E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 20-Nov-2018
Day Change Summary
Previous Current
19-Nov-2018 20-Nov-2018 Change Change % Previous Week
Open 2,733.00 2,696.25 -36.75 -1.3% 2,778.75
High 2,748.00 2,696.75 -51.25 -1.9% 2,795.25
Low 2,681.50 2,631.75 -49.75 -1.9% 2,671.25
Close 2,696.25 2,640.00 -56.25 -2.1% 2,743.00
Range 66.50 65.00 -1.50 -2.3% 124.00
ATR 52.30 53.21 0.91 1.7% 0.00
Volume 1,988,117 2,533,128 545,011 27.4% 10,577,643
Daily Pivots for day following 20-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,851.25 2,810.50 2,675.75
R3 2,786.25 2,745.50 2,658.00
R2 2,721.25 2,721.25 2,652.00
R1 2,680.50 2,680.50 2,646.00 2,668.50
PP 2,656.25 2,656.25 2,656.25 2,650.00
S1 2,615.50 2,615.50 2,634.00 2,603.50
S2 2,591.25 2,591.25 2,628.00
S3 2,526.25 2,550.50 2,622.00
S4 2,461.25 2,485.50 2,604.25
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,108.50 3,049.75 2,811.25
R3 2,984.50 2,925.75 2,777.00
R2 2,860.50 2,860.50 2,765.75
R1 2,801.75 2,801.75 2,754.25 2,769.00
PP 2,736.50 2,736.50 2,736.50 2,720.25
S1 2,677.75 2,677.75 2,731.75 2,645.00
S2 2,612.50 2,612.50 2,720.25
S3 2,488.50 2,553.75 2,709.00
S4 2,364.50 2,429.75 2,674.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,748.75 2,631.75 117.00 4.4% 59.75 2.3% 7% False True 2,215,143
10 2,818.00 2,631.75 186.25 7.1% 55.50 2.1% 4% False True 2,003,500
20 2,818.00 2,603.00 215.00 8.1% 58.25 2.2% 17% False False 2,173,568
40 2,944.75 2,603.00 341.75 12.9% 50.75 1.9% 11% False False 2,090,110
60 2,947.00 2,603.00 344.00 13.0% 40.50 1.5% 11% False False 1,606,037
80 2,947.00 2,603.00 344.00 13.0% 35.75 1.4% 11% False False 1,205,564
100 2,947.00 2,603.00 344.00 13.0% 33.25 1.3% 11% False False 964,923
120 2,947.00 2,603.00 344.00 13.0% 32.00 1.2% 11% False False 804,478
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 13.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,973.00
2.618 2,867.00
1.618 2,802.00
1.000 2,761.75
0.618 2,737.00
HIGH 2,696.75
0.618 2,672.00
0.500 2,664.25
0.382 2,656.50
LOW 2,631.75
0.618 2,591.50
1.000 2,566.75
1.618 2,526.50
2.618 2,461.50
4.250 2,355.50
Fisher Pivots for day following 20-Nov-2018
Pivot 1 day 3 day
R1 2,664.25 2,690.25
PP 2,656.25 2,673.50
S1 2,648.00 2,656.75

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

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