E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 2,741.75 2,735.00 -6.75 -0.2% 2,742.25
High 2,750.50 2,741.50 -9.00 -0.3% 2,749.00
Low 2,731.00 2,714.00 -17.00 -0.6% 2,709.25
Close 2,735.00 2,739.50 4.50 0.2% 2,721.50
Range 19.50 27.50 8.00 41.0% 39.75
ATR 29.59 29.44 -0.15 -0.5% 0.00
Volume 766 554 -212 -27.7% 7,058
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 2,814.25 2,804.25 2,754.50
R3 2,786.75 2,776.75 2,747.00
R2 2,759.25 2,759.25 2,744.50
R1 2,749.25 2,749.25 2,742.00 2,754.25
PP 2,731.75 2,731.75 2,731.75 2,734.00
S1 2,721.75 2,721.75 2,737.00 2,726.75
S2 2,704.25 2,704.25 2,734.50
S3 2,676.75 2,694.25 2,732.00
S4 2,649.25 2,666.75 2,724.50
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 2,845.75 2,823.50 2,743.25
R3 2,806.00 2,783.75 2,732.50
R2 2,766.25 2,766.25 2,728.75
R1 2,744.00 2,744.00 2,725.25 2,735.25
PP 2,726.50 2,726.50 2,726.50 2,722.25
S1 2,704.25 2,704.25 2,717.75 2,695.50
S2 2,686.75 2,686.75 2,714.25
S3 2,647.00 2,664.50 2,710.50
S4 2,607.25 2,624.75 2,699.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,750.50 2,714.00 36.50 1.3% 19.75 0.7% 70% False True 567
10 2,750.50 2,702.00 48.50 1.8% 21.25 0.8% 77% False False 898
20 2,750.50 2,599.50 151.00 5.5% 27.00 1.0% 93% False False 813
40 2,750.50 2,561.75 188.75 6.9% 35.25 1.3% 94% False False 847
60 2,818.00 2,561.75 256.25 9.4% 37.00 1.4% 69% False False 795
80 2,870.50 2,546.25 324.25 11.8% 42.25 1.5% 60% False False 682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,858.50
2.618 2,813.50
1.618 2,786.00
1.000 2,769.00
0.618 2,758.50
HIGH 2,741.50
0.618 2,731.00
0.500 2,727.75
0.382 2,724.50
LOW 2,714.00
0.618 2,697.00
1.000 2,686.50
1.618 2,669.50
2.618 2,642.00
4.250 2,597.00
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 2,735.50 2,737.00
PP 2,731.75 2,734.75
S1 2,727.75 2,732.25

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

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