E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 2,889.50 2,894.50 5.00 0.2% 2,923.25
High 2,900.00 2,905.00 5.00 0.2% 2,923.25
Low 2,885.75 2,880.50 -5.25 -0.2% 2,877.75
Close 2,892.25 2,902.25 10.00 0.3% 2,886.50
Range 14.25 24.50 10.25 71.9% 45.50
ATR 19.36 19.73 0.37 1.9% 0.00
Volume 749 978 229 30.6% 5,173
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 2,969.50 2,960.25 2,915.75
R3 2,945.00 2,935.75 2,909.00
R2 2,920.50 2,920.50 2,906.75
R1 2,911.25 2,911.25 2,904.50 2,916.00
PP 2,896.00 2,896.00 2,896.00 2,898.25
S1 2,886.75 2,886.75 2,900.00 2,891.50
S2 2,871.50 2,871.50 2,897.75
S3 2,847.00 2,862.25 2,895.50
S4 2,822.50 2,837.75 2,888.75
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 3,032.25 3,005.00 2,911.50
R3 2,986.75 2,959.50 2,899.00
R2 2,941.25 2,941.25 2,894.75
R1 2,914.00 2,914.00 2,890.75 2,905.00
PP 2,895.75 2,895.75 2,895.75 2,891.25
S1 2,868.50 2,868.50 2,882.25 2,859.50
S2 2,850.25 2,850.25 2,878.25
S3 2,804.75 2,823.00 2,874.00
S4 2,759.25 2,777.50 2,861.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,911.00 2,877.75 33.25 1.1% 20.50 0.7% 74% False False 1,354
10 2,928.00 2,877.75 50.25 1.7% 18.75 0.6% 49% False False 1,361
20 2,928.00 2,815.00 113.00 3.9% 19.50 0.7% 77% False False 792
40 2,928.00 2,802.00 126.00 4.3% 19.00 0.7% 80% False False 456
60 2,928.00 2,704.00 224.00 7.7% 20.75 0.7% 89% False False 1,095
80 2,928.00 2,689.75 238.25 8.2% 20.50 0.7% 89% False False 843
100 2,928.00 2,612.75 315.25 10.9% 20.75 0.7% 92% False False 792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,009.00
2.618 2,969.25
1.618 2,944.75
1.000 2,929.50
0.618 2,920.25
HIGH 2,905.00
0.618 2,895.75
0.500 2,892.75
0.382 2,889.75
LOW 2,880.50
0.618 2,865.25
1.000 2,856.00
1.618 2,840.75
2.618 2,816.25
4.250 2,776.50
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 2,899.00 2,898.50
PP 2,896.00 2,895.00
S1 2,892.75 2,891.50

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

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