E-mini S&P 500 Future September 2018


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 2,792.00 2,777.75 -14.25 -0.5% 2,736.75
High 2,796.00 2,794.00 -2.00 -0.1% 2,783.50
Low 2,778.50 2,772.25 -6.25 -0.2% 2,733.25
Close 2,779.00 2,788.50 9.50 0.3% 2,782.50
Range 17.50 21.75 4.25 24.3% 50.25
ATR 26.56 26.22 -0.34 -1.3% 0.00
Volume 1,384,101 1,275,141 -108,960 -7.9% 2,378,273
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,850.25 2,841.00 2,800.50
R3 2,828.50 2,819.25 2,794.50
R2 2,806.75 2,806.75 2,792.50
R1 2,797.50 2,797.50 2,790.50 2,802.00
PP 2,785.00 2,785.00 2,785.00 2,787.25
S1 2,775.75 2,775.75 2,786.50 2,780.50
S2 2,763.25 2,763.25 2,784.50
S3 2,741.50 2,754.00 2,782.50
S4 2,719.75 2,732.25 2,776.50
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,917.25 2,900.00 2,810.25
R3 2,867.00 2,849.75 2,796.25
R2 2,816.75 2,816.75 2,791.75
R1 2,799.50 2,799.50 2,787.00 2,808.00
PP 2,766.50 2,766.50 2,766.50 2,770.75
S1 2,749.25 2,749.25 2,778.00 2,758.00
S2 2,716.25 2,716.25 2,773.25
S3 2,666.00 2,699.00 2,768.75
S4 2,615.75 2,648.75 2,754.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,796.00 2,755.75 40.25 1.4% 19.75 0.7% 81% False False 1,399,039
10 2,796.00 2,710.50 85.50 3.1% 21.00 0.8% 91% False False 811,849
20 2,796.00 2,679.25 116.75 4.2% 24.75 0.9% 94% False False 414,587
40 2,796.00 2,595.75 200.25 7.2% 28.75 1.0% 96% False False 211,638
60 2,796.00 2,556.75 239.25 8.6% 36.75 1.3% 97% False False 144,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,886.50
2.618 2,851.00
1.618 2,829.25
1.000 2,815.75
0.618 2,807.50
HIGH 2,794.00
0.618 2,785.75
0.500 2,783.00
0.382 2,780.50
LOW 2,772.25
0.618 2,758.75
1.000 2,750.50
1.618 2,737.00
2.618 2,715.25
4.250 2,679.75
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 2,786.75 2,787.00
PP 2,785.00 2,785.50
S1 2,783.00 2,784.00

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

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