E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 09-Oct-2018
Day Change Summary
Previous Current
08-Oct-2018 09-Oct-2018 Change Change % Previous Week
Open 2,897.50 2,892.25 -5.25 -0.2% 2,922.50
High 2,898.25 2,900.00 1.75 0.1% 2,944.75
Low 2,866.00 2,874.50 8.50 0.3% 2,873.25
Close 2,893.75 2,888.25 -5.50 -0.2% 2,894.00
Range 32.25 25.50 -6.75 -20.9% 71.50
ATR 24.44 24.51 0.08 0.3% 0.00
Volume 1,760,642 1,770,753 10,111 0.6% 8,074,047
Daily Pivots for day following 09-Oct-2018
Classic Woodie Camarilla DeMark
R4 2,964.00 2,951.75 2,902.25
R3 2,938.50 2,926.25 2,895.25
R2 2,913.00 2,913.00 2,893.00
R1 2,900.75 2,900.75 2,890.50 2,894.00
PP 2,887.50 2,887.50 2,887.50 2,884.25
S1 2,875.25 2,875.25 2,886.00 2,868.50
S2 2,862.00 2,862.00 2,883.50
S3 2,836.50 2,849.75 2,881.25
S4 2,811.00 2,824.25 2,874.25
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 3,118.50 3,077.75 2,933.25
R3 3,047.00 3,006.25 2,913.75
R2 2,975.50 2,975.50 2,907.00
R1 2,934.75 2,934.75 2,900.50 2,919.50
PP 2,904.00 2,904.00 2,904.00 2,896.25
S1 2,863.25 2,863.25 2,887.50 2,848.00
S2 2,832.50 2,832.50 2,881.00
S3 2,761.00 2,791.75 2,874.25
S4 2,689.50 2,720.25 2,854.75
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 2,866.00 78.75 2.7% 31.75 1.1% 28% False False 1,846,594
10 2,944.75 2,866.00 78.75 2.7% 26.75 0.9% 28% False False 1,555,439
20 2,947.00 2,866.00 81.00 2.8% 23.00 0.8% 27% False False 1,400,178
40 2,947.00 2,807.00 140.00 4.8% 22.25 0.8% 58% False False 709,153
60 2,947.00 2,793.50 153.50 5.3% 21.75 0.8% 62% False False 473,589
80 2,947.00 2,696.75 250.25 8.7% 23.50 0.8% 77% False False 355,944
100 2,947.00 2,683.00 264.00 9.1% 23.75 0.8% 78% False False 284,977
120 2,947.00 2,599.50 347.50 12.0% 25.00 0.9% 83% False False 237,610
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,008.50
2.618 2,966.75
1.618 2,941.25
1.000 2,925.50
0.618 2,915.75
HIGH 2,900.00
0.618 2,890.25
0.500 2,887.25
0.382 2,884.25
LOW 2,874.50
0.618 2,858.75
1.000 2,849.00
1.618 2,833.25
2.618 2,807.75
4.250 2,766.00
Fisher Pivots for day following 09-Oct-2018
Pivot 1 day 3 day
R1 2,888.00 2,890.75
PP 2,887.50 2,890.00
S1 2,887.25 2,889.00

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

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