E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 28-Aug-2018
Day Change Summary
Previous Current
27-Aug-2018 28-Aug-2018 Change Change % Previous Week
Open 2,882.00 2,902.50 20.50 0.7% 2,857.25
High 2,903.75 2,910.50 6.75 0.2% 2,881.50
Low 2,881.50 2,898.75 17.25 0.6% 2,850.50
Close 2,902.75 2,903.50 0.75 0.0% 2,881.00
Range 22.25 11.75 -10.50 -47.2% 31.00
ATR 22.13 21.39 -0.74 -3.4% 0.00
Volume 10,799 3,829 -6,970 -64.5% 24,411
Daily Pivots for day following 28-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,939.50 2,933.25 2,910.00
R3 2,927.75 2,921.50 2,906.75
R2 2,916.00 2,916.00 2,905.75
R1 2,909.75 2,909.75 2,904.50 2,913.00
PP 2,904.25 2,904.25 2,904.25 2,905.75
S1 2,898.00 2,898.00 2,902.50 2,901.00
S2 2,892.50 2,892.50 2,901.25
S3 2,880.75 2,886.25 2,900.25
S4 2,869.00 2,874.50 2,897.00
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,964.00 2,953.50 2,898.00
R3 2,933.00 2,922.50 2,889.50
R2 2,902.00 2,902.00 2,886.75
R1 2,891.50 2,891.50 2,883.75 2,896.75
PP 2,871.00 2,871.00 2,871.00 2,873.50
S1 2,860.50 2,860.50 2,878.25 2,865.75
S2 2,840.00 2,840.00 2,875.25
S3 2,809.00 2,829.50 2,872.50
S4 2,778.00 2,798.50 2,864.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,910.50 2,850.50 60.00 2.1% 18.25 0.6% 88% True False 5,950
10 2,910.50 2,807.00 103.50 3.6% 22.00 0.8% 93% True False 5,371
20 2,910.50 2,795.50 115.00 4.0% 20.75 0.7% 94% True False 4,251
40 2,910.50 2,714.75 195.75 6.7% 21.75 0.8% 96% True False 3,267
60 2,910.50 2,696.75 213.75 7.4% 23.50 0.8% 97% True False 2,932
80 2,910.50 2,660.75 249.75 8.6% 24.00 0.8% 97% True False 2,467
100 2,910.50 2,599.50 311.00 10.7% 26.25 0.9% 98% True False 2,115
120 2,910.50 2,561.75 348.75 12.0% 29.75 1.0% 98% True False 1,953
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,960.50
2.618 2,941.25
1.618 2,929.50
1.000 2,922.25
0.618 2,917.75
HIGH 2,910.50
0.618 2,906.00
0.500 2,904.50
0.382 2,903.25
LOW 2,898.75
0.618 2,891.50
1.000 2,887.00
1.618 2,879.75
2.618 2,868.00
4.250 2,848.75
Fisher Pivots for day following 28-Aug-2018
Pivot 1 day 3 day
R1 2,904.50 2,897.50
PP 2,904.25 2,891.50
S1 2,904.00 2,885.50

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

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