E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 24-Jan-2019
Day Change Summary
Previous Current
23-Jan-2019 24-Jan-2019 Change Change % Previous Week
Open 2,630.75 2,635.00 4.25 0.2% 2,588.50
High 2,653.75 2,647.50 -6.25 -0.2% 2,677.75
Low 2,612.50 2,626.00 13.50 0.5% 2,567.25
Close 2,638.25 2,634.00 -4.25 -0.2% 2,671.50
Range 41.25 21.50 -19.75 -47.9% 110.50
ATR 52.00 49.82 -2.18 -4.2% 0.00
Volume 1,576,181 1,266,714 -309,467 -19.6% 7,324,948
Daily Pivots for day following 24-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,700.25 2,688.75 2,645.75
R3 2,678.75 2,667.25 2,640.00
R2 2,657.25 2,657.25 2,638.00
R1 2,645.75 2,645.75 2,636.00 2,640.75
PP 2,635.75 2,635.75 2,635.75 2,633.50
S1 2,624.25 2,624.25 2,632.00 2,619.25
S2 2,614.25 2,614.25 2,630.00
S3 2,592.75 2,602.75 2,628.00
S4 2,571.25 2,581.25 2,622.25
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 2,596.50 81.25 3.1% 42.75 1.6% 46% False False 1,597,212
10 2,677.75 2,560.50 117.25 4.5% 35.50 1.4% 63% False False 1,479,543
20 2,677.75 2,313.00 364.75 13.8% 51.50 2.0% 88% False False 1,699,616
40 2,819.00 2,313.00 506.00 19.2% 57.50 2.2% 63% False False 1,345,447
60 2,824.50 2,313.00 511.50 19.4% 55.75 2.1% 63% False False 901,404
80 2,953.25 2,313.00 640.25 24.3% 54.50 2.1% 50% False False 679,089
100 2,955.50 2,313.00 642.50 24.4% 47.50 1.8% 50% False False 543,917
120 2,955.50 2,313.00 642.50 24.4% 42.50 1.6% 50% False False 453,343
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.50
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,739.00
2.618 2,703.75
1.618 2,682.25
1.000 2,669.00
0.618 2,660.75
HIGH 2,647.50
0.618 2,639.25
0.500 2,636.75
0.382 2,634.25
LOW 2,626.00
0.618 2,612.75
1.000 2,604.50
1.618 2,591.25
2.618 2,569.75
4.250 2,534.50
Fisher Pivots for day following 24-Jan-2019
Pivot 1 day 3 day
R1 2,636.75 2,643.00
PP 2,635.75 2,640.00
S1 2,635.00 2,637.00

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

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