E-mini S&P 500 Future March 2019

Trading Metrics calculated at close of trading on 30-Oct-2018

Day Change Summary
	Previous	Current
	29-Oct-2018	30-Oct-2018	Change	Change %	Previous Week
Open	2,674.00	2,645.50	-28.50	-1.1%	2,765.75
High	2,713.50	2,695.75	-17.75	-0.7%	2,789.50
Low	2,609.50	2,639.00	29.50	1.1%	2,633.25
Close	2,649.25	2,691.00	41.75	1.6%	2,675.50
Range	104.00	56.75	-47.25	-45.4%	156.25
ATR	51.82	52.17	0.35	0.7%	0.00
Volume	15,783	19,869	4,086	25.9%	76,463

Daily Pivots for day following 30-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	2,845.50	2,825.00	2,722.25
R3	2,788.75	2,768.25	2,706.50
R2	2,732.00	2,732.00	2,701.50
R1	2,711.50	2,711.50	2,696.25	2,721.75
PP	2,675.25	2,675.25	2,675.25	2,680.50
S1	2,654.75	2,654.75	2,685.75	2,665.00
S2	2,618.50	2,618.50	2,680.50
S3	2,561.75	2,598.00	2,675.50
S4	2,505.00	2,541.25	2,659.75

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	2,757.00	2,609.50	147.50	5.5%	77.50	2.9%	55%	False	False	17,686
10	2,831.50	2,609.50	222.00	8.2%	62.00	2.3%	37%	False	False	13,640
20	2,953.25	2,609.50	343.75	12.8%	57.00	2.1%	24%	False	False	12,960
40	2,955.50	2,609.50	346.00	12.9%	38.25	1.4%	24%	False	False	8,574
60	2,955.50	2,609.50	346.00	12.9%	31.50	1.2%	24%	False	False	5,870
80	2,955.50	2,609.50	346.00	12.9%	28.50	1.1%	24%	False	False	4,582
100	2,955.50	2,609.50	346.00	12.9%	27.50	1.0%	24%	False	False	4,019
120	2,955.50	2,609.50	346.00	12.9%	26.25	1.0%	24%	False	False	3,426

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	11.13
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,937.00
2.618	2,844.25
1.618	2,787.50
1.000	2,752.50
0.618	2,730.75
HIGH	2,695.75
0.618	2,674.00
0.500	2,667.50
0.382	2,660.75
LOW	2,639.00
0.618	2,604.00
1.000	2,582.25
1.618	2,547.25
2.618	2,490.50
4.250	2,397.75

Fisher Pivots for day following 30-Oct-2018
Pivot	1 day	3 day
R1	2,683.00	2,681.25
PP	2,675.25	2,671.25
S1	2,667.50	2,661.50

Download as Excel Spreadsheet

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

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