E-mini S&P 500 Future December 2018


Trading Metrics calculated at close of trading on 19-Nov-2018
Day Change Summary
Previous Current
16-Nov-2018 19-Nov-2018 Change Change % Previous Week
Open 2,731.75 2,733.00 1.25 0.0% 2,778.75
High 2,748.75 2,748.00 -0.75 0.0% 2,795.25
Low 2,708.75 2,681.50 -27.25 -1.0% 2,671.25
Close 2,743.00 2,696.25 -46.75 -1.7% 2,743.00
Range 40.00 66.50 26.50 66.3% 124.00
ATR 51.21 52.30 1.09 2.1% 0.00
Volume 1,875,116 1,988,117 113,001 6.0% 10,577,643
Daily Pivots for day following 19-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,908.00 2,868.75 2,732.75
R3 2,841.50 2,802.25 2,714.50
R2 2,775.00 2,775.00 2,708.50
R1 2,735.75 2,735.75 2,702.25 2,722.00
PP 2,708.50 2,708.50 2,708.50 2,701.75
S1 2,669.25 2,669.25 2,690.25 2,655.50
S2 2,642.00 2,642.00 2,684.00
S3 2,575.50 2,602.75 2,678.00
S4 2,509.00 2,536.25 2,659.75
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,108.50 3,049.75 2,811.25
R3 2,984.50 2,925.75 2,777.00
R2 2,860.50 2,860.50 2,765.75
R1 2,801.75 2,801.75 2,754.25 2,769.00
PP 2,736.50 2,736.50 2,736.50 2,720.25
S1 2,677.75 2,677.75 2,731.75 2,645.00
S2 2,612.50 2,612.50 2,720.25
S3 2,488.50 2,553.75 2,709.00
S4 2,364.50 2,429.75 2,674.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,755.75 2,671.25 84.50 3.1% 55.00 2.0% 30% False False 2,128,891
10 2,818.00 2,671.25 146.75 5.4% 52.25 1.9% 17% False False 1,877,121
20 2,818.00 2,603.00 215.00 8.0% 58.25 2.2% 43% False False 2,189,400
40 2,944.75 2,603.00 341.75 12.7% 49.50 1.8% 27% False False 2,052,583
60 2,947.00 2,603.00 344.00 12.8% 39.75 1.5% 27% False False 1,563,999
80 2,947.00 2,603.00 344.00 12.8% 35.25 1.3% 27% False False 1,173,922
100 2,947.00 2,603.00 344.00 12.8% 32.75 1.2% 27% False False 939,611
120 2,947.00 2,603.00 344.00 12.8% 31.75 1.2% 27% False False 783,378
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 False
Bear Hook False
Bull Hook False
Stretch 14.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,030.50
2.618 2,922.00
1.618 2,855.50
1.000 2,814.50
0.618 2,789.00
HIGH 2,748.00
0.618 2,722.50
0.500 2,714.75
0.382 2,707.00
LOW 2,681.50
0.618 2,640.50
1.000 2,615.00
1.618 2,574.00
2.618 2,507.50
4.250 2,399.00
Fisher Pivots for day following 19-Nov-2018
Pivot 1 day 3 day
R1 2,714.75 2,710.00
PP 2,708.50 2,705.50
S1 2,702.50 2,700.75

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

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