E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 28-Sep-2018
Day Change Summary
Previous Current
27-Sep-2018 28-Sep-2018 Change Change % Previous Week
Open 2,911.50 2,922.25 10.75 0.4% 2,929.50
High 2,932.00 2,925.50 -6.50 -0.2% 2,936.00
Low 2,907.50 2,908.00 0.50 0.0% 2,907.50
Close 2,920.00 2,919.00 -1.00 0.0% 2,919.00
Range 24.50 17.50 -7.00 -28.6% 28.50
ATR 21.13 20.87 -0.26 -1.2% 0.00
Volume 1,210,835 1,429,127 218,292 18.0% 6,143,109
Daily Pivots for day following 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 2,970.00 2,962.00 2,928.50
R3 2,952.50 2,944.50 2,923.75
R2 2,935.00 2,935.00 2,922.25
R1 2,927.00 2,927.00 2,920.50 2,922.25
PP 2,917.50 2,917.50 2,917.50 2,915.00
S1 2,909.50 2,909.50 2,917.50 2,904.75
S2 2,900.00 2,900.00 2,915.75
S3 2,882.50 2,892.00 2,914.25
S4 2,865.00 2,874.50 2,909.50
Weekly Pivots for week ending 28-Sep-2018
Classic Woodie Camarilla DeMark
R4 3,006.25 2,991.25 2,934.75
R3 2,977.75 2,962.75 2,926.75
R2 2,949.25 2,949.25 2,924.25
R1 2,934.25 2,934.25 2,921.50 2,927.50
PP 2,920.75 2,920.75 2,920.75 2,917.50
S1 2,905.75 2,905.75 2,916.50 2,899.00
S2 2,892.25 2,892.25 2,913.75
S3 2,863.75 2,877.25 2,911.25
S4 2,835.25 2,848.75 2,903.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,936.00 2,907.50 28.50 1.0% 19.75 0.7% 40% False False 1,228,621
10 2,947.00 2,883.50 63.50 2.2% 20.75 0.7% 56% False False 1,412,878
20 2,947.00 2,869.50 77.50 2.7% 20.50 0.7% 64% False False 834,171
40 2,947.00 2,807.00 140.00 4.8% 20.25 0.7% 80% False False 419,382
60 2,947.00 2,734.75 212.25 7.3% 21.00 0.7% 87% False False 280,519
80 2,947.00 2,696.75 250.25 8.6% 22.75 0.8% 89% False False 210,983
100 2,947.00 2,675.75 271.25 9.3% 23.25 0.8% 90% False False 168,990
120 2,947.00 2,599.50 347.50 11.9% 25.00 0.9% 92% False False 140,934
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,000.00
2.618 2,971.25
1.618 2,953.75
1.000 2,943.00
0.618 2,936.25
HIGH 2,925.50
0.618 2,918.75
0.500 2,916.75
0.382 2,914.75
LOW 2,908.00
0.618 2,897.25
1.000 2,890.50
1.618 2,879.75
2.618 2,862.25
4.250 2,833.50
Fisher Pivots for day following 28-Sep-2018
Pivot 1 day 3 day
R1 2,918.25 2,921.75
PP 2,917.50 2,920.75
S1 2,916.75 2,920.00

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

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