E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 2,913.00 2,916.50 3.50 0.1% 2,877.50
High 2,918.75 2,940.75 22.00 0.8% 2,917.25
Low 2,905.75 2,913.25 7.50 0.3% 2,872.25
Close 2,915.00 2,939.50 24.50 0.8% 2,911.50
Range 13.00 27.50 14.50 111.5% 45.00
ATR 20.96 21.42 0.47 2.2% 0.00
Volume 1,361,242 1,474,453 113,211 8.3% 2,417,391
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 3,013.75 3,004.00 2,954.50
R3 2,986.25 2,976.50 2,947.00
R2 2,958.75 2,958.75 2,944.50
R1 2,949.00 2,949.00 2,942.00 2,954.00
PP 2,931.25 2,931.25 2,931.25 2,933.50
S1 2,921.50 2,921.50 2,937.00 2,926.50
S2 2,903.75 2,903.75 2,934.50
S3 2,876.25 2,894.00 2,932.00
S4 2,848.75 2,866.50 2,924.50
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 2,940.75 2,883.50 57.25 1.9% 21.75 0.7% 98% True False 1,572,045
10 2,940.75 2,869.50 71.25 2.4% 20.75 0.7% 98% True False 894,917
20 2,940.75 2,859.00 81.75 2.8% 20.50 0.7% 98% True False 454,769
40 2,940.75 2,795.50 145.25 4.9% 21.25 0.7% 99% True False 229,100
60 2,940.75 2,696.75 244.00 8.3% 22.50 0.8% 99% True False 153,642
80 2,940.75 2,694.00 246.75 8.4% 23.25 0.8% 99% True False 115,701
100 2,940.75 2,599.50 341.25 11.6% 24.25 0.8% 100% True False 92,735
120 2,940.75 2,569.25 371.50 12.6% 26.75 0.9% 100% True False 77,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,057.50
2.618 3,012.75
1.618 2,985.25
1.000 2,968.25
0.618 2,957.75
HIGH 2,940.75
0.618 2,930.25
0.500 2,927.00
0.382 2,923.75
LOW 2,913.25
0.618 2,896.25
1.000 2,885.75
1.618 2,868.75
2.618 2,841.25
4.250 2,796.50
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 2,935.25 2,930.50
PP 2,931.25 2,921.25
S1 2,927.00 2,912.00

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

View Archives - Comment on this page... - Back to Index of Symbols