E-mini S&P 500 Future September 2018


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 2,860.50 2,853.50 -7.00 -0.2% 2,816.00
High 2,862.50 2,862.75 0.25 0.0% 2,841.50
Low 2,852.50 2,850.50 -2.00 -0.1% 2,791.00
Close 2,855.25 2,853.75 -1.50 -0.1% 2,839.50
Range 10.00 12.25 2.25 22.5% 50.50
ATR 23.01 22.24 -0.77 -3.3% 0.00
Volume 745,412 696,695 -48,717 -6.5% 5,795,024
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,892.50 2,885.25 2,860.50
R3 2,880.25 2,873.00 2,857.00
R2 2,868.00 2,868.00 2,856.00
R1 2,860.75 2,860.75 2,854.75 2,864.50
PP 2,855.75 2,855.75 2,855.75 2,857.50
S1 2,848.50 2,848.50 2,852.75 2,852.00
S2 2,843.50 2,843.50 2,851.50
S3 2,831.25 2,836.25 2,850.50
S4 2,819.00 2,824.00 2,847.00
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,975.50 2,958.00 2,867.25
R3 2,925.00 2,907.50 2,853.50
R2 2,874.50 2,874.50 2,848.75
R1 2,857.00 2,857.00 2,844.25 2,865.75
PP 2,824.00 2,824.00 2,824.00 2,828.50
S1 2,806.50 2,806.50 2,834.75 2,815.25
S2 2,773.50 2,773.50 2,830.25
S3 2,723.00 2,756.00 2,825.50
S4 2,672.50 2,705.50 2,811.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,863.75 2,824.75 39.00 1.4% 14.50 0.5% 74% False False 788,379
10 2,863.75 2,791.00 72.75 2.5% 22.00 0.8% 86% False False 1,030,673
20 2,863.75 2,789.75 74.00 2.6% 20.50 0.7% 86% False False 1,028,962
40 2,863.75 2,693.25 170.50 6.0% 25.25 0.9% 94% False False 1,191,453
60 2,863.75 2,679.25 184.50 6.5% 25.00 0.9% 95% False False 911,384
80 2,863.75 2,595.75 268.00 9.4% 27.00 0.9% 96% False False 685,698
100 2,863.75 2,556.75 307.00 10.8% 32.00 1.1% 97% False False 550,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,914.75
2.618 2,894.75
1.618 2,882.50
1.000 2,875.00
0.618 2,870.25
HIGH 2,862.75
0.618 2,858.00
0.500 2,856.50
0.382 2,855.25
LOW 2,850.50
0.618 2,843.00
1.000 2,838.25
1.618 2,830.75
2.618 2,818.50
4.250 2,798.50
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 2,856.50 2,856.00
PP 2,855.75 2,855.25
S1 2,854.75 2,854.50

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

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