E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 2,549.00 2,552.50 3.50 0.1% 2,517.50
High 2,553.50 2,553.50 0.00 0.0% 2,550.75
Low 2,544.50 2,546.75 2.25 0.1% 2,517.00
Close 2,553.25 2,549.75 -3.50 -0.1% 2,545.50
Range 9.00 6.75 -2.25 -25.0% 33.75
ATR 11.68 11.33 -0.35 -3.0% 0.00
Volume 3,358 1,514 -1,844 -54.9% 14,754
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 2,570.25 2,566.75 2,553.50
R3 2,563.50 2,560.00 2,551.50
R2 2,556.75 2,556.75 2,551.00
R1 2,553.25 2,553.25 2,550.25 2,551.50
PP 2,550.00 2,550.00 2,550.00 2,549.25
S1 2,546.50 2,546.50 2,549.25 2,545.00
S2 2,543.25 2,543.25 2,548.50
S3 2,536.50 2,539.75 2,548.00
S4 2,529.75 2,533.00 2,546.00
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 2,639.00 2,626.00 2,564.00
R3 2,605.25 2,592.25 2,554.75
R2 2,571.50 2,571.50 2,551.75
R1 2,558.50 2,558.50 2,548.50 2,565.00
PP 2,537.75 2,537.75 2,537.75 2,541.00
S1 2,524.75 2,524.75 2,542.50 2,531.25
S2 2,504.00 2,504.00 2,539.25
S3 2,470.25 2,491.00 2,536.25
S4 2,436.50 2,457.25 2,527.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,553.50 2,539.75 13.75 0.5% 9.00 0.4% 73% True False 2,661
10 2,553.50 2,504.50 49.00 1.9% 10.00 0.4% 92% True False 2,552
20 2,553.50 2,484.75 68.75 2.7% 10.50 0.4% 95% True False 1,994
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.88
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2,582.25
2.618 2,571.25
1.618 2,564.50
1.000 2,560.25
0.618 2,557.75
HIGH 2,553.50
0.618 2,551.00
0.500 2,550.00
0.382 2,549.25
LOW 2,546.75
0.618 2,542.50
1.000 2,540.00
1.618 2,535.75
2.618 2,529.00
4.250 2,518.00
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 2,550.00 2,549.25
PP 2,550.00 2,548.75
S1 2,550.00 2,548.50

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

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