E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 07-Sep-2018
Day Change Summary
Previous Current
06-Sep-2018 07-Sep-2018 Change Change % Previous Week
Open 2,893.75 2,882.50 -11.25 -0.4% 2,910.75
High 2,897.75 2,889.75 -8.00 -0.3% 2,916.75
Low 2,872.25 2,869.50 -2.75 -0.1% 2,869.50
Close 2,883.75 2,879.25 -4.50 -0.2% 2,879.25
Range 25.50 20.25 -5.25 -20.6% 47.25
ATR 21.65 21.55 -0.10 -0.5% 0.00
Volume 45,894 35,526 -10,368 -22.6% 122,397
Daily Pivots for day following 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 2,940.25 2,930.00 2,890.50
R3 2,920.00 2,909.75 2,884.75
R2 2,899.75 2,899.75 2,883.00
R1 2,889.50 2,889.50 2,881.00 2,884.50
PP 2,879.50 2,879.50 2,879.50 2,877.00
S1 2,869.25 2,869.25 2,877.50 2,864.25
S2 2,859.25 2,859.25 2,875.50
S3 2,839.00 2,849.00 2,873.75
S4 2,818.75 2,828.75 2,868.00
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 3,030.25 3,002.00 2,905.25
R3 2,983.00 2,954.75 2,892.25
R2 2,935.75 2,935.75 2,888.00
R1 2,907.50 2,907.50 2,883.50 2,898.00
PP 2,888.50 2,888.50 2,888.50 2,883.75
S1 2,860.25 2,860.25 2,875.00 2,850.75
S2 2,841.25 2,841.25 2,870.50
S3 2,794.00 2,813.00 2,866.25
S4 2,746.75 2,765.75 2,853.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,916.75 2,869.50 47.25 1.6% 22.00 0.8% 21% False True 27,451
10 2,921.75 2,860.75 61.00 2.1% 20.50 0.7% 30% False False 17,739
20 2,921.75 2,807.00 114.75 4.0% 22.00 0.8% 63% False False 11,020
40 2,921.75 2,793.50 128.25 4.5% 21.00 0.7% 67% False False 6,798
60 2,921.75 2,696.75 225.00 7.8% 23.75 0.8% 81% False False 5,452
80 2,921.75 2,683.00 238.75 8.3% 23.75 0.8% 82% False False 4,360
100 2,921.75 2,599.50 322.25 11.2% 25.25 0.9% 87% False False 3,621
120 2,921.75 2,561.75 360.00 12.5% 29.50 1.0% 88% False False 3,257
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 3.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,975.75
2.618 2,942.75
1.618 2,922.50
1.000 2,910.00
0.618 2,902.25
HIGH 2,889.75
0.618 2,882.00
0.500 2,879.50
0.382 2,877.25
LOW 2,869.50
0.618 2,857.00
1.000 2,849.25
1.618 2,836.75
2.618 2,816.50
4.250 2,783.50
Fisher Pivots for day following 07-Sep-2018
Pivot 1 day 3 day
R1 2,879.50 2,887.25
PP 2,879.50 2,884.50
S1 2,879.50 2,882.00

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

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