E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 22-Jan-2019
Day Change Summary
Previous Current
18-Jan-2019 22-Jan-2019 Change Change % Previous Week
Open 2,636.75 2,669.25 32.50 1.2% 2,588.50
High 2,677.75 2,673.50 -4.25 -0.2% 2,677.75
Low 2,632.75 2,616.50 -16.25 -0.6% 2,567.25
Close 2,671.50 2,632.00 -39.50 -1.5% 2,671.50
Range 45.00 57.00 12.00 26.7% 110.50
ATR 52.50 52.82 0.32 0.6% 0.00
Volume 1,753,852 1,880,446 126,594 7.2% 7,324,948
Daily Pivots for day following 22-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,811.75 2,778.75 2,663.25
R3 2,754.75 2,721.75 2,647.75
R2 2,697.75 2,697.75 2,642.50
R1 2,664.75 2,664.75 2,637.25 2,652.75
PP 2,640.75 2,640.75 2,640.75 2,634.50
S1 2,607.75 2,607.75 2,626.75 2,595.75
S2 2,583.75 2,583.75 2,621.50
S3 2,526.75 2,550.75 2,616.25
S4 2,469.75 2,493.75 2,600.75
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 2,580.00 97.75 3.7% 41.75 1.6% 53% False False 1,601,198
10 2,677.75 2,547.50 130.25 4.9% 35.50 1.3% 65% False False 1,521,437
20 2,677.75 2,313.00 364.75 13.9% 58.00 2.2% 87% False False 1,772,940
40 2,819.00 2,313.00 506.00 19.2% 57.75 2.2% 63% False False 1,274,768
60 2,824.50 2,313.00 511.50 19.4% 57.00 2.2% 62% False False 854,676
80 2,953.25 2,313.00 640.25 24.3% 54.25 2.1% 50% False False 643,659
100 2,955.50 2,313.00 642.50 24.4% 47.25 1.8% 50% False False 515,550
120 2,955.50 2,313.00 642.50 24.4% 42.50 1.6% 50% False False 429,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.45
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,915.75
2.618 2,822.75
1.618 2,765.75
1.000 2,730.50
0.618 2,708.75
HIGH 2,673.50
0.618 2,651.75
0.500 2,645.00
0.382 2,638.25
LOW 2,616.50
0.618 2,581.25
1.000 2,559.50
1.618 2,524.25
2.618 2,467.25
4.250 2,374.25
Fisher Pivots for day following 22-Jan-2019
Pivot 1 day 3 day
R1 2,645.00 2,637.00
PP 2,640.75 2,635.50
S1 2,636.25 2,633.75

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

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