E-mini S&P 500 Future September 2018

Trading Metrics calculated at close of trading on 21-Sep-2018

Day Change Summary
	Previous	Current
	20-Sep-2018	21-Sep-2018	Change	Change %	Previous Week
Open	2,911.25	2,934.75	23.50	0.8%	2,903.50
High	2,935.75	2,944.00	8.25	0.3%	2,944.00
Low	2,908.25	2,932.25	24.00	0.8%	2,878.50
Close	2,934.00	2,940.45	6.45	0.2%	2,940.45
Range	27.50	11.75	-15.75	-57.3%	65.50
ATR	21.49	20.79	-0.70	-3.2%	0.00
Volume	360,700	38,480	-322,220	-89.3%	3,111,106

Daily Pivots for day following 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	2,974.25	2,969.00	2,947.00
R3	2,962.50	2,957.25	2,943.75
R2	2,950.75	2,950.75	2,942.50
R1	2,945.50	2,945.50	2,941.50	2,948.00
PP	2,939.00	2,939.00	2,939.00	2,940.25
S1	2,933.75	2,933.75	2,939.25	2,936.25
S2	2,927.25	2,927.25	2,938.25
S3	2,915.50	2,922.00	2,937.25
S4	2,903.75	2,910.25	2,934.00

Weekly Pivots for week ending 21-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	3,117.50	3,094.50	2,976.50
R3	3,052.00	3,029.00	2,958.50
R2	2,986.50	2,986.50	2,952.50
R1	2,963.50	2,963.50	2,946.50	2,975.00
PP	2,921.00	2,921.00	2,921.00	2,926.75
S1	2,898.00	2,898.00	2,934.50	2,909.50
S2	2,855.50	2,855.50	2,928.50
S3	2,790.00	2,832.50	2,922.50
S4	2,724.50	2,767.00	2,904.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,944.00	2,878.50	65.50	2.2%	21.00	0.7%	95%	True	False	622,221
10	2,944.00	2,867.25	76.75	2.6%	20.00	0.7%	95%	True	False	1,005,479
20	2,944.00	2,856.25	87.75	3.0%	20.25	0.7%	96%	True	False	1,164,156
40	2,944.00	2,791.00	153.00	5.2%	21.50	0.7%	98%	True	False	1,139,417
60	2,944.00	2,693.25	250.75	8.5%	22.25	0.8%	99%	True	False	1,134,702
80	2,944.00	2,693.25	250.75	8.5%	23.25	0.8%	99%	True	False	1,122,562
100	2,944.00	2,595.75	348.25	11.8%	24.50	0.8%	99%	True	False	900,297
120	2,944.00	2,563.50	380.50	12.9%	27.00	0.9%	99%	True	False	751,652

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	5.43
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	2,994.00
2.618	2,974.75
1.618	2,963.00
1.000	2,955.75
0.618	2,951.25
HIGH	2,944.00
0.618	2,939.50
0.500	2,938.00
0.382	2,936.75
LOW	2,932.25
0.618	2,925.00
1.000	2,920.50
1.618	2,913.25
2.618	2,901.50
4.250	2,882.25

Fisher Pivots for day following 21-Sep-2018
Pivot	1 day	3 day
R1	2,939.75	2,934.50
PP	2,939.00	2,928.50
S1	2,938.00	2,922.50

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

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