E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 2,840.00 2,830.75 -9.25 -0.3% 2,846.25
High 2,847.75 2,847.25 -0.50 0.0% 2,868.00
Low 2,823.75 2,830.25 6.50 0.2% 2,830.00
Close 2,829.50 2,845.00 15.50 0.5% 2,840.75
Range 24.00 17.00 -7.00 -29.2% 38.00
ATR 22.35 22.02 -0.33 -1.5% 0.00
Volume 2,874 3,979 1,105 38.4% 10,304
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,891.75 2,885.50 2,854.25
R3 2,874.75 2,868.50 2,849.75
R2 2,857.75 2,857.75 2,848.00
R1 2,851.50 2,851.50 2,846.50 2,854.50
PP 2,840.75 2,840.75 2,840.75 2,842.50
S1 2,834.50 2,834.50 2,843.50 2,837.50
S2 2,823.75 2,823.75 2,842.00
S3 2,806.75 2,817.50 2,840.25
S4 2,789.75 2,800.50 2,835.75
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,960.25 2,938.50 2,861.75
R3 2,922.25 2,900.50 2,851.25
R2 2,884.25 2,884.25 2,847.75
R1 2,862.50 2,862.50 2,844.25 2,854.50
PP 2,846.25 2,846.25 2,846.25 2,842.25
S1 2,824.50 2,824.50 2,837.25 2,816.50
S2 2,808.25 2,808.25 2,833.75
S3 2,770.25 2,786.50 2,830.25
S4 2,732.25 2,748.50 2,819.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,866.75 2,823.75 43.00 1.5% 17.75 0.6% 49% False False 2,554
10 2,868.00 2,795.50 72.50 2.5% 19.75 0.7% 68% False False 3,132
20 2,868.00 2,795.50 72.50 2.5% 20.75 0.7% 68% False False 2,567
40 2,868.00 2,696.75 171.25 6.0% 24.75 0.9% 87% False False 2,802
60 2,868.00 2,683.00 185.00 6.5% 24.75 0.9% 88% False False 2,248
80 2,868.00 2,599.50 268.50 9.4% 26.00 0.9% 91% False False 1,882
100 2,868.00 2,561.75 306.25 10.8% 30.50 1.1% 92% False False 1,745
120 2,868.00 2,561.75 306.25 10.8% 31.25 1.1% 92% False False 1,521
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,919.50
2.618 2,891.75
1.618 2,874.75
1.000 2,864.25
0.618 2,857.75
HIGH 2,847.25
0.618 2,840.75
0.500 2,838.75
0.382 2,836.75
LOW 2,830.25
0.618 2,819.75
1.000 2,813.25
1.618 2,802.75
2.618 2,785.75
4.250 2,758.00
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 2,843.00 2,843.50
PP 2,840.75 2,841.75
S1 2,838.75 2,840.00

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

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