E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 2,910.75 2,903.50 -7.25 -0.2% 2,882.00
High 2,916.75 2,905.00 -11.75 -0.4% 2,921.75
Low 2,890.00 2,882.25 -7.75 -0.3% 2,881.50
Close 2,903.00 2,893.00 -10.00 -0.3% 2,906.50
Range 26.75 22.75 -4.00 -15.0% 40.25
ATR 21.25 21.36 0.11 0.5% 0.00
Volume 16,638 24,339 7,701 46.3% 49,052
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 2,961.75 2,950.00 2,905.50
R3 2,939.00 2,927.25 2,899.25
R2 2,916.25 2,916.25 2,897.25
R1 2,904.50 2,904.50 2,895.00 2,899.00
PP 2,893.50 2,893.50 2,893.50 2,890.50
S1 2,881.75 2,881.75 2,891.00 2,876.25
S2 2,870.75 2,870.75 2,888.75
S3 2,848.00 2,859.00 2,886.75
S4 2,825.25 2,836.25 2,880.50
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 3,024.00 3,005.50 2,928.75
R3 2,983.75 2,965.25 2,917.50
R2 2,943.50 2,943.50 2,914.00
R1 2,925.00 2,925.00 2,910.25 2,934.25
PP 2,903.25 2,903.25 2,903.25 2,908.00
S1 2,884.75 2,884.75 2,902.75 2,894.00
S2 2,863.00 2,863.00 2,899.00
S3 2,822.75 2,844.50 2,895.50
S4 2,782.50 2,804.25 2,884.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,921.75 2,882.25 39.50 1.4% 21.00 0.7% 27% False True 15,080
10 2,921.75 2,850.50 71.25 2.5% 19.75 0.7% 60% False False 10,515
20 2,921.75 2,807.00 114.75 4.0% 20.75 0.7% 75% False False 7,094
40 2,921.75 2,769.75 152.00 5.3% 21.00 0.7% 81% False False 4,923
60 2,921.75 2,696.75 225.00 7.8% 23.50 0.8% 87% False False 4,132
80 2,921.75 2,683.00 238.75 8.3% 23.75 0.8% 88% False False 3,388
100 2,921.75 2,599.50 322.25 11.1% 25.50 0.9% 91% False False 2,822
120 2,921.75 2,561.75 360.00 12.4% 29.50 1.0% 92% False False 2,580
Crabel Price Patterns
NR True
NR4 False
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 3.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,001.75
2.618 2,964.50
1.618 2,941.75
1.000 2,927.75
0.618 2,919.00
HIGH 2,905.00
0.618 2,896.25
0.500 2,893.50
0.382 2,891.00
LOW 2,882.25
0.618 2,868.25
1.000 2,859.50
1.618 2,845.50
2.618 2,822.75
4.250 2,785.50
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 2,893.50 2,899.50
PP 2,893.50 2,897.25
S1 2,893.25 2,895.25

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

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