E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 11-Jun-2018
Day Change Summary
Previous Current
08-Jun-2018 11-Jun-2018 Change Change % Previous Week
Open 2,771.75 2,779.75 8.00 0.3% 2,737.00
High 2,786.25 2,797.75 11.50 0.4% 2,787.75
Low 2,759.75 2,778.50 18.75 0.7% 2,737.00
Close 2,786.00 2,790.50 4.50 0.2% 2,786.00
Range 26.50 19.25 -7.25 -27.4% 50.75
ATR 28.25 27.61 -0.64 -2.3% 0.00
Volume 725 2,234 1,509 208.1% 4,213
Daily Pivots for day following 11-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,846.75 2,837.75 2,801.00
R3 2,827.50 2,818.50 2,795.75
R2 2,808.25 2,808.25 2,794.00
R1 2,799.25 2,799.25 2,792.25 2,803.75
PP 2,789.00 2,789.00 2,789.00 2,791.00
S1 2,780.00 2,780.00 2,788.75 2,784.50
S2 2,769.75 2,769.75 2,787.00
S3 2,750.50 2,760.75 2,785.25
S4 2,731.25 2,741.50 2,780.00
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,922.50 2,905.00 2,814.00
R3 2,871.75 2,854.25 2,800.00
R2 2,821.00 2,821.00 2,795.25
R1 2,803.50 2,803.50 2,790.75 2,812.25
PP 2,770.25 2,770.25 2,770.25 2,774.50
S1 2,752.75 2,752.75 2,781.25 2,761.50
S2 2,719.50 2,719.50 2,776.75
S3 2,668.75 2,702.00 2,772.00
S4 2,618.00 2,651.25 2,758.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,797.75 2,747.00 50.75 1.8% 21.00 0.7% 86% True False 681
10 2,797.75 2,683.00 114.75 4.1% 28.25 1.0% 94% True False 1,385
20 2,797.75 2,683.00 114.75 4.1% 25.00 0.9% 94% True False 1,155
40 2,797.75 2,599.50 198.25 7.1% 28.25 1.0% 96% True False 857
60 2,797.75 2,561.75 236.00 8.5% 35.75 1.3% 97% True False 1,027
80 2,818.00 2,561.75 256.25 9.2% 36.00 1.3% 89% False False 806
100 2,894.75 2,546.25 348.50 12.5% 38.75 1.4% 70% False False 776
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,879.50
2.618 2,848.25
1.618 2,829.00
1.000 2,817.00
0.618 2,809.75
HIGH 2,797.75
0.618 2,790.50
0.500 2,788.00
0.382 2,785.75
LOW 2,778.50
0.618 2,766.50
1.000 2,759.25
1.618 2,747.25
2.618 2,728.00
4.250 2,696.75
Fisher Pivots for day following 11-Jun-2018
Pivot 1 day 3 day
R1 2,789.75 2,786.50
PP 2,789.00 2,782.75
S1 2,788.00 2,778.75

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

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