E-mini S&P 500 Future September 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 2,711.25 2,736.75 25.50 0.9% 2,731.75
High 2,741.00 2,753.75 12.75 0.5% 2,741.00
Low 2,710.50 2,733.25 22.75 0.8% 2,679.25
Close 2,738.25 2,749.75 11.50 0.4% 2,738.25
Range 30.50 20.50 -10.00 -32.8% 61.75
ATR 32.27 31.43 -0.84 -2.6% 0.00
Volume 26,058 37,632 11,574 44.4% 103,269
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,807.00 2,799.00 2,761.00
R3 2,786.50 2,778.50 2,755.50
R2 2,766.00 2,766.00 2,753.50
R1 2,758.00 2,758.00 2,751.75 2,762.00
PP 2,745.50 2,745.50 2,745.50 2,747.50
S1 2,737.50 2,737.50 2,747.75 2,741.50
S2 2,725.00 2,725.00 2,746.00
S3 2,704.50 2,717.00 2,744.00
S4 2,684.00 2,696.50 2,738.50
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,904.75 2,883.25 2,772.25
R3 2,843.00 2,821.50 2,755.25
R2 2,781.25 2,781.25 2,749.50
R1 2,759.75 2,759.75 2,744.00 2,770.50
PP 2,719.50 2,719.50 2,719.50 2,725.00
S1 2,698.00 2,698.00 2,732.50 2,708.75
S2 2,657.75 2,657.75 2,727.00
S3 2,596.00 2,636.25 2,721.25
S4 2,534.25 2,574.50 2,704.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,753.75 2,679.25 74.50 2.7% 36.00 1.3% 95% True False 28,180
10 2,753.75 2,679.25 74.50 2.7% 29.50 1.1% 95% True False 21,507
20 2,753.75 2,656.75 97.00 3.5% 26.25 1.0% 96% True False 14,619
40 2,753.75 2,595.75 158.00 5.7% 31.75 1.2% 97% True False 11,457
60 2,814.00 2,556.75 257.25 9.4% 38.50 1.4% 75% False False 10,291
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.00
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,841.00
2.618 2,807.50
1.618 2,787.00
1.000 2,774.25
0.618 2,766.50
HIGH 2,753.75
0.618 2,746.00
0.500 2,743.50
0.382 2,741.00
LOW 2,733.25
0.618 2,720.50
1.000 2,712.75
1.618 2,700.00
2.618 2,679.50
4.250 2,646.00
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 2,747.75 2,742.75
PP 2,745.50 2,735.75
S1 2,743.50 2,728.75

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

View Archives - Comment on this page... - Back to Index of Symbols