E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 2,742.00 2,793.50 51.50 1.9% 2,633.50
High 2,764.75 2,814.00 49.25 1.8% 2,764.75
Low 2,729.00 2,773.50 44.50 1.6% 2,631.50
Close 2,758.25 2,790.75 32.50 1.2% 2,758.25
Range 35.75 40.50 4.75 13.3% 133.25
ATR 47.80 48.37 0.57 1.2% 0.00
Volume 1,475,346 1,909,240 433,894 29.4% 7,708,574
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,914.25 2,893.00 2,813.00
R3 2,873.75 2,852.50 2,802.00
R2 2,833.25 2,833.25 2,798.25
R1 2,812.00 2,812.00 2,794.50 2,802.50
PP 2,792.75 2,792.75 2,792.75 2,788.00
S1 2,771.50 2,771.50 2,787.00 2,762.00
S2 2,752.25 2,752.25 2,783.25
S3 2,711.75 2,731.00 2,779.50
S4 2,671.25 2,690.50 2,768.50
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,118.00 3,071.25 2,831.50
R3 2,984.75 2,938.00 2,795.00
R2 2,851.50 2,851.50 2,782.75
R1 2,804.75 2,804.75 2,770.50 2,828.00
PP 2,718.25 2,718.25 2,718.25 2,729.75
S1 2,671.50 2,671.50 2,746.00 2,695.00
S2 2,585.00 2,585.00 2,733.75
S3 2,451.75 2,538.25 2,721.50
S4 2,318.50 2,405.00 2,685.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,814.00 2,655.25 158.75 5.7% 40.50 1.5% 85% True False 1,648,615
10 2,814.00 2,626.00 188.00 6.7% 44.75 1.6% 88% True False 1,646,683
20 2,818.00 2,626.00 192.00 6.9% 46.75 1.7% 86% False False 1,728,093
40 2,900.00 2,603.00 297.00 10.6% 53.50 1.9% 63% False False 2,088,174
60 2,947.00 2,603.00 344.00 12.3% 43.00 1.5% 55% False False 1,802,453
80 2,947.00 2,603.00 344.00 12.3% 37.75 1.4% 55% False False 1,354,595
100 2,947.00 2,603.00 344.00 12.3% 34.25 1.2% 55% False False 1,084,191
120 2,947.00 2,603.00 344.00 12.3% 33.50 1.2% 55% False False 903,952
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,986.00
2.618 2,920.00
1.618 2,879.50
1.000 2,854.50
0.618 2,839.00
HIGH 2,814.00
0.618 2,798.50
0.500 2,793.75
0.382 2,789.00
LOW 2,773.50
0.618 2,748.50
1.000 2,733.00
1.618 2,708.00
2.618 2,667.50
4.250 2,601.50
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 2,793.75 2,783.50
PP 2,792.75 2,776.00
S1 2,791.75 2,768.50

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

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