E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 2,728.00 2,738.75 10.75 0.4% 2,742.25
High 2,735.25 2,747.75 12.50 0.5% 2,749.00
Low 2,717.75 2,733.75 16.00 0.6% 2,709.25
Close 2,721.50 2,741.75 20.25 0.7% 2,721.50
Range 17.50 14.00 -3.50 -20.0% 39.75
ATR 30.68 30.36 -0.32 -1.0% 0.00
Volume 747 346 -401 -53.7% 7,058
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 2,783.00 2,776.50 2,749.50
R3 2,769.00 2,762.50 2,745.50
R2 2,755.00 2,755.00 2,744.25
R1 2,748.50 2,748.50 2,743.00 2,751.75
PP 2,741.00 2,741.00 2,741.00 2,742.75
S1 2,734.50 2,734.50 2,740.50 2,737.75
S2 2,727.00 2,727.00 2,739.25
S3 2,713.00 2,720.50 2,738.00
S4 2,699.00 2,706.50 2,734.00
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 2,845.75 2,823.50 2,743.25
R3 2,806.00 2,783.75 2,732.50
R2 2,766.25 2,766.25 2,728.75
R1 2,744.00 2,744.00 2,725.25 2,735.25
PP 2,726.50 2,726.50 2,726.50 2,722.25
S1 2,704.25 2,704.25 2,717.75 2,695.50
S2 2,686.75 2,686.75 2,714.25
S3 2,647.00 2,664.50 2,710.50
S4 2,607.25 2,624.75 2,699.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,747.75 2,709.25 38.50 1.4% 21.00 0.8% 84% True False 877
10 2,749.00 2,660.75 88.25 3.2% 22.00 0.8% 92% False False 822
20 2,749.00 2,599.50 149.50 5.5% 30.00 1.1% 95% False False 802
40 2,749.00 2,561.75 187.25 6.8% 37.75 1.4% 96% False False 988
60 2,818.00 2,561.75 256.25 9.3% 37.50 1.4% 70% False False 796
80 2,894.75 2,546.25 348.50 12.7% 42.25 1.5% 56% False False 667
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 True
Bear Hook False
Bull Hook False
Stretch 5.25
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 2,807.25
2.618 2,784.50
1.618 2,770.50
1.000 2,761.75
0.618 2,756.50
HIGH 2,747.75
0.618 2,742.50
0.500 2,740.75
0.382 2,739.00
LOW 2,733.75
0.618 2,725.00
1.000 2,719.75
1.618 2,711.00
2.618 2,697.00
4.250 2,674.25
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 2,741.50 2,738.75
PP 2,741.00 2,735.75
S1 2,740.75 2,732.75

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

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