E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 03-Jan-2019
Day Change Summary
Previous Current
02-Jan-2019 03-Jan-2019 Change Change % Previous Week
Open 2,508.00 2,482.25 -25.75 -1.0% 2,407.75
High 2,521.25 2,493.50 -27.75 -1.1% 2,523.00
Low 2,452.25 2,443.25 -9.00 -0.4% 2,313.00
Close 2,511.00 2,447.75 -63.25 -2.5% 2,486.00
Range 69.00 50.25 -18.75 -27.2% 210.00
ATR 69.68 69.54 -0.14 -0.2% 0.00
Volume 1,969,697 2,257,341 287,644 14.6% 7,603,210
Daily Pivots for day following 03-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,612.25 2,580.25 2,475.50
R3 2,562.00 2,530.00 2,461.50
R2 2,511.75 2,511.75 2,457.00
R1 2,479.75 2,479.75 2,452.25 2,470.50
PP 2,461.50 2,461.50 2,461.50 2,457.00
S1 2,429.50 2,429.50 2,443.25 2,420.50
S2 2,411.25 2,411.25 2,438.50
S3 2,361.00 2,379.25 2,434.00
S4 2,310.75 2,329.00 2,420.00
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 2,397.00 126.00 5.1% 60.25 2.5% 40% False False 1,987,383
10 2,592.00 2,313.00 279.00 11.4% 83.75 3.4% 48% False False 2,281,340
20 2,725.75 2,313.00 412.75 16.9% 72.00 2.9% 33% False False 1,583,302
40 2,824.50 2,313.00 511.50 20.9% 61.00 2.5% 26% False False 798,971
60 2,908.50 2,313.00 595.50 24.3% 60.50 2.5% 23% False False 537,236
80 2,955.50 2,313.00 642.50 26.2% 51.00 2.1% 21% False False 404,319
100 2,955.50 2,313.00 642.50 26.2% 44.75 1.8% 21% False False 323,604
120 2,955.50 2,313.00 642.50 26.2% 40.25 1.6% 21% False False 269,692
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 22.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,707.00
2.618 2,625.00
1.618 2,574.75
1.000 2,543.75
0.618 2,524.50
HIGH 2,493.50
0.618 2,474.25
0.500 2,468.50
0.382 2,462.50
LOW 2,443.25
0.618 2,412.25
1.000 2,393.00
1.618 2,362.00
2.618 2,311.75
4.250 2,229.75
Fisher Pivots for day following 03-Jan-2019
Pivot 1 day 3 day
R1 2,468.50 2,482.25
PP 2,461.50 2,470.75
S1 2,454.50 2,459.25

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

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