E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 2,630.75 2,656.50 25.75 1.0% 2,761.00
High 2,674.25 2,670.50 -3.75 -0.1% 2,767.00
Low 2,623.25 2,637.50 14.25 0.5% 2,532.50
Close 2,658.25 2,664.75 6.50 0.2% 2,621.75
Range 51.00 33.00 -18.00 -35.3% 234.50
ATR 56.81 55.11 -1.70 -3.0% 0.00
Volume 8,489 12,934 4,445 52.4% 146,392
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 2,756.50 2,743.75 2,683.00
R3 2,723.50 2,710.75 2,673.75
R2 2,690.50 2,690.50 2,670.75
R1 2,677.75 2,677.75 2,667.75 2,684.00
PP 2,657.50 2,657.50 2,657.50 2,660.75
S1 2,644.75 2,644.75 2,661.75 2,651.00
S2 2,624.50 2,624.50 2,658.75
S3 2,591.50 2,611.75 2,655.75
S4 2,558.50 2,578.75 2,646.50
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 3,344.00 3,217.25 2,750.75
R3 3,109.50 2,982.75 2,686.25
R2 2,875.00 2,875.00 2,664.75
R1 2,748.25 2,748.25 2,643.25 2,694.50
PP 2,640.50 2,640.50 2,640.50 2,613.50
S1 2,513.75 2,513.75 2,600.25 2,460.00
S2 2,406.00 2,406.00 2,578.75
S3 2,171.50 2,279.25 2,557.25
S4 1,937.00 2,044.75 2,492.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,730.50 2,533.00 197.50 7.4% 73.25 2.8% 67% False False 20,107
10 2,844.25 2,532.50 311.75 11.7% 83.50 3.1% 42% False False 25,451
20 2,883.25 2,532.50 350.75 13.2% 55.50 2.1% 38% False False 21,495
40 2,883.25 2,532.50 350.75 13.2% 36.75 1.4% 38% False False 13,057
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,810.75
2.618 2,757.00
1.618 2,724.00
1.000 2,703.50
0.618 2,691.00
HIGH 2,670.50
0.618 2,658.00
0.500 2,654.00
0.382 2,650.00
LOW 2,637.50
0.618 2,617.00
1.000 2,604.50
1.618 2,584.00
2.618 2,551.00
4.250 2,497.25
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 2,661.25 2,644.50
PP 2,657.50 2,624.00
S1 2,654.00 2,603.50

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

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