E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 2,646.50 2,594.00 -52.50 -2.0% 2,625.00
High 2,648.75 2,613.75 -35.00 -1.3% 2,686.50
Low 2,594.00 2,530.50 -63.50 -2.4% 2,583.00
Close 2,602.00 2,552.50 -49.50 -1.9% 2,602.00
Range 54.75 83.25 28.50 52.1% 103.50
ATR 54.29 56.36 2.07 3.8% 0.00
Volume 1,664,325 1,602,680 -61,645 -3.7% 10,438,234
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,815.25 2,767.25 2,598.25
R3 2,732.00 2,684.00 2,575.50
R2 2,648.75 2,648.75 2,567.75
R1 2,600.75 2,600.75 2,560.25 2,583.00
PP 2,565.50 2,565.50 2,565.50 2,556.75
S1 2,517.50 2,517.50 2,544.75 2,500.00
S2 2,482.25 2,482.25 2,537.25
S3 2,399.00 2,434.25 2,529.50
S4 2,315.75 2,351.00 2,506.75
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,934.25 2,871.75 2,659.00
R3 2,830.75 2,768.25 2,630.50
R2 2,727.25 2,727.25 2,621.00
R1 2,664.75 2,664.75 2,611.50 2,644.25
PP 2,623.75 2,623.75 2,623.75 2,613.50
S1 2,561.25 2,561.25 2,592.50 2,540.75
S2 2,520.25 2,520.25 2,583.00
S3 2,416.75 2,457.75 2,573.50
S4 2,313.25 2,354.25 2,545.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,686.50 2,530.50 156.00 6.1% 56.75 2.2% 14% False True 1,895,311
10 2,790.50 2,530.50 260.00 10.2% 64.50 2.5% 8% False True 1,831,481
20 2,814.00 2,530.50 283.50 11.1% 54.75 2.1% 8% False True 1,739,082
40 2,818.00 2,530.50 287.50 11.3% 55.50 2.2% 8% False True 1,956,182
60 2,944.75 2,530.50 414.25 16.2% 50.50 2.0% 5% False True 1,934,315
80 2,947.00 2,530.50 416.50 16.3% 43.00 1.7% 5% False True 1,582,992
100 2,947.00 2,530.50 416.50 16.3% 38.75 1.5% 5% False True 1,267,093
120 2,947.00 2,530.50 416.50 16.3% 36.25 1.4% 5% False True 1,056,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,967.50
2.618 2,831.75
1.618 2,748.50
1.000 2,697.00
0.618 2,665.25
HIGH 2,613.75
0.618 2,582.00
0.500 2,572.00
0.382 2,562.25
LOW 2,530.50
0.618 2,479.00
1.000 2,447.25
1.618 2,395.75
2.618 2,312.50
4.250 2,176.75
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 2,572.00 2,600.75
PP 2,565.50 2,584.75
S1 2,559.00 2,568.50

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

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