E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 2,771.00 2,781.25 10.25 0.4% 2,731.00
High 2,790.50 2,789.75 -0.75 0.0% 2,779.75
Low 2,770.50 2,778.50 8.00 0.3% 2,729.00
Close 2,783.00 2,784.00 1.00 0.0% 2,778.75
Range 20.00 11.25 -8.75 -43.8% 50.75
ATR 28.61 27.37 -1.24 -4.3% 0.00
Volume 1,218,834 988,748 -230,086 -18.9% 6,352,816
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,817.75 2,812.25 2,790.25
R3 2,806.50 2,801.00 2,787.00
R2 2,795.25 2,795.25 2,786.00
R1 2,789.75 2,789.75 2,785.00 2,792.50
PP 2,784.00 2,784.00 2,784.00 2,785.50
S1 2,778.50 2,778.50 2,783.00 2,781.25
S2 2,772.75 2,772.75 2,782.00
S3 2,761.50 2,767.25 2,781.00
S4 2,750.25 2,756.00 2,777.75
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,914.75 2,897.50 2,806.75
R3 2,864.00 2,846.75 2,792.75
R2 2,813.25 2,813.25 2,788.00
R1 2,796.00 2,796.00 2,783.50 2,804.50
PP 2,762.50 2,762.50 2,762.50 2,766.75
S1 2,745.25 2,745.25 2,774.00 2,754.00
S2 2,711.75 2,711.75 2,769.50
S3 2,661.00 2,694.50 2,764.75
S4 2,610.25 2,643.75 2,750.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,790.50 2,748.00 42.50 1.5% 21.00 0.8% 85% False False 1,334,987
10 2,790.50 2,685.75 104.75 3.8% 24.25 0.9% 94% False False 1,289,138
20 2,790.50 2,675.00 115.50 4.1% 25.50 0.9% 94% False False 1,247,639
40 2,790.50 2,591.25 199.25 7.2% 29.25 1.1% 97% False False 1,328,338
60 2,790.50 2,552.00 238.50 8.6% 37.50 1.4% 97% False False 1,557,233
80 2,807.25 2,552.00 255.25 9.2% 38.75 1.4% 91% False False 1,307,689
100 2,883.25 2,532.50 350.75 12.6% 42.75 1.5% 72% False False 1,050,722
120 2,883.25 2,532.50 350.75 12.6% 38.75 1.4% 72% False False 876,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.75
Narrowest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 2,837.50
2.618 2,819.25
1.618 2,808.00
1.000 2,801.00
0.618 2,796.75
HIGH 2,789.75
0.618 2,785.50
0.500 2,784.00
0.382 2,782.75
LOW 2,778.50
0.618 2,771.50
1.000 2,767.25
1.618 2,760.25
2.618 2,749.00
4.250 2,730.75
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 2,784.00 2,779.75
PP 2,784.00 2,775.50
S1 2,784.00 2,771.25

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

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