E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 29-Oct-2018
Day Change Summary
Previous Current
26-Oct-2018 29-Oct-2018 Change Change % Previous Week
Open 2,684.25 2,674.00 -10.25 -0.4% 2,765.75
High 2,698.00 2,713.50 15.50 0.6% 2,789.50
Low 2,633.25 2,609.50 -23.75 -0.9% 2,633.25
Close 2,675.50 2,649.25 -26.25 -1.0% 2,675.50
Range 64.75 104.00 39.25 60.6% 156.25
ATR 47.80 51.82 4.01 8.4% 0.00
Volume 23,121 15,783 -7,338 -31.7% 76,463
Daily Pivots for day following 29-Oct-2018
Classic Woodie Camarilla DeMark
R4 2,969.50 2,913.25 2,706.50
R3 2,865.50 2,809.25 2,677.75
R2 2,761.50 2,761.50 2,668.25
R1 2,705.25 2,705.25 2,658.75 2,681.50
PP 2,657.50 2,657.50 2,657.50 2,645.50
S1 2,601.25 2,601.25 2,639.75 2,577.50
S2 2,553.50 2,553.50 2,630.25
S3 2,449.50 2,497.25 2,620.75
S4 2,345.50 2,393.25 2,592.00
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 3,168.25 3,078.00 2,761.50
R3 3,012.00 2,921.75 2,718.50
R2 2,855.75 2,855.75 2,704.25
R1 2,765.50 2,765.50 2,689.75 2,732.50
PP 2,699.50 2,699.50 2,699.50 2,683.00
S1 2,609.25 2,609.25 2,661.25 2,576.25
S2 2,543.25 2,543.25 2,646.75
S3 2,387.00 2,453.00 2,632.50
S4 2,230.75 2,296.75 2,589.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,764.25 2,609.50 154.75 5.8% 79.00 3.0% 26% False True 16,809
10 2,831.50 2,609.50 222.00 8.4% 63.75 2.4% 18% False True 13,658
20 2,953.25 2,609.50 343.75 13.0% 55.00 2.1% 12% False True 12,405
40 2,955.50 2,609.50 346.00 13.1% 37.50 1.4% 11% False True 8,080
60 2,955.50 2,609.50 346.00 13.1% 31.00 1.2% 11% False True 5,540
80 2,955.50 2,609.50 346.00 13.1% 27.75 1.1% 11% False True 4,358
100 2,955.50 2,609.50 346.00 13.1% 27.00 1.0% 11% False True 3,821
120 2,955.50 2,609.50 346.00 13.1% 25.75 1.0% 11% False True 3,295
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 10.58
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,155.50
2.618 2,985.75
1.618 2,881.75
1.000 2,817.50
0.618 2,777.75
HIGH 2,713.50
0.618 2,673.75
0.500 2,661.50
0.382 2,649.25
LOW 2,609.50
0.618 2,545.25
1.000 2,505.50
1.618 2,441.25
2.618 2,337.25
4.250 2,167.50
Fisher Pivots for day following 29-Oct-2018
Pivot 1 day 3 day
R1 2,661.50 2,669.75
PP 2,657.50 2,663.00
S1 2,653.25 2,656.00

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

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