 2,679.00 2,672.25 2,683.25
PP 2,665.50 2,665.50 2,665.50 2,667.75
S1 2,657.00 2,657.00 2,668.25 2,661.25
S2 2,643.50 2,643.50 2,666.25
S3 2,621.50 2,635.00 2,664.25
S4 2,599.50 2,613.00 2,658.25
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 2,918.50 2,881.75 2,713.00
R3 2,827.50 2,790.75 2,688.00
R2 2,736.50 2,736.50 2,679.75
R1 2,699.75 2,699.75 2,671.25 2,672.50
PP 2,645.50 2,645.50 2,645.50 2,632.00
S1 2,608.75 2,608.75 2,654.75 2,581.50
S2 2,554.50 2,554.50 2,646.25
S3 2,463.50 2,517.75 2,638.00
S4 2,372.50 2,426.75 2,613.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,681.50 2,591.25 90.25 3.4% 35.75 1.3% 88% False False 1,540,890
10 2,682.25 2,591.25 91.00 3.4% 34.50 1.3% 87% False False 1,469,395
20 2,718.50 2,591.25 127.25 4.8% 34.75 1.3% 62% False False 1,481,532
40 2,807.25 2,552.00 255.25 9.6% 44.25 1.7% 46% False False 1,768,392
60 2,807.25 2,552.00 255.25 9.6% 44.75 1.7% 46% False False 1,254,818
80 2,883.25 2,532.50 350.75 13.1% 47.25 1.8% 39% False False 946,497
100 2,883.25 2,532.50 350.75 13.1% 41.25 1.5% 39% False False 757,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,767.75
2.618 2,731.75
1.618 2,709.75
1.000 2,696.25
0.618 2,687.75
HIGH 2,674.25
0.618 2,665.75
0.500 2,663.25
0.382 2,660.75
LOW 2,652.25
0.618 2,638.75
1.000 2,630.25
1.618 2,616.75
2.618 2,594.75
4.250 2,558.75
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 2,668.00 2,662.50
PP 2,665.50 2,654.75
S1 2,663.25 2,647.00

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

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