E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 30-Nov-2018
Day Change Summary
Previous Current
29-Nov-2018 30-Nov-2018 Change Change % Previous Week
Open 2,745.25 2,747.75 2.50 0.1% 2,639.25
High 2,759.75 2,770.00 10.25 0.4% 2,770.00
Low 2,728.75 2,734.50 5.75 0.2% 2,633.50
Close 2,749.50 2,763.50 14.00 0.5% 2,763.50
Range 31.00 35.50 4.50 14.5% 136.50
ATR 48.59 47.66 -0.94 -1.9% 0.00
Volume 13,790 20,018 6,228 45.2% 97,003
Daily Pivots for day following 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,862.50 2,848.50 2,783.00
R3 2,827.00 2,813.00 2,773.25
R2 2,791.50 2,791.50 2,770.00
R1 2,777.50 2,777.50 2,766.75 2,784.50
PP 2,756.00 2,756.00 2,756.00 2,759.50
S1 2,742.00 2,742.00 2,760.25 2,749.00
S2 2,720.50 2,720.50 2,757.00
S3 2,685.00 2,706.50 2,753.75
S4 2,649.50 2,671.00 2,744.00
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,131.75 3,084.25 2,838.50
R3 2,995.25 2,947.75 2,801.00
R2 2,858.75 2,858.75 2,788.50
R1 2,811.25 2,811.25 2,776.00 2,835.00
PP 2,722.25 2,722.25 2,722.25 2,734.25
S1 2,674.75 2,674.75 2,751.00 2,698.50
S2 2,585.75 2,585.75 2,738.50
S3 2,449.25 2,538.25 2,726.00
S4 2,312.75 2,401.75 2,688.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,770.00 2,633.50 136.50 4.9% 42.25 1.5% 95% True False 19,400
10 2,770.00 2,630.75 139.25 5.0% 45.00 1.6% 95% True False 15,649
20 2,824.50 2,630.75 193.75 7.0% 48.00 1.7% 69% False False 14,120
40 2,924.00 2,609.50 314.50 11.4% 53.25 1.9% 49% False False 13,933
60 2,955.50 2,609.50 346.00 12.5% 42.25 1.5% 45% False False 10,919
80 2,955.50 2,609.50 346.00 12.5% 36.50 1.3% 45% False False 8,348
100 2,955.50 2,609.50 346.00 12.5% 32.75 1.2% 45% False False 6,708
120 2,955.50 2,609.50 346.00 12.5% 31.50 1.1% 45% False False 5,981
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,921.00
2.618 2,863.00
1.618 2,827.50
1.000 2,805.50
0.618 2,792.00
HIGH 2,770.00
0.618 2,756.50
0.500 2,752.25
0.382 2,748.00
LOW 2,734.50
0.618 2,712.50
1.000 2,699.00
1.618 2,677.00
2.618 2,641.50
4.250 2,583.50
Fisher Pivots for day following 30-Nov-2018
Pivot 1 day 3 day
R1 2,759.75 2,751.75
PP 2,756.00 2,740.25
S1 2,752.25 2,728.50

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

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