E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 2,569.50 2,580.00 10.50 0.4% 2,495.50
High 2,596.75 2,599.50 2.75 0.1% 2,539.25
Low 2,568.50 2,560.50 -8.00 -0.3% 2,438.50
Close 2,582.50 2,594.00 11.50 0.4% 2,531.25
Range 28.25 39.00 10.75 38.1% 100.75
ATR 64.45 62.63 -1.82 -2.8% 0.00
Volume 1,596,941 1,534,119 -62,822 -3.9% 7,992,468
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,701.75 2,686.75 2,615.50
R3 2,662.75 2,647.75 2,604.75
R2 2,623.75 2,623.75 2,601.25
R1 2,608.75 2,608.75 2,597.50 2,616.25
PP 2,584.75 2,584.75 2,584.75 2,588.50
S1 2,569.75 2,569.75 2,590.50 2,577.25
S2 2,545.75 2,545.75 2,586.75
S3 2,506.75 2,530.75 2,583.25
S4 2,467.75 2,491.75 2,572.50
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,805.25 2,769.00 2,586.75
R3 2,704.50 2,668.25 2,559.00
R2 2,603.75 2,603.75 2,549.75
R1 2,567.50 2,567.50 2,540.50 2,585.50
PP 2,503.00 2,503.00 2,503.00 2,512.00
S1 2,466.75 2,466.75 2,522.00 2,485.00
S2 2,402.25 2,402.25 2,512.75
S3 2,301.50 2,366.00 2,503.50
S4 2,200.75 2,265.25 2,475.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,599.50 2,438.50 161.00 6.2% 49.25 1.9% 97% True False 1,755,783
10 2,599.50 2,397.00 202.50 7.8% 54.75 2.1% 97% True False 1,871,583
20 2,690.50 2,313.00 377.50 14.6% 68.00 2.6% 74% False False 2,005,466
40 2,819.00 2,313.00 506.00 19.5% 61.00 2.3% 56% False False 1,016,790
60 2,831.50 2,313.00 518.50 20.0% 59.50 2.3% 54% False False 682,395
80 2,955.50 2,313.00 642.50 24.8% 53.00 2.0% 44% False False 513,960
100 2,955.50 2,313.00 642.50 24.8% 46.00 1.8% 44% False False 411,385
120 2,955.50 2,313.00 642.50 24.8% 41.75 1.6% 44% False False 342,845
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,765.25
2.618 2,701.50
1.618 2,662.50
1.000 2,638.50
0.618 2,623.50
HIGH 2,599.50
0.618 2,584.50
0.500 2,580.00
0.382 2,575.50
LOW 2,560.50
0.618 2,536.50
1.000 2,521.50
1.618 2,497.50
2.618 2,458.50
4.250 2,394.75
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 2,589.25 2,587.25
PP 2,584.75 2,580.25
S1 2,580.00 2,573.50

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

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