E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 2,878.25 2,861.00 -17.25 -0.6% 2,832.25
High 2,883.75 2,878.00 -5.75 -0.2% 2,866.25
Low 2,864.00 2,857.50 -6.50 -0.2% 2,815.00
Close 2,872.50 2,872.00 -0.50 0.0% 2,862.50
Range 19.75 20.50 0.75 3.8% 51.25
ATR 20.83 20.81 -0.02 -0.1% 0.00
Volume 8 1,117 1,109 13,862.5% 772
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,930.75 2,921.75 2,883.25
R3 2,910.25 2,901.25 2,877.75
R2 2,889.75 2,889.75 2,875.75
R1 2,880.75 2,880.75 2,874.00 2,885.25
PP 2,869.25 2,869.25 2,869.25 2,871.50
S1 2,860.25 2,860.25 2,870.00 2,864.75
S2 2,848.75 2,848.75 2,868.25
S3 2,828.25 2,839.75 2,866.25
S4 2,807.75 2,819.25 2,860.75
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 3,001.75 2,983.25 2,890.75
R3 2,950.50 2,932.00 2,876.50
R2 2,899.25 2,899.25 2,872.00
R1 2,880.75 2,880.75 2,867.25 2,890.00
PP 2,848.00 2,848.00 2,848.00 2,852.50
S1 2,829.50 2,829.50 2,857.75 2,838.75
S2 2,796.75 2,796.75 2,853.00
S3 2,745.50 2,778.25 2,848.50
S4 2,694.25 2,727.00 2,834.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,883.75 2,829.00 54.75 1.9% 19.75 0.7% 79% False False 252
10 2,883.75 2,815.00 68.75 2.4% 20.50 0.7% 83% False False 195
20 2,883.75 2,803.00 80.75 2.8% 19.50 0.7% 85% False False 193
40 2,883.75 2,704.00 179.75 6.3% 20.75 0.7% 93% False False 1,010
60 2,883.75 2,700.75 183.00 6.4% 20.75 0.7% 94% False False 870
80 2,883.75 2,612.75 271.00 9.4% 21.00 0.7% 96% False False 815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.78
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,965.00
2.618 2,931.75
1.618 2,911.25
1.000 2,898.50
0.618 2,890.75
HIGH 2,878.00
0.618 2,870.25
0.500 2,867.75
0.382 2,865.25
LOW 2,857.50
0.618 2,844.75
1.000 2,837.00
1.618 2,824.25
2.618 2,803.75
4.250 2,770.50
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 2,870.50 2,871.50
PP 2,869.25 2,871.00
S1 2,867.75 2,870.50

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

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