E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 2,679.00 2,686.50 7.50 0.3% 2,686.00
High 2,682.25 2,707.75 25.50 1.0% 2,690.50
Low 2,660.75 2,675.75 15.00 0.6% 2,599.50
Close 2,678.50 2,704.50 26.00 1.0% 2,671.50
Range 21.50 32.00 10.50 48.8% 91.00
ATR 37.26 36.88 -0.38 -1.0% 0.00
Volume 403 154 -249 -61.8% 5,709
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 2,792.00 2,780.25 2,722.00
R3 2,760.00 2,748.25 2,713.25
R2 2,728.00 2,728.00 2,710.25
R1 2,716.25 2,716.25 2,707.50 2,722.00
PP 2,696.00 2,696.00 2,696.00 2,699.00
S1 2,684.25 2,684.25 2,701.50 2,690.00
S2 2,664.00 2,664.00 2,698.75
S3 2,632.00 2,652.25 2,695.75
S4 2,600.00 2,620.25 2,687.00
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 2,926.75 2,890.25 2,721.50
R3 2,835.75 2,799.25 2,696.50
R2 2,744.75 2,744.75 2,688.25
R1 2,708.25 2,708.25 2,679.75 2,681.00
PP 2,653.75 2,653.75 2,653.75 2,640.25
S1 2,617.25 2,617.25 2,663.25 2,590.00
S2 2,562.75 2,562.75 2,654.75
S3 2,471.75 2,526.25 2,646.50
S4 2,380.75 2,435.25 2,621.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,707.75 2,599.50 108.25 4.0% 34.75 1.3% 97% True False 1,361
10 2,707.75 2,599.50 108.25 4.0% 32.50 1.2% 97% True False 727
20 2,727.25 2,599.50 127.75 4.7% 32.50 1.2% 82% False False 598
40 2,793.00 2,561.75 231.25 8.6% 41.25 1.5% 62% False False 959
60 2,818.00 2,561.75 256.25 9.5% 40.25 1.5% 56% False False 690
80 2,894.75 2,546.25 348.50 12.9% 42.25 1.6% 45% False False 698
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 7.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,843.75
2.618 2,791.50
1.618 2,759.50
1.000 2,739.75
0.618 2,727.50
HIGH 2,707.75
0.618 2,695.50
0.500 2,691.75
0.382 2,688.00
LOW 2,675.75
0.618 2,656.00
1.000 2,643.75
1.618 2,624.00
2.618 2,592.00
4.250 2,539.75
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 2,700.25 2,697.75
PP 2,696.00 2,691.00
S1 2,691.75 2,684.25

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

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