E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 30-Jan-2019
Day Change Summary
Previous Current
29-Jan-2019 30-Jan-2019 Change Change % Previous Week
Open 2,640.25 2,648.50 8.25 0.3% 2,669.25
High 2,650.00 2,689.75 39.75 1.5% 2,673.50
Low 2,628.50 2,636.25 7.75 0.3% 2,612.50
Close 2,640.25 2,682.50 42.25 1.6% 2,663.50
Range 21.50 53.50 32.00 148.8% 61.00
ATR 46.53 47.03 0.50 1.1% 0.00
Volume 1,261,703 1,564,987 303,284 24.0% 6,112,082
Daily Pivots for day following 30-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,830.00 2,809.75 2,712.00
R3 2,776.50 2,756.25 2,697.25
R2 2,723.00 2,723.00 2,692.25
R1 2,702.75 2,702.75 2,687.50 2,713.00
PP 2,669.50 2,669.50 2,669.50 2,674.50
S1 2,649.25 2,649.25 2,677.50 2,659.50
S2 2,616.00 2,616.00 2,672.75
S3 2,562.50 2,595.75 2,667.75
S4 2,509.00 2,542.25 2,653.00
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,832.75 2,809.25 2,697.00
R3 2,771.75 2,748.25 2,680.25
R2 2,710.75 2,710.75 2,674.75
R1 2,687.25 2,687.25 2,669.00 2,668.50
PP 2,649.75 2,649.75 2,649.75 2,640.50
S1 2,626.25 2,626.25 2,658.00 2,607.50
S2 2,588.75 2,588.75 2,652.25
S3 2,527.75 2,565.25 2,646.75
S4 2,466.75 2,504.25 2,630.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,689.75 2,622.25 67.50 2.5% 35.25 1.3% 89% True False 1,378,156
10 2,689.75 2,596.50 93.25 3.5% 39.25 1.5% 92% True False 1,494,045
20 2,689.75 2,438.50 251.25 9.4% 41.75 1.6% 97% True False 1,594,566
40 2,819.00 2,313.00 506.00 18.9% 57.25 2.1% 73% False False 1,483,921
60 2,824.50 2,313.00 511.50 19.1% 54.25 2.0% 72% False False 993,987
80 2,924.00 2,313.00 611.00 22.8% 55.25 2.1% 60% False False 748,927
100 2,955.50 2,313.00 642.50 24.0% 48.25 1.8% 58% False False 600,120
120 2,955.50 2,313.00 642.50 24.0% 43.50 1.6% 58% False False 500,206
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 8.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,917.00
2.618 2,829.75
1.618 2,776.25
1.000 2,743.25
0.618 2,722.75
HIGH 2,689.75
0.618 2,669.25
0.500 2,663.00
0.382 2,656.75
LOW 2,636.25
0.618 2,603.25
1.000 2,582.75
1.618 2,549.75
2.618 2,496.25
4.250 2,409.00
Fisher Pivots for day following 30-Jan-2019
Pivot 1 day 3 day
R1 2,676.00 2,673.75
PP 2,669.50 2,664.75
S1 2,663.00 2,656.00

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

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