E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 01-Oct-2018
Day Change Summary
Previous Current
28-Sep-2018 01-Oct-2018 Change Change % Previous Week
Open 2,922.25 2,922.50 0.25 0.0% 2,929.50
High 2,925.50 2,942.00 16.50 0.6% 2,936.00
Low 2,908.00 2,922.50 14.50 0.5% 2,907.50
Close 2,919.00 2,930.00 11.00 0.4% 2,919.00
Range 17.50 19.50 2.00 11.4% 28.50
ATR 20.87 21.02 0.15 0.7% 0.00
Volume 1,429,127 1,239,963 -189,164 -13.2% 6,143,109
Daily Pivots for day following 01-Oct-2018
Classic Woodie Camarilla DeMark
R4 2,990.00 2,979.50 2,940.75
R3 2,970.50 2,960.00 2,935.25
R2 2,951.00 2,951.00 2,933.50
R1 2,940.50 2,940.50 2,931.75 2,945.75
PP 2,931.50 2,931.50 2,931.50 2,934.00
S1 2,921.00 2,921.00 2,928.25 2,926.25
S2 2,912.00 2,912.00 2,926.50
S3 2,892.50 2,901.50 2,924.75
S4 2,873.00 2,882.00 2,919.25
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 2,942.00 2,907.50 34.50 1.2% 21.25 0.7% 65% True False 1,244,193
10 2,947.00 2,883.50 63.50 2.2% 20.75 0.7% 73% False False 1,358,521
20 2,947.00 2,869.50 77.50 2.6% 20.75 0.7% 78% False False 895,426
40 2,947.00 2,807.00 140.00 4.8% 20.25 0.7% 88% False False 450,345
60 2,947.00 2,765.50 181.50 6.2% 20.75 0.7% 91% False False 301,154
80 2,947.00 2,696.75 250.25 8.5% 22.75 0.8% 93% False False 226,480
100 2,947.00 2,683.00 264.00 9.0% 23.25 0.8% 94% False False 181,388
120 2,947.00 2,599.50 347.50 11.9% 24.75 0.8% 95% False False 151,257
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 True
Bear Hook False
Bull Hook False
Stretch 5.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,025.00
2.618 2,993.00
1.618 2,973.50
1.000 2,961.50
0.618 2,954.00
HIGH 2,942.00
0.618 2,934.50
0.500 2,932.25
0.382 2,930.00
LOW 2,922.50
0.618 2,910.50
1.000 2,903.00
1.618 2,891.00
2.618 2,871.50
4.250 2,839.50
Fisher Pivots for day following 01-Oct-2018
Pivot 1 day 3 day
R1 2,932.25 2,928.25
PP 2,931.50 2,926.50
S1 2,930.75 2,924.75

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

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