E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 04-Oct-2018
Day Change Summary
Previous Current
03-Oct-2018 04-Oct-2018 Change Change % Previous Week
Open 2,929.00 2,926.00 -3.00 -0.1% 2,929.50
High 2,944.75 2,926.25 -18.50 -0.6% 2,936.00
Low 2,924.75 2,887.75 -37.00 -1.3% 2,907.50
Close 2,931.50 2,907.75 -23.75 -0.8% 2,919.00
Range 20.00 38.50 18.50 92.5% 28.50
ATR 20.78 22.42 1.64 7.9% 0.00
Volume 1,244,514 2,165,850 921,336 74.0% 6,143,109
Daily Pivots for day following 04-Oct-2018
Classic Woodie Camarilla DeMark
R4 3,022.75 3,003.75 2,929.00
R3 2,984.25 2,965.25 2,918.25
R2 2,945.75 2,945.75 2,914.75
R1 2,926.75 2,926.75 2,911.25 2,917.00
PP 2,907.25 2,907.25 2,907.25 2,902.50
S1 2,888.25 2,888.25 2,904.25 2,878.50
S2 2,868.75 2,868.75 2,900.75
S3 2,830.25 2,849.75 2,897.25
S4 2,791.75 2,811.25 2,886.50
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 2,944.75 2,887.75 57.00 2.0% 22.75 0.8% 35% False True 1,442,392
10 2,947.00 2,887.75 59.25 2.0% 21.00 0.7% 34% False True 1,341,536
20 2,947.00 2,869.50 77.50 2.7% 21.00 0.7% 49% False False 1,118,226
40 2,947.00 2,807.00 140.00 4.8% 21.25 0.7% 72% False False 563,770
60 2,947.00 2,778.00 169.00 5.8% 21.00 0.7% 77% False False 376,714
80 2,947.00 2,696.75 250.25 8.6% 23.00 0.8% 84% False False 283,211
100 2,947.00 2,683.00 264.00 9.1% 23.25 0.8% 85% False False 226,784
120 2,947.00 2,599.50 347.50 12.0% 24.75 0.8% 89% False False 189,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3,090.00
2.618 3,027.00
1.618 2,988.50
1.000 2,964.75
0.618 2,950.00
HIGH 2,926.25
0.618 2,911.50
0.500 2,907.00
0.382 2,902.50
LOW 2,887.75
0.618 2,864.00
1.000 2,849.25
1.618 2,825.50
2.618 2,787.00
4.250 2,724.00
Fisher Pivots for day following 04-Oct-2018
Pivot 1 day 3 day
R1 2,907.50 2,916.25
PP 2,907.25 2,913.50
S1 2,907.00 2,910.50

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

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