E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 2,750.75 2,753.75 3.00 0.1% 2,784.00
High 2,763.50 2,757.00 -6.50 -0.2% 2,802.50
Low 2,741.00 2,747.00 6.00 0.2% 2,741.00
Close 2,751.50 2,751.83 0.33 0.0% 2,751.83
Range 22.50 10.00 -12.50 -55.6% 61.50
ATR 44.65 42.18 -2.48 -5.5% 0.00
Volume 358,566 46,761 -311,805 -87.0% 3,637,392
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 2,782.00 2,777.00 2,757.25
R3 2,772.00 2,767.00 2,754.50
R2 2,762.00 2,762.00 2,753.75
R1 2,757.00 2,757.00 2,752.75 2,754.50
PP 2,752.00 2,752.00 2,752.00 2,750.75
S1 2,747.00 2,747.00 2,751.00 2,744.50
S2 2,742.00 2,742.00 2,750.00
S3 2,732.00 2,737.00 2,749.00
S4 2,722.00 2,727.00 2,746.25
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 2,949.50 2,912.25 2,785.75
R3 2,888.00 2,850.75 2,768.75
R2 2,826.50 2,826.50 2,763.00
R1 2,789.25 2,789.25 2,757.50 2,777.25
PP 2,765.00 2,765.00 2,765.00 2,759.00
S1 2,727.75 2,727.75 2,746.25 2,715.75
S2 2,703.50 2,703.50 2,740.50
S3 2,642.00 2,666.25 2,735.00
S4 2,580.50 2,604.75 2,718.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,802.50 2,741.00 61.50 2.2% 26.75 1.0% 18% False False 727,478
10 2,802.50 2,663.75 138.75 5.0% 34.75 1.3% 63% False False 1,178,414
20 2,802.50 2,647.00 155.50 5.7% 41.50 1.5% 67% False False 1,469,283
40 2,878.50 2,529.00 349.50 12.7% 50.50 1.8% 64% False False 1,827,447
60 2,878.50 2,529.00 349.50 12.7% 39.75 1.4% 64% False False 1,570,891
80 2,878.50 2,529.00 349.50 12.7% 34.75 1.3% 64% False False 1,323,054
100 2,878.50 2,529.00 349.50 12.7% 31.00 1.1% 64% False False 1,059,757
120 2,878.50 2,484.75 393.75 14.3% 27.50 1.0% 68% False False 883,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.08
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 2,799.50
2.618 2,783.25
1.618 2,773.25
1.000 2,767.00
0.618 2,763.25
HIGH 2,757.00
0.618 2,753.25
0.500 2,752.00
0.382 2,750.75
LOW 2,747.00
0.618 2,740.75
1.000 2,737.00
1.618 2,730.75
2.618 2,720.75
4.250 2,704.50
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 2,752.00 2,760.25
PP 2,752.00 2,757.50
S1 2,752.00 2,754.75

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

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