E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 2,737.00 2,752.00 15.00 0.5% 2,736.75
High 2,756.50 2,760.25 3.75 0.1% 2,744.25
Low 2,737.00 2,747.00 10.00 0.4% 2,683.00
Close 2,753.25 2,759.00 5.75 0.2% 2,741.25
Range 19.50 13.25 -6.25 -32.1% 61.25
ATR 30.54 29.30 -1.23 -4.0% 0.00
Volume 3,042 171 -2,871 -94.4% 7,407
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,795.25 2,790.25 2,766.25
R3 2,782.00 2,777.00 2,762.75
R2 2,768.75 2,768.75 2,761.50
R1 2,763.75 2,763.75 2,760.25 2,766.25
PP 2,755.50 2,755.50 2,755.50 2,756.50
S1 2,750.50 2,750.50 2,757.75 2,753.00
S2 2,742.25 2,742.25 2,756.50
S3 2,729.00 2,737.25 2,755.25
S4 2,715.75 2,724.00 2,751.75
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,906.50 2,885.25 2,775.00
R3 2,845.25 2,824.00 2,758.00
R2 2,784.00 2,784.00 2,752.50
R1 2,762.75 2,762.75 2,746.75 2,773.50
PP 2,722.75 2,722.75 2,722.75 2,728.25
S1 2,701.50 2,701.50 2,735.75 2,712.00
S2 2,661.50 2,661.50 2,730.00
S3 2,600.25 2,640.25 2,724.50
S4 2,539.00 2,579.00 2,707.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,760.25 2,694.00 66.25 2.4% 26.75 1.0% 98% True False 1,965
10 2,760.25 2,683.00 77.25 2.8% 28.75 1.0% 98% True False 1,246
20 2,760.25 2,660.75 99.50 3.6% 25.50 0.9% 99% True False 1,034
40 2,760.25 2,599.50 160.75 5.8% 29.75 1.1% 99% True False 886
60 2,818.00 2,561.75 256.25 9.3% 36.00 1.3% 77% False False 977
80 2,818.00 2,546.25 271.75 9.8% 37.50 1.4% 78% False False 772
100 2,894.75 2,546.25 348.50 12.6% 38.50 1.4% 61% False False 809
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 4.83
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 2,816.50
2.618 2,795.00
1.618 2,781.75
1.000 2,773.50
0.618 2,768.50
HIGH 2,760.25
0.618 2,755.25
0.500 2,753.50
0.382 2,752.00
LOW 2,747.00
0.618 2,738.75
1.000 2,733.75
1.618 2,725.50
2.618 2,712.25
4.250 2,690.75
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 2,757.25 2,751.75
PP 2,755.50 2,744.25
S1 2,753.50 2,737.00

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

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