E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 14-Dec-2018
Day Change Summary
Previous Current
13-Dec-2018 14-Dec-2018 Change Change % Previous Week
Open 2,657.25 2,650.00 -7.25 -0.3% 2,629.00
High 2,675.25 2,652.75 -22.50 -0.8% 2,690.50
Low 2,641.25 2,597.25 -44.00 -1.7% 2,586.75
Close 2,649.50 2,605.50 -44.00 -1.7% 2,605.50
Range 34.00 55.50 21.50 63.2% 103.75
ATR 54.24 54.33 0.09 0.2% 0.00
Volume 685,685 1,989,620 1,303,935 190.2% 3,044,278
Daily Pivots for day following 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,785.00 2,750.75 2,636.00
R3 2,729.50 2,695.25 2,620.75
R2 2,674.00 2,674.00 2,615.75
R1 2,639.75 2,639.75 2,610.50 2,629.00
PP 2,618.50 2,618.50 2,618.50 2,613.25
S1 2,584.25 2,584.25 2,600.50 2,573.50
S2 2,563.00 2,563.00 2,595.25
S3 2,507.50 2,528.75 2,590.25
S4 2,452.00 2,473.25 2,575.00
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,938.75 2,876.00 2,662.50
R3 2,835.00 2,772.25 2,634.00
R2 2,731.25 2,731.25 2,624.50
R1 2,668.50 2,668.50 2,615.00 2,648.00
PP 2,627.50 2,627.50 2,627.50 2,617.50
S1 2,564.75 2,564.75 2,596.00 2,544.25
S2 2,523.75 2,523.75 2,586.50
S3 2,420.00 2,461.00 2,577.00
S4 2,316.25 2,357.25 2,548.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,690.50 2,586.75 103.75 4.0% 53.25 2.0% 18% False False 608,855
10 2,819.00 2,586.75 232.25 8.9% 60.50 2.3% 8% False False 321,942
20 2,819.00 2,586.75 232.25 8.9% 52.75 2.0% 8% False False 168,795
40 2,824.50 2,586.75 237.75 9.1% 54.50 2.1% 8% False False 91,321
60 2,955.50 2,586.75 368.75 14.2% 49.00 1.9% 5% False False 64,116
80 2,955.50 2,586.75 368.75 14.2% 41.50 1.6% 5% False False 48,567
100 2,955.50 2,586.75 368.75 14.2% 37.25 1.4% 5% False False 38,892
120 2,955.50 2,586.75 368.75 14.2% 34.75 1.3% 5% False False 32,714
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 9.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,888.50
2.618 2,798.00
1.618 2,742.50
1.000 2,708.25
0.618 2,687.00
HIGH 2,652.75
0.618 2,631.50
0.500 2,625.00
0.382 2,618.50
LOW 2,597.25
0.618 2,563.00
1.000 2,541.75
1.618 2,507.50
2.618 2,452.00
4.250 2,361.50
Fisher Pivots for day following 14-Dec-2018
Pivot 1 day 3 day
R1 2,625.00 2,644.00
PP 2,618.50 2,631.00
S1 2,612.00 2,618.25

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

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