E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 2,886.75 2,776.50 -110.25 -3.8% 2,922.50
High 2,891.25 2,798.75 -92.50 -3.2% 2,944.75
Low 2,771.50 2,712.25 -59.25 -2.1% 2,873.25
Close 2,781.00 2,745.50 -35.50 -1.3% 2,894.00
Range 119.75 86.50 -33.25 -27.8% 71.50
ATR 31.32 35.26 3.94 12.6% 0.00
Volume 3,460,738 4,013,855 553,117 16.0% 8,074,047
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 3,011.75 2,965.00 2,793.00
R3 2,925.25 2,878.50 2,769.25
R2 2,838.75 2,838.75 2,761.25
R1 2,792.00 2,792.00 2,753.50 2,772.00
PP 2,752.25 2,752.25 2,752.25 2,742.25
S1 2,705.50 2,705.50 2,737.50 2,685.50
S2 2,665.75 2,665.75 2,729.75
S3 2,579.25 2,619.00 2,721.75
S4 2,492.75 2,532.50 2,698.00
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 2,915.50 2,712.25 203.25 7.4% 61.25 2.2% 16% False True 2,659,440
10 2,944.75 2,712.25 232.50 8.5% 42.00 1.5% 14% False True 2,050,916
20 2,947.00 2,712.25 234.75 8.6% 31.25 1.1% 14% False True 1,728,639
40 2,947.00 2,712.25 234.75 8.6% 26.00 0.9% 14% False True 895,710
60 2,947.00 2,712.25 234.75 8.6% 24.75 0.9% 14% False True 598,110
80 2,947.00 2,696.75 250.25 9.1% 25.25 0.9% 19% False False 449,302
100 2,947.00 2,683.00 264.00 9.6% 25.50 0.9% 24% False False 359,712
120 2,947.00 2,599.50 347.50 12.7% 26.25 1.0% 42% False False 299,894
Crabel Price Patterns
NR True
NR4 False
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 5.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,166.50
2.618 3,025.25
1.618 2,938.75
1.000 2,885.25
0.618 2,852.25
HIGH 2,798.75
0.618 2,765.75
0.500 2,755.50
0.382 2,745.25
LOW 2,712.25
0.618 2,658.75
1.000 2,625.75
1.618 2,572.25
2.618 2,485.75
4.250 2,344.50
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 2,755.50 2,806.00
PP 2,752.25 2,786.00
S1 2,748.75 2,765.75

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

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