E-mini S&P 500 Future September 2018

Trading Metrics calculated at close of trading on 18-Sep-2018

Day Change Summary
	Previous	Current
	17-Sep-2018	18-Sep-2018	Change	Change %	Previous Week
Open	2,903.50	2,890.50	-13.00	-0.4%	2,873.75
High	2,906.25	2,912.50	6.25	0.2%	2,912.25
Low	2,887.25	2,878.50	-8.75	-0.3%	2,867.25
Close	2,891.00	2,906.50	15.50	0.5%	2,906.25
Range	19.00	34.00	15.00	78.9%	45.00
ATR	20.69	21.64	0.95	4.6%	0.00
Volume	1,161,598	986,831	-174,767	-15.0%	6,943,686

Daily Pivots for day following 18-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	3,001.25	2,987.75	2,925.25
R3	2,967.25	2,953.75	2,915.75
R2	2,933.25	2,933.25	2,912.75
R1	2,919.75	2,919.75	2,909.50	2,926.50
PP	2,899.25	2,899.25	2,899.25	2,902.50
S1	2,885.75	2,885.75	2,903.50	2,892.50
S2	2,865.25	2,865.25	2,900.25
S3	2,831.25	2,851.75	2,897.25
S4	2,797.25	2,817.75	2,887.75

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	3,030.25	3,013.25	2,931.00
R3	2,985.25	2,968.25	2,918.50
R2	2,940.25	2,940.25	2,914.50
R1	2,923.25	2,923.25	2,910.50	2,931.75
PP	2,895.25	2,895.25	2,895.25	2,899.50
S1	2,878.25	2,878.25	2,902.00	2,886.75
S2	2,850.25	2,850.25	2,898.00
S3	2,805.25	2,833.25	2,894.00
S4	2,760.25	2,788.25	2,881.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,912.50	2,878.50	34.00	1.2%	21.25	0.7%	82%	True	True	1,314,910
10	2,912.50	2,865.00	47.50	1.6%	21.50	0.7%	87%	True	False	1,402,304
20	2,917.50	2,846.25	71.25	2.5%	20.75	0.7%	85%	False	False	1,271,098
40	2,917.50	2,791.00	126.50	4.4%	22.00	0.8%	91%	False	False	1,207,604
60	2,917.50	2,693.25	224.25	7.7%	23.50	0.8%	95%	False	False	1,214,054
80	2,917.50	2,679.25	238.25	8.2%	24.25	0.8%	95%	False	False	1,111,168
100	2,917.50	2,595.75	321.75	11.1%	24.75	0.9%	97%	False	False	890,807
120	2,917.50	2,556.75	360.75	12.4%	28.25	1.0%	97%	False	False	743,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.63
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	3,057.00
2.618	3,001.50
1.618	2,967.50
1.000	2,946.50
0.618	2,933.50
HIGH	2,912.50
0.618	2,899.50
0.500	2,895.50
0.382	2,891.50
LOW	2,878.50
0.618	2,857.50
1.000	2,844.50
1.618	2,823.50
2.618	2,789.50
4.250	2,734.00

Fisher Pivots for day following 18-Sep-2018
Pivot	1 day	3 day
R1	2,902.75	2,902.75
PP	2,899.25	2,899.25
S1	2,895.50	2,895.50

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

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