E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 2,911.00 2,923.25 12.25 0.4% 2,889.75
High 2,918.25 2,923.25 5.00 0.2% 2,928.00
Low 2,903.75 2,898.00 -5.75 -0.2% 2,889.75
Close 2,913.75 2,910.25 -3.50 -0.1% 2,913.75
Range 14.50 25.25 10.75 74.1% 38.25
ATR 19.00 19.45 0.45 2.3% 0.00
Volume 87 126 39 44.8% 6,854
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 2,986.25 2,973.50 2,924.25
R3 2,961.00 2,948.25 2,917.25
R2 2,935.75 2,935.75 2,915.00
R1 2,923.00 2,923.00 2,912.50 2,916.75
PP 2,910.50 2,910.50 2,910.50 2,907.50
S1 2,897.75 2,897.75 2,908.00 2,891.50
S2 2,885.25 2,885.25 2,905.50
S3 2,860.00 2,872.50 2,903.25
S4 2,834.75 2,847.25 2,896.25
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 3,025.25 3,007.75 2,934.75
R3 2,987.00 2,969.50 2,924.25
R2 2,948.75 2,948.75 2,920.75
R1 2,931.25 2,931.25 2,917.25 2,940.00
PP 2,910.50 2,910.50 2,910.50 2,915.00
S1 2,893.00 2,893.00 2,910.25 2,901.75
S2 2,872.25 2,872.25 2,906.75
S3 2,834.00 2,854.75 2,903.25
S4 2,795.75 2,816.50 2,892.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,928.00 2,898.00 30.00 1.0% 17.25 0.6% 41% False True 1,367
10 2,928.00 2,857.50 70.50 2.4% 17.75 0.6% 75% False False 829
20 2,928.00 2,815.00 113.00 3.9% 18.25 0.6% 84% False False 463
40 2,928.00 2,777.25 150.75 5.2% 18.50 0.6% 88% False False 590
60 2,928.00 2,704.00 224.00 7.7% 20.25 0.7% 92% False False 983
80 2,928.00 2,689.75 238.25 8.2% 20.00 0.7% 93% False False 853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.53
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 3,030.50
2.618 2,989.25
1.618 2,964.00
1.000 2,948.50
0.618 2,938.75
HIGH 2,923.25
0.618 2,913.50
0.500 2,910.50
0.382 2,907.75
LOW 2,898.00
0.618 2,882.50
1.000 2,872.75
1.618 2,857.25
2.618 2,832.00
4.250 2,790.75
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 2,910.50 2,912.50
PP 2,910.50 2,911.75
S1 2,910.50 2,911.00

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

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