E-mini S&P 500 Future March 2018


Trading Metrics calculated at close of trading on 28-Nov-2017
Day Change Summary
Previous Current
27-Nov-2017 28-Nov-2017 Change Change % Previous Week
Open 2,602.00 2,603.25 1.25 0.0% 2,577.00
High 2,606.50 2,628.75 22.25 0.9% 2,604.00
Low 2,597.75 2,599.00 1.25 0.0% 2,568.75
Close 2,603.25 2,627.50 24.25 0.9% 2,602.00
Range 8.75 29.75 21.00 240.0% 35.25
ATR 14.66 15.73 1.08 7.4% 0.00
Volume 26,601 32,446 5,845 22.0% 43,017
Daily Pivots for day following 28-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,707.75 2,697.25 2,643.75
R3 2,678.00 2,667.50 2,635.75
R2 2,648.25 2,648.25 2,633.00
R1 2,637.75 2,637.75 2,630.25 2,643.00
PP 2,618.50 2,618.50 2,618.50 2,621.00
S1 2,608.00 2,608.00 2,624.75 2,613.25
S2 2,588.75 2,588.75 2,622.00
S3 2,559.00 2,578.25 2,619.25
S4 2,529.25 2,548.50 2,611.25
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 2,697.25 2,685.00 2,621.50
R3 2,662.00 2,649.75 2,611.75
R2 2,626.75 2,626.75 2,608.50
R1 2,614.50 2,614.50 2,605.25 2,620.50
PP 2,591.50 2,591.50 2,591.50 2,594.75
S1 2,579.25 2,579.25 2,598.75 2,585.50
S2 2,556.25 2,556.25 2,595.50
S3 2,521.00 2,544.00 2,592.25
S4 2,485.75 2,508.75 2,582.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,628.75 2,580.00 48.75 1.9% 16.00 0.6% 97% True False 18,793
10 2,628.75 2,556.25 72.50 2.8% 17.25 0.7% 98% True False 14,055
20 2,628.75 2,556.25 72.50 2.8% 16.00 0.6% 98% True False 9,439
40 2,628.75 2,525.25 103.50 3.9% 13.75 0.5% 99% True False 6,972
60 2,628.75 2,443.00 185.75 7.1% 13.00 0.5% 99% True False 5,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.13
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,755.25
2.618 2,706.75
1.618 2,677.00
1.000 2,658.50
0.618 2,647.25
HIGH 2,628.75
0.618 2,617.50
0.500 2,614.00
0.382 2,610.25
LOW 2,599.00
0.618 2,580.50
1.000 2,569.25
1.618 2,550.75
2.618 2,521.00
4.250 2,472.50
Fisher Pivots for day following 28-Nov-2017
Pivot 1 day 3 day
R1 2,623.00 2,621.50
PP 2,618.50 2,615.75
S1 2,614.00 2,609.75

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

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