E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 18-Jan-2019
Day Change Summary
Previous Current
17-Jan-2019 18-Jan-2019 Change Change % Previous Week
Open 2,614.50 2,636.75 22.25 0.9% 2,588.50
High 2,645.50 2,677.75 32.25 1.2% 2,677.75
Low 2,596.50 2,632.75 36.25 1.4% 2,567.25
Close 2,635.25 2,671.50 36.25 1.4% 2,671.50
Range 49.00 45.00 -4.00 -8.2% 110.50
ATR 53.08 52.50 -0.58 -1.1% 0.00
Volume 1,508,869 1,753,852 244,983 16.2% 7,324,948
Daily Pivots for day following 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,795.75 2,778.50 2,696.25
R3 2,750.75 2,733.50 2,684.00
R2 2,705.75 2,705.75 2,679.75
R1 2,688.50 2,688.50 2,675.50 2,697.00
PP 2,660.75 2,660.75 2,660.75 2,665.00
S1 2,643.50 2,643.50 2,667.50 2,652.00
S2 2,615.75 2,615.75 2,663.25
S3 2,570.75 2,598.50 2,659.00
S4 2,525.75 2,553.50 2,646.75
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,970.25 2,931.50 2,732.25
R3 2,859.75 2,821.00 2,702.00
R2 2,749.25 2,749.25 2,691.75
R1 2,710.50 2,710.50 2,681.75 2,730.00
PP 2,638.75 2,638.75 2,638.75 2,648.50
S1 2,600.00 2,600.00 2,661.25 2,619.50
S2 2,528.25 2,528.25 2,651.25
S3 2,417.75 2,489.50 2,641.00
S4 2,307.25 2,379.00 2,610.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,677.75 2,567.25 110.50 4.1% 35.25 1.3% 94% True False 1,464,989
10 2,677.75 2,523.25 154.50 5.8% 34.25 1.3% 96% True False 1,496,605
20 2,677.75 2,313.00 364.75 13.7% 59.00 2.2% 98% True False 1,863,248
40 2,819.00 2,313.00 506.00 18.9% 57.50 2.1% 71% False False 1,228,044
60 2,824.50 2,313.00 511.50 19.1% 57.50 2.2% 70% False False 823,561
80 2,953.25 2,313.00 640.25 24.0% 54.00 2.0% 56% False False 620,294
100 2,955.50 2,313.00 642.50 24.1% 46.75 1.8% 56% False False 496,750
120 2,955.50 2,313.00 642.50 24.1% 42.25 1.6% 56% False False 413,983
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 7.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,869.00
2.618 2,795.50
1.618 2,750.50
1.000 2,722.75
0.618 2,705.50
HIGH 2,677.75
0.618 2,660.50
0.500 2,655.25
0.382 2,650.00
LOW 2,632.75
0.618 2,605.00
1.000 2,587.75
1.618 2,560.00
2.618 2,515.00
4.250 2,441.50
Fisher Pivots for day following 18-Jan-2019
Pivot 1 day 3 day
R1 2,666.00 2,660.00
PP 2,660.75 2,648.50
S1 2,655.25 2,637.00

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

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