E-mini S&P 500 Future September 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 2,726.25 2,721.00 -5.25 -0.2% 2,733.00
High 2,736.25 2,731.25 -5.00 -0.2% 2,745.25
Low 2,715.75 2,712.75 -3.00 -0.1% 2,705.00
Close 2,723.50 2,717.75 -5.75 -0.2% 2,717.75
Range 20.50 18.50 -2.00 -9.8% 40.25
ATR 32.87 31.85 -1.03 -3.1% 0.00
Volume 6,823 15,049 8,226 120.6% 49,180
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 2,776.00 2,765.50 2,728.00
R3 2,757.50 2,747.00 2,722.75
R2 2,739.00 2,739.00 2,721.25
R1 2,728.50 2,728.50 2,719.50 2,724.50
PP 2,720.50 2,720.50 2,720.50 2,718.50
S1 2,710.00 2,710.00 2,716.00 2,706.00
S2 2,702.00 2,702.00 2,714.25
S3 2,683.50 2,691.50 2,712.75
S4 2,665.00 2,673.00 2,707.50
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 2,843.50 2,820.75 2,740.00
R3 2,803.25 2,780.50 2,728.75
R2 2,763.00 2,763.00 2,725.25
R1 2,740.25 2,740.25 2,721.50 2,731.50
PP 2,722.75 2,722.75 2,722.75 2,718.25
S1 2,700.00 2,700.00 2,714.00 2,691.25
S2 2,682.50 2,682.50 2,710.25
S3 2,642.25 2,659.75 2,706.75
S4 2,602.00 2,619.50 2,695.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,745.25 2,705.00 40.25 1.5% 21.75 0.8% 32% False False 9,836
10 2,745.25 2,656.75 88.50 3.3% 23.00 0.8% 69% False False 7,731
20 2,745.25 2,595.75 149.50 5.5% 31.50 1.2% 82% False False 8,093
40 2,745.25 2,556.75 188.50 6.9% 40.75 1.5% 85% False False 8,794
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,810.00
2.618 2,779.75
1.618 2,761.25
1.000 2,749.75
0.618 2,742.75
HIGH 2,731.25
0.618 2,724.25
0.500 2,722.00
0.382 2,719.75
LOW 2,712.75
0.618 2,701.25
1.000 2,694.25
1.618 2,682.75
2.618 2,664.25
4.250 2,634.00
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 2,722.00 2,722.50
PP 2,720.50 2,721.00
S1 2,719.25 2,719.25

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

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