E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 26-Dec-2018
Day Change Summary
Previous Current
24-Dec-2018 26-Dec-2018 Change Change % Previous Week
Open 2,407.75 2,348.50 -59.25 -2.5% 2,595.50
High 2,434.50 2,477.75 43.25 1.8% 2,616.75
Low 2,340.50 2,313.00 -27.50 -1.2% 2,409.25
Close 2,341.75 2,471.00 129.25 5.5% 2,413.50
Range 94.00 164.75 70.75 75.3% 207.50
ATR 65.30 72.41 7.10 10.9% 0.00
Volume 1,292,750 2,015,176 722,426 55.9% 15,228,297
Daily Pivots for day following 26-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,914.75 2,857.75 2,561.50
R3 2,750.00 2,693.00 2,516.25
R2 2,585.25 2,585.25 2,501.25
R1 2,528.25 2,528.25 2,486.00 2,556.75
PP 2,420.50 2,420.50 2,420.50 2,435.00
S1 2,363.50 2,363.50 2,456.00 2,392.00
S2 2,255.75 2,255.75 2,440.75
S3 2,091.00 2,198.75 2,425.75
S4 1,926.25 2,034.00 2,380.50
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 3,102.25 2,965.50 2,527.50
R3 2,894.75 2,758.00 2,470.50
R2 2,687.25 2,687.25 2,451.50
R1 2,550.50 2,550.50 2,432.50 2,515.00
PP 2,479.75 2,479.75 2,479.75 2,462.25
S1 2,343.00 2,343.00 2,394.50 2,307.50
S2 2,272.25 2,272.25 2,375.50
S3 2,064.75 2,135.50 2,356.50
S4 1,857.25 1,928.00 2,299.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,592.00 2,313.00 279.00 11.3% 107.25 4.3% 57% False True 2,575,298
10 2,690.50 2,313.00 377.50 15.3% 81.25 3.3% 42% False True 2,139,349
20 2,819.00 2,313.00 506.00 20.5% 70.00 2.8% 31% False True 1,090,985
40 2,824.50 2,313.00 511.50 20.7% 59.50 2.4% 31% False True 552,283
60 2,953.25 2,313.00 640.25 25.9% 58.00 2.3% 25% False True 372,324
80 2,955.50 2,313.00 642.50 26.0% 48.50 2.0% 25% False True 280,181
100 2,955.50 2,313.00 642.50 26.0% 42.25 1.7% 25% False True 224,237
120 2,955.50 2,313.00 642.50 26.0% 38.50 1.6% 25% False True 186,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.18
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 3,178.00
2.618 2,909.00
1.618 2,744.25
1.000 2,642.50
0.618 2,579.50
HIGH 2,477.75
0.618 2,414.75
0.500 2,395.50
0.382 2,376.00
LOW 2,313.00
0.618 2,211.25
1.000 2,148.25
1.618 2,046.50
2.618 1,881.75
4.250 1,612.75
Fisher Pivots for day following 26-Dec-2018
Pivot 1 day 3 day
R1 2,445.75 2,450.75
PP 2,420.50 2,430.75
S1 2,395.50 2,410.50

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

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