E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 2,650.00 2,633.50 -16.50 -0.6% 2,733.00
High 2,656.25 2,676.25 20.00 0.8% 2,748.00
Low 2,626.00 2,631.50 5.50 0.2% 2,626.00
Close 2,629.50 2,670.00 40.50 1.5% 2,629.50
Range 30.25 44.75 14.50 47.9% 122.00
ATR 50.62 50.35 -0.28 -0.5% 0.00
Volume 872,856 1,374,735 501,879 57.5% 6,849,017
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,793.50 2,776.50 2,694.50
R3 2,748.75 2,731.75 2,682.25
R2 2,704.00 2,704.00 2,678.25
R1 2,687.00 2,687.00 2,674.00 2,695.50
PP 2,659.25 2,659.25 2,659.25 2,663.50
S1 2,642.25 2,642.25 2,666.00 2,650.75
S2 2,614.50 2,614.50 2,661.75
S3 2,569.75 2,597.50 2,657.75
S4 2,525.00 2,552.75 2,645.50
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,033.75 2,953.75 2,696.50
R3 2,911.75 2,831.75 2,663.00
R2 2,789.75 2,789.75 2,651.75
R1 2,709.75 2,709.75 2,640.75 2,688.75
PP 2,667.75 2,667.75 2,667.75 2,657.50
S1 2,587.75 2,587.75 2,618.25 2,566.75
S2 2,545.75 2,545.75 2,607.25
S3 2,423.75 2,465.75 2,596.00
S4 2,301.75 2,343.75 2,562.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,748.00 2,626.00 122.00 4.6% 49.00 1.8% 36% False False 1,644,750
10 2,795.25 2,626.00 169.25 6.3% 52.75 2.0% 26% False False 1,880,139
20 2,818.00 2,603.00 215.00 8.1% 52.50 2.0% 31% False False 1,913,562
40 2,944.75 2,603.00 341.75 12.8% 52.00 1.9% 20% False False 2,083,948
60 2,947.00 2,603.00 344.00 12.9% 41.50 1.6% 19% False False 1,667,356
80 2,947.00 2,603.00 344.00 12.9% 36.00 1.4% 19% False False 1,251,665
100 2,947.00 2,603.00 344.00 12.9% 33.50 1.3% 19% False False 1,001,891
120 2,947.00 2,603.00 344.00 12.9% 32.50 1.2% 19% False False 835,305
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,866.50
2.618 2,793.50
1.618 2,748.75
1.000 2,721.00
0.618 2,704.00
HIGH 2,676.25
0.618 2,659.25
0.500 2,654.00
0.382 2,648.50
LOW 2,631.50
0.618 2,603.75
1.000 2,586.75
1.618 2,559.00
2.618 2,514.25
4.250 2,441.25
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 2,664.50 2,663.75
PP 2,659.25 2,657.50
S1 2,654.00 2,651.00

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

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