E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 2,747.75 2,792.00 44.25 1.6% 2,639.25
High 2,770.00 2,819.00 49.00 1.8% 2,770.00
Low 2,734.50 2,779.00 44.50 1.6% 2,633.50
Close 2,763.50 2,796.00 32.50 1.2% 2,763.50
Range 35.50 40.00 4.50 12.7% 136.50
ATR 47.66 48.22 0.56 1.2% 0.00
Volume 20,018 21,402 1,384 6.9% 97,003
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,918.00 2,897.00 2,818.00
R3 2,878.00 2,857.00 2,807.00
R2 2,838.00 2,838.00 2,803.25
R1 2,817.00 2,817.00 2,799.75 2,827.50
PP 2,798.00 2,798.00 2,798.00 2,803.25
S1 2,777.00 2,777.00 2,792.25 2,787.50
S2 2,758.00 2,758.00 2,788.75
S3 2,718.00 2,737.00 2,785.00
S4 2,678.00 2,697.00 2,774.00
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 2,819.00 2,660.00 159.00 5.7% 40.50 1.5% 86% True False 21,303
10 2,819.00 2,630.75 188.25 6.7% 45.00 1.6% 88% True False 15,623
20 2,824.50 2,630.75 193.75 6.9% 46.75 1.7% 85% False False 14,805
40 2,908.50 2,609.50 299.00 10.7% 53.25 1.9% 62% False False 14,329
60 2,955.50 2,609.50 346.00 12.4% 42.75 1.5% 54% False False 11,252
80 2,955.50 2,609.50 346.00 12.4% 37.00 1.3% 54% False False 8,616
100 2,955.50 2,609.50 346.00 12.4% 33.00 1.2% 54% False False 6,919
120 2,955.50 2,609.50 346.00 12.4% 31.75 1.1% 54% False False 6,159
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 8.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,989.00
2.618 2,923.75
1.618 2,883.75
1.000 2,859.00
0.618 2,843.75
HIGH 2,819.00
0.618 2,803.75
0.500 2,799.00
0.382 2,794.25
LOW 2,779.00
0.618 2,754.25
1.000 2,739.00
1.618 2,714.25
2.618 2,674.25
4.250 2,609.00
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 2,799.00 2,788.50
PP 2,798.00 2,781.25
S1 2,797.00 2,774.00

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

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