E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 31-Dec-2018
Day Change Summary
Previous Current
28-Dec-2018 31-Dec-2018 Change Change % Previous Week
Open 2,491.50 2,495.50 4.00 0.2% 2,407.75
High 2,523.00 2,513.00 -10.00 -0.4% 2,523.00
Low 2,472.75 2,482.75 10.00 0.4% 2,313.00
Close 2,486.00 2,505.25 19.25 0.8% 2,486.00
Range 50.25 30.25 -20.00 -39.8% 210.00
ATR 72.77 69.73 -3.04 -4.2% 0.00
Volume 2,011,392 1,414,594 -596,798 -29.7% 7,603,210
Daily Pivots for day following 31-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,591.00 2,578.50 2,522.00
R3 2,560.75 2,548.25 2,513.50
R2 2,530.50 2,530.50 2,510.75
R1 2,518.00 2,518.00 2,508.00 2,524.25
PP 2,500.25 2,500.25 2,500.25 2,503.50
S1 2,487.75 2,487.75 2,502.50 2,494.00
S2 2,470.00 2,470.00 2,499.75
S3 2,439.75 2,457.50 2,497.00
S4 2,409.50 2,427.25 2,488.50
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 3,070.75 2,988.25 2,601.50
R3 2,860.75 2,778.25 2,543.75
R2 2,650.75 2,650.75 2,524.50
R1 2,568.25 2,568.25 2,505.25 2,609.50
PP 2,440.75 2,440.75 2,440.75 2,461.25
S1 2,358.25 2,358.25 2,466.75 2,399.50
S2 2,230.75 2,230.75 2,447.50
S3 2,020.75 2,148.25 2,428.25
S4 1,810.75 1,938.25 2,370.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,523.00 2,313.00 210.00 8.4% 88.25 3.5% 92% False False 1,803,560
10 2,616.75 2,313.00 303.75 12.1% 85.00 3.4% 63% False False 2,424,610
20 2,819.00 2,313.00 506.00 20.2% 72.75 2.9% 38% False False 1,373,276
40 2,824.50 2,313.00 511.50 20.4% 60.25 2.4% 38% False False 693,698
60 2,924.00 2,313.00 611.00 24.4% 59.75 2.4% 31% False False 467,047
80 2,955.50 2,313.00 642.50 25.6% 50.00 2.0% 30% False False 351,508
100 2,955.50 2,313.00 642.50 25.6% 43.75 1.7% 30% False False 281,334
120 2,955.50 2,313.00 642.50 25.6% 39.50 1.6% 30% False False 234,469
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.25
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2,641.50
2.618 2,592.25
1.618 2,562.00
1.000 2,543.25
0.618 2,531.75
HIGH 2,513.00
0.618 2,501.50
0.500 2,498.00
0.382 2,494.25
LOW 2,482.75
0.618 2,464.00
1.000 2,452.50
1.618 2,433.75
2.618 2,403.50
4.250 2,354.25
Fisher Pivots for day following 31-Dec-2018
Pivot 1 day 3 day
R1 2,502.75 2,490.25
PP 2,500.25 2,475.00
S1 2,498.00 2,460.00

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

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