E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 14-Jan-2019
Day Change Summary
Previous Current
11-Jan-2019 14-Jan-2019 Change Change % Previous Week
Open 2,594.00 2,588.50 -5.50 -0.2% 2,537.25
High 2,597.75 2,592.00 -5.75 -0.2% 2,599.50
Low 2,577.00 2,567.25 -9.75 -0.4% 2,523.25
Close 2,595.00 2,580.50 -14.50 -0.6% 2,595.00
Range 20.75 24.75 4.00 19.3% 76.25
ATR 59.64 57.36 -2.28 -3.8% 0.00
Volume 1,213,026 1,199,404 -13,622 -1.1% 7,641,109
Daily Pivots for day following 14-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,654.25 2,642.00 2,594.00
R3 2,629.50 2,617.25 2,587.25
R2 2,604.75 2,604.75 2,585.00
R1 2,592.50 2,592.50 2,582.75 2,586.25
PP 2,580.00 2,580.00 2,580.00 2,576.75
S1 2,567.75 2,567.75 2,578.25 2,561.50
S2 2,555.25 2,555.25 2,576.00
S3 2,530.50 2,543.00 2,573.75
S4 2,505.75 2,518.25 2,567.00
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,801.25 2,774.50 2,637.00
R3 2,725.00 2,698.25 2,616.00
R2 2,648.75 2,648.75 2,609.00
R1 2,622.00 2,622.00 2,602.00 2,635.50
PP 2,572.50 2,572.50 2,572.50 2,579.25
S1 2,545.75 2,545.75 2,588.00 2,559.00
S2 2,496.25 2,496.25 2,581.00
S3 2,420.00 2,469.50 2,574.00
S4 2,343.75 2,393.25 2,553.00
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 2,547.50 52.00 2.0% 29.25 1.1% 63% False False 1,441,676
10 2,599.50 2,438.50 161.00 6.2% 44.00 1.7% 88% False False 1,683,298
20 2,652.75 2,313.00 339.75 13.2% 65.75 2.5% 79% False False 2,082,705
40 2,819.00 2,313.00 506.00 19.6% 59.50 2.3% 53% False False 1,076,541
60 2,824.50 2,313.00 511.50 19.8% 58.25 2.3% 52% False False 722,180
80 2,955.50 2,313.00 642.50 24.9% 53.00 2.1% 42% False False 544,004
100 2,955.50 2,313.00 642.50 24.9% 46.00 1.8% 42% False False 435,509
120 2,955.50 2,313.00 642.50 24.9% 41.75 1.6% 42% False False 362,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,697.25
2.618 2,656.75
1.618 2,632.00
1.000 2,616.75
0.618 2,607.25
HIGH 2,592.00
0.618 2,582.50
0.500 2,579.50
0.382 2,576.75
LOW 2,567.25
0.618 2,552.00
1.000 2,542.50
1.618 2,527.25
2.618 2,502.50
4.250 2,462.00
Fisher Pivots for day following 14-Jan-2019
Pivot 1 day 3 day
R1 2,580.25 2,580.25
PP 2,580.00 2,580.25
S1 2,579.50 2,580.00

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

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