E-mini S&P 500 Future June 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 2,699.50 2,738.25 38.75 1.4% 2,630.75
High 2,740.00 2,759.00 19.00 0.7% 2,759.00
Low 2,692.50 2,726.25 33.75 1.3% 2,623.25
Close 2,737.75 2,739.00 1.25 0.0% 2,739.00
Range 47.50 32.75 -14.75 -31.1% 135.75
ATR 55.88 54.23 -1.65 -3.0% 0.00
Volume 28,849 17,801 -11,048 -38.3% 82,108
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 2,839.75 2,822.00 2,757.00
R3 2,807.00 2,789.25 2,748.00
R2 2,774.25 2,774.25 2,745.00
R1 2,756.50 2,756.50 2,742.00 2,765.50
PP 2,741.50 2,741.50 2,741.50 2,745.75
S1 2,723.75 2,723.75 2,736.00 2,732.50
S2 2,708.75 2,708.75 2,733.00
S3 2,676.00 2,691.00 2,730.00
S4 2,643.25 2,658.25 2,721.00
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 3,114.25 3,062.50 2,813.75
R3 2,978.50 2,926.75 2,776.25
R2 2,842.75 2,842.75 2,764.00
R1 2,791.00 2,791.00 2,751.50 2,817.00
PP 2,707.00 2,707.00 2,707.00 2,720.00
S1 2,655.25 2,655.25 2,726.50 2,681.00
S2 2,571.25 2,571.25 2,714.00
S3 2,435.50 2,519.50 2,701.75
S4 2,299.75 2,383.75 2,664.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,759.00 2,623.25 135.75 5.0% 47.75 1.7% 85% True False 16,421
10 2,767.00 2,532.50 234.50 8.6% 86.00 3.1% 88% False False 22,850
20 2,883.25 2,532.50 350.75 12.8% 59.75 2.2% 59% False False 23,180
40 2,883.25 2,532.50 350.75 12.8% 39.00 1.4% 59% False False 14,336
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 24.48
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,898.25
2.618 2,844.75
1.618 2,812.00
1.000 2,791.75
0.618 2,779.25
HIGH 2,759.00
0.618 2,746.50
0.500 2,742.50
0.382 2,738.75
LOW 2,726.25
0.618 2,706.00
1.000 2,693.50
1.618 2,673.25
2.618 2,640.50
4.250 2,587.00
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 2,742.50 2,724.25
PP 2,741.50 2,709.50
S1 2,740.25 2,694.50

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

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