E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 02-Jan-2019
Day Change Summary
Previous Current
31-Dec-2018 02-Jan-2019 Change Change % Previous Week
Open 2,495.50 2,508.00 12.50 0.5% 2,407.75
High 2,513.00 2,521.25 8.25 0.3% 2,523.00
Low 2,482.75 2,452.25 -30.50 -1.2% 2,313.00
Close 2,505.25 2,511.00 5.75 0.2% 2,486.00
Range 30.25 69.00 38.75 128.1% 210.00
ATR 69.73 69.68 -0.05 -0.1% 0.00
Volume 1,414,594 1,969,697 555,103 39.2% 7,603,210
Daily Pivots for day following 02-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,701.75 2,675.50 2,549.00
R3 2,632.75 2,606.50 2,530.00
R2 2,563.75 2,563.75 2,523.75
R1 2,537.50 2,537.50 2,517.25 2,550.50
PP 2,494.75 2,494.75 2,494.75 2,501.50
S1 2,468.50 2,468.50 2,504.75 2,481.50
S2 2,425.75 2,425.75 2,498.25
S3 2,356.75 2,399.50 2,492.00
S4 2,287.75 2,330.50 2,473.00
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% 83.25 3.3% 94% False False 1,938,950
10 2,592.00 2,313.00 279.00 11.1% 83.50 3.3% 71% False False 2,325,697
20 2,795.25 2,313.00 482.25 19.2% 74.00 3.0% 41% False False 1,470,690
40 2,824.50 2,313.00 511.50 20.4% 60.50 2.4% 39% False False 742,748
60 2,908.50 2,313.00 595.50 23.7% 60.25 2.4% 33% False False 499,783
80 2,955.50 2,313.00 642.50 25.6% 50.50 2.0% 31% False False 376,111
100 2,955.50 2,313.00 642.50 25.6% 44.50 1.8% 31% False False 301,031
120 2,955.50 2,313.00 642.50 25.6% 40.00 1.6% 31% False False 250,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,814.50
2.618 2,702.00
1.618 2,633.00
1.000 2,590.25
0.618 2,564.00
HIGH 2,521.25
0.618 2,495.00
0.500 2,486.75
0.382 2,478.50
LOW 2,452.25
0.618 2,409.50
1.000 2,383.25
1.618 2,340.50
2.618 2,271.50
4.250 2,159.00
Fisher Pivots for day following 02-Jan-2019
Pivot 1 day 3 day
R1 2,503.00 2,503.25
PP 2,494.75 2,495.50
S1 2,486.75 2,487.50

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

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