E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 2,734.75 2,707.25 -27.50 -1.0% 2,728.50
High 2,754.25 2,743.00 -11.25 -0.4% 2,824.50
Low 2,692.50 2,677.25 -15.25 -0.6% 2,719.50
Close 2,704.50 2,740.50 36.00 1.3% 2,785.50
Range 61.75 65.75 4.00 6.5% 105.00
ATR 50.65 51.73 1.08 2.1% 0.00
Volume 14,037 21,246 7,209 51.4% 57,166
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,917.50 2,894.75 2,776.75
R3 2,851.75 2,829.00 2,758.50
R2 2,786.00 2,786.00 2,752.50
R1 2,763.25 2,763.25 2,746.50 2,774.50
PP 2,720.25 2,720.25 2,720.25 2,726.00
S1 2,697.50 2,697.50 2,734.50 2,709.00
S2 2,654.50 2,654.50 2,728.50
S3 2,588.75 2,631.75 2,722.50
S4 2,523.00 2,566.00 2,704.25
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 2,817.25 2,677.25 140.00 5.1% 57.50 2.1% 45% False True 14,465
10 2,824.50 2,677.25 147.25 5.4% 51.00 1.9% 43% False True 12,592
20 2,824.50 2,609.50 215.00 7.8% 56.25 2.0% 61% False False 13,847
40 2,955.50 2,609.50 346.00 12.6% 47.25 1.7% 38% False False 11,777
60 2,955.50 2,609.50 346.00 12.6% 37.75 1.4% 38% False False 8,491
80 2,955.50 2,609.50 346.00 12.6% 33.25 1.2% 38% False False 6,416
100 2,955.50 2,609.50 346.00 12.6% 31.00 1.1% 38% False False 5,498
120 2,955.50 2,609.50 346.00 12.6% 29.25 1.1% 38% False False 4,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,022.50
2.618 2,915.25
1.618 2,849.50
1.000 2,808.75
0.618 2,783.75
HIGH 2,743.00
0.618 2,718.00
0.500 2,710.00
0.382 2,702.25
LOW 2,677.25
0.618 2,636.50
1.000 2,611.50
1.618 2,570.75
2.618 2,505.00
4.250 2,397.75
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 2,730.50 2,733.50
PP 2,720.25 2,726.75
S1 2,710.00 2,719.75

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

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