E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 15-Jun-2018
Day Change Summary
Previous Current
14-Jun-2018 15-Jun-2018 Change Change % Previous Week
Open 2,773.25 2,782.50 9.25 0.3% 2,771.00
High 2,789.25 2,784.00 -5.25 -0.2% 2,791.75
Low 2,767.50 2,766.25 -1.25 0.0% 2,766.25
Close 2,783.25 2,776.85 -6.40 -0.2% 2,776.85
Range 21.75 17.75 -4.00 -18.4% 25.50
ATR 26.35 25.73 -0.61 -2.3% 0.00
Volume 398,105 45,298 -352,807 -88.6% 3,265,158
Daily Pivots for day following 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,829.00 2,820.75 2,786.50
R3 2,811.25 2,803.00 2,781.75
R2 2,793.50 2,793.50 2,780.00
R1 2,785.25 2,785.25 2,778.50 2,780.50
PP 2,775.75 2,775.75 2,775.75 2,773.25
S1 2,767.50 2,767.50 2,775.25 2,762.75
S2 2,758.00 2,758.00 2,773.50
S3 2,740.25 2,749.75 2,772.00
S4 2,722.50 2,732.00 2,767.00
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,854.75 2,841.25 2,791.00
R3 2,829.25 2,815.75 2,783.75
R2 2,803.75 2,803.75 2,781.50
R1 2,790.25 2,790.25 2,779.25 2,797.00
PP 2,778.25 2,778.25 2,778.25 2,781.75
S1 2,764.75 2,764.75 2,774.50 2,771.50
S2 2,752.75 2,752.75 2,772.25
S3 2,727.25 2,739.25 2,769.75
S4 2,701.75 2,713.75 2,762.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,791.75 2,766.25 25.50 0.9% 17.75 0.6% 42% False True 653,031
10 2,791.75 2,729.00 62.75 2.3% 19.75 0.7% 76% False False 961,797
20 2,791.75 2,675.00 116.75 4.2% 24.50 0.9% 87% False False 1,118,103
40 2,791.75 2,591.25 200.50 7.2% 28.75 1.0% 93% False False 1,257,914
60 2,791.75 2,552.00 239.75 8.6% 36.75 1.3% 94% False False 1,499,685
80 2,807.25 2,552.00 255.25 9.2% 37.75 1.4% 88% False False 1,320,320
100 2,883.25 2,532.50 350.75 12.6% 42.50 1.5% 70% False False 1,060,992
120 2,883.25 2,532.50 350.75 12.6% 38.75 1.4% 70% False False 885,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,859.50
2.618 2,830.50
1.618 2,812.75
1.000 2,801.75
0.618 2,795.00
HIGH 2,784.00
0.618 2,777.25
0.500 2,775.00
0.382 2,773.00
LOW 2,766.25
0.618 2,755.25
1.000 2,748.50
1.618 2,737.50
2.618 2,719.75
4.250 2,690.75
Fisher Pivots for day following 15-Jun-2018
Pivot 1 day 3 day
R1 2,776.25 2,779.00
PP 2,775.75 2,778.25
S1 2,775.00 2,777.50

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

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