E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 2,821.75 2,783.25 -38.50 -1.4% 2,777.25
High 2,821.75 2,808.00 -13.75 -0.5% 2,831.50
Low 2,764.25 2,769.75 5.50 0.2% 2,753.00
Close 2,779.75 2,775.00 -4.75 -0.2% 2,775.00
Range 57.50 38.25 -19.25 -33.5% 78.50
ATR 40.00 39.87 -0.12 -0.3% 0.00
Volume 13,482 5,510 -7,972 -59.1% 51,692
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 2,899.00 2,875.25 2,796.00
R3 2,860.75 2,837.00 2,785.50
R2 2,822.50 2,822.50 2,782.00
R1 2,798.75 2,798.75 2,778.50 2,791.50
PP 2,784.25 2,784.25 2,784.25 2,780.50
S1 2,760.50 2,760.50 2,771.50 2,753.25
S2 2,746.00 2,746.00 2,768.00
S3 2,707.75 2,722.25 2,764.50
S4 2,669.50 2,684.00 2,754.00
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 3,022.00 2,977.00 2,818.25
R3 2,943.50 2,898.50 2,796.50
R2 2,865.00 2,865.00 2,789.50
R1 2,820.00 2,820.00 2,782.25 2,803.25
PP 2,786.50 2,786.50 2,786.50 2,778.00
S1 2,741.50 2,741.50 2,767.75 2,724.75
S2 2,708.00 2,708.00 2,760.50
S3 2,629.50 2,663.00 2,753.50
S4 2,551.00 2,584.50 2,731.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,831.50 2,753.00 78.50 2.8% 48.50 1.7% 28% False False 10,338
10 2,908.50 2,719.50 189.00 6.8% 55.75 2.0% 29% False False 12,385
20 2,953.25 2,719.50 233.75 8.4% 39.50 1.4% 24% False False 9,872
40 2,955.50 2,719.50 236.00 8.5% 29.50 1.1% 24% False False 5,946
60 2,955.50 2,719.50 236.00 8.5% 26.25 0.9% 24% False False 4,019
80 2,955.50 2,704.00 251.50 9.1% 24.75 0.9% 28% False False 3,450
100 2,955.50 2,704.00 251.50 9.1% 24.00 0.9% 28% False False 2,902
120 2,955.50 2,612.75 342.75 12.4% 23.75 0.9% 47% False False 2,527
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.95
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,970.50
2.618 2,908.25
1.618 2,870.00
1.000 2,846.25
0.618 2,831.75
HIGH 2,808.00
0.618 2,793.50
0.500 2,789.00
0.382 2,784.25
LOW 2,769.75
0.618 2,746.00
1.000 2,731.50
1.618 2,707.75
2.618 2,669.50
4.250 2,607.25
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 2,789.00 2,798.00
PP 2,784.25 2,790.25
S1 2,779.50 2,782.50

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

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