E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 2,892.50 2,909.50 17.00 0.6% 2,877.50
High 2,912.00 2,917.25 5.25 0.2% 2,917.25
Low 2,889.75 2,902.00 12.25 0.4% 2,872.25
Close 2,910.25 2,911.50 1.25 0.0% 2,911.50
Range 22.25 15.25 -7.00 -31.5% 45.00
ATR 21.12 20.70 -0.42 -2.0% 0.00
Volume 712,160 1,363,971 651,811 91.5% 2,417,391
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 2,956.00 2,949.00 2,920.00
R3 2,940.75 2,933.75 2,915.75
R2 2,925.50 2,925.50 2,914.25
R1 2,918.50 2,918.50 2,913.00 2,922.00
PP 2,910.25 2,910.25 2,910.25 2,912.00
S1 2,903.25 2,903.25 2,910.00 2,906.75
S2 2,895.00 2,895.00 2,908.75
S3 2,879.75 2,888.00 2,907.25
S4 2,864.50 2,872.75 2,903.00
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 3,035.25 3,018.50 2,936.25
R3 2,990.25 2,973.50 2,924.00
R2 2,945.25 2,945.25 2,919.75
R1 2,928.50 2,928.50 2,915.50 2,937.00
PP 2,900.25 2,900.25 2,900.25 2,904.50
S1 2,883.50 2,883.50 2,907.50 2,892.00
S2 2,855.25 2,855.25 2,903.25
S3 2,810.25 2,838.50 2,899.00
S4 2,765.25 2,793.50 2,886.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,917.25 2,872.25 45.00 1.5% 18.75 0.6% 87% True False 483,478
10 2,917.25 2,869.50 47.75 1.6% 20.50 0.7% 88% True False 255,464
20 2,921.75 2,839.25 82.50 2.8% 19.50 0.7% 88% False False 130,794
40 2,921.75 2,795.50 126.25 4.3% 21.25 0.7% 92% False False 66,905
60 2,921.75 2,696.75 225.00 7.7% 23.00 0.8% 95% False False 45,571
80 2,921.75 2,683.00 238.75 8.2% 23.75 0.8% 96% False False 34,521
100 2,921.75 2,599.50 322.25 11.1% 24.50 0.8% 97% False False 27,775
120 2,921.75 2,561.75 360.00 12.4% 28.00 1.0% 97% False False 23,343
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,982.00
2.618 2,957.25
1.618 2,942.00
1.000 2,932.50
0.618 2,926.75
HIGH 2,917.25
0.618 2,911.50
0.500 2,909.50
0.382 2,907.75
LOW 2,902.00
0.618 2,892.50
1.000 2,886.75
1.618 2,877.25
2.618 2,862.00
4.250 2,837.25
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 2,911.00 2,908.00
PP 2,910.25 2,904.50
S1 2,909.50 2,901.00

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

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