E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 13-Nov-2018
Day Change Summary
Previous Current
12-Nov-2018 13-Nov-2018 Change Change % Previous Week
Open 2,782.75 2,738.50 -44.25 -1.6% 2,728.50
High 2,801.75 2,762.25 -39.50 -1.4% 2,824.50
Low 2,728.50 2,721.00 -7.50 -0.3% 2,719.50
Close 2,734.00 2,733.75 -0.25 0.0% 2,785.50
Range 73.25 41.25 -32.00 -43.7% 105.00
ATR 50.45 49.80 -0.66 -1.3% 0.00
Volume 17,407 8,353 -9,054 -52.0% 57,166
Daily Pivots for day following 13-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,862.75 2,839.50 2,756.50
R3 2,821.50 2,798.25 2,745.00
R2 2,780.25 2,780.25 2,741.25
R1 2,757.00 2,757.00 2,737.50 2,748.00
PP 2,739.00 2,739.00 2,739.00 2,734.50
S1 2,715.75 2,715.75 2,730.00 2,706.75
S2 2,697.75 2,697.75 2,726.25
S3 2,656.50 2,674.50 2,722.50
S4 2,615.25 2,633.25 2,711.00
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,091.50 3,043.50 2,843.25
R3 2,986.50 2,938.50 2,814.50
R2 2,881.50 2,881.50 2,804.75
R1 2,833.50 2,833.50 2,795.00 2,857.50
PP 2,776.50 2,776.50 2,776.50 2,788.50
S1 2,728.50 2,728.50 2,776.00 2,752.50
S2 2,671.50 2,671.50 2,766.25
S3 2,566.50 2,623.50 2,756.50
S4 2,461.50 2,518.50 2,727.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,824.50 2,721.00 103.50 3.8% 51.25 1.9% 12% False True 12,813
10 2,824.50 2,688.00 136.50 5.0% 47.50 1.7% 34% False False 12,404
20 2,831.50 2,609.50 222.00 8.1% 54.75 2.0% 56% False False 13,022
40 2,955.50 2,609.50 346.00 12.7% 45.00 1.6% 36% False False 11,166
60 2,955.50 2,609.50 346.00 12.7% 36.50 1.3% 36% False False 7,921
80 2,955.50 2,609.50 346.00 12.7% 32.25 1.2% 36% False False 5,975
100 2,955.50 2,609.50 346.00 12.7% 30.25 1.1% 36% False False 5,239
120 2,955.50 2,609.50 346.00 12.7% 28.75 1.1% 36% False False 4,389
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,937.50
2.618 2,870.25
1.618 2,829.00
1.000 2,803.50
0.618 2,787.75
HIGH 2,762.25
0.618 2,746.50
0.500 2,741.50
0.382 2,736.75
LOW 2,721.00
0.618 2,695.50
1.000 2,679.75
1.618 2,654.25
2.618 2,613.00
4.250 2,545.75
Fisher Pivots for day following 13-Nov-2018
Pivot 1 day 3 day
R1 2,741.50 2,769.00
PP 2,739.00 2,757.25
S1 2,736.50 2,745.50

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

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