E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 2,639.25 2,665.50 26.25 1.0% 2,739.50
High 2,681.50 2,692.75 11.25 0.4% 2,754.00
Low 2,633.50 2,660.00 26.50 1.0% 2,630.75
Close 2,675.50 2,689.00 13.50 0.5% 2,634.75
Range 48.00 32.75 -15.25 -31.8% 123.25
ATR 50.15 48.90 -1.24 -2.5% 0.00
Volume 11,888 21,046 9,158 77.0% 37,831
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,778.75 2,766.75 2,707.00
R3 2,746.00 2,734.00 2,698.00
R2 2,713.25 2,713.25 2,695.00
R1 2,701.25 2,701.25 2,692.00 2,707.25
PP 2,680.50 2,680.50 2,680.50 2,683.50
S1 2,668.50 2,668.50 2,686.00 2,674.50
S2 2,647.75 2,647.75 2,683.00
S3 2,615.00 2,635.75 2,680.00
S4 2,582.25 2,603.00 2,671.00
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,043.00 2,962.00 2,702.50
R3 2,919.75 2,838.75 2,668.75
R2 2,796.50 2,796.50 2,657.25
R1 2,715.50 2,715.50 2,646.00 2,694.50
PP 2,673.25 2,673.25 2,673.25 2,662.50
S1 2,592.25 2,592.25 2,623.50 2,571.00
S2 2,550.00 2,550.00 2,612.25
S3 2,426.75 2,469.00 2,600.75
S4 2,303.50 2,345.75 2,567.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,702.00 2,630.75 71.25 2.6% 42.75 1.6% 82% False False 12,312
10 2,762.25 2,630.75 131.50 4.9% 49.00 1.8% 44% False False 13,605
20 2,824.50 2,630.75 193.75 7.2% 49.00 1.8% 30% False False 13,581
40 2,953.25 2,609.50 343.75 12.8% 52.00 1.9% 23% False False 12,993
60 2,955.50 2,609.50 346.00 12.9% 41.25 1.5% 23% False False 9,913
80 2,955.50 2,609.50 346.00 12.9% 35.50 1.3% 23% False False 7,550
100 2,955.50 2,609.50 346.00 12.9% 32.00 1.2% 23% False False 6,202
120 2,955.50 2,609.50 346.00 12.9% 30.75 1.1% 23% False False 5,447
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,832.00
2.618 2,778.50
1.618 2,745.75
1.000 2,725.50
0.618 2,713.00
HIGH 2,692.75
0.618 2,680.25
0.500 2,676.50
0.382 2,672.50
LOW 2,660.00
0.618 2,639.75
1.000 2,627.25
1.618 2,607.00
2.618 2,574.25
4.250 2,520.75
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 2,684.75 2,680.00
PP 2,680.50 2,670.75
S1 2,676.50 2,661.75

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

View Archives - Comment on this page... - Back to Index of Symbols