E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 12-Apr-2018
Day Change Summary
Previous Current
11-Apr-2018 12-Apr-2018 Change Change % Previous Week
Open 2,654.50 2,653.50 -1.00 0.0% 2,642.00
High 2,668.00 2,682.25 14.25 0.5% 2,680.00
Low 2,635.50 2,648.50 13.00 0.5% 2,561.75
Close 2,649.25 2,672.50 23.25 0.9% 2,613.75
Range 32.50 33.75 1.25 3.8% 118.25
ATR 49.92 48.77 -1.16 -2.3% 0.00
Volume 1,223 874 -349 -28.5% 8,651
Daily Pivots for day following 12-Apr-2018
Classic Woodie Camarilla DeMark
R4 2,769.00 2,754.50 2,691.00
R3 2,735.25 2,720.75 2,681.75
R2 2,701.50 2,701.50 2,678.75
R1 2,687.00 2,687.00 2,675.50 2,694.25
PP 2,667.75 2,667.75 2,667.75 2,671.50
S1 2,653.25 2,653.25 2,669.50 2,660.50
S2 2,634.00 2,634.00 2,666.25
S3 2,600.25 2,619.50 2,663.25
S4 2,566.50 2,585.75 2,654.00
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 2,973.25 2,911.75 2,678.75
R3 2,855.00 2,793.50 2,646.25
R2 2,736.75 2,736.75 2,635.50
R1 2,675.25 2,675.25 2,624.50 2,647.00
PP 2,618.50 2,618.50 2,618.50 2,604.25
S1 2,557.00 2,557.00 2,603.00 2,528.50
S2 2,500.25 2,500.25 2,592.00
S3 2,382.00 2,438.75 2,581.25
S4 2,263.75 2,320.50 2,548.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,682.25 2,594.50 87.75 3.3% 47.00 1.8% 89% True False 1,121
10 2,682.25 2,561.75 120.50 4.5% 53.75 2.0% 92% True False 1,343
20 2,777.25 2,561.75 215.50 8.1% 49.75 1.9% 51% False False 1,359
40 2,818.00 2,561.75 256.25 9.6% 44.25 1.7% 43% False False 758
60 2,894.75 2,546.25 348.50 13.0% 45.50 1.7% 36% False False 739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,825.75
2.618 2,770.50
1.618 2,736.75
1.000 2,716.00
0.618 2,703.00
HIGH 2,682.25
0.618 2,669.25
0.500 2,665.50
0.382 2,661.50
LOW 2,648.50
0.618 2,627.75
1.000 2,614.75
1.618 2,594.00
2.618 2,560.25
4.250 2,505.00
Fisher Pivots for day following 12-Apr-2018
Pivot 1 day 3 day
R1 2,670.00 2,665.50
PP 2,667.75 2,658.75
S1 2,665.50 2,651.75

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

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