E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 06-Feb-2019
Day Change Summary
Previous Current
05-Feb-2019 06-Feb-2019 Change Change % Previous Week
Open 2,719.50 2,730.75 11.25 0.4% 2,660.00
High 2,737.75 2,736.50 -1.25 0.0% 2,716.00
Low 2,716.25 2,722.25 6.00 0.2% 2,622.25
Close 2,731.00 2,729.50 -1.50 -0.1% 2,704.25
Range 21.50 14.25 -7.25 -33.7% 93.75
ATR 41.75 39.79 -1.96 -4.7% 0.00
Volume 1,225,737 1,196,377 -29,360 -2.4% 7,640,118
Daily Pivots for day following 06-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,772.25 2,765.00 2,737.25
R3 2,758.00 2,750.75 2,733.50
R2 2,743.75 2,743.75 2,732.00
R1 2,736.50 2,736.50 2,730.75 2,733.00
PP 2,729.50 2,729.50 2,729.50 2,727.50
S1 2,722.25 2,722.25 2,728.25 2,718.75
S2 2,715.25 2,715.25 2,727.00
S3 2,701.00 2,708.00 2,725.50
S4 2,686.75 2,693.75 2,721.75
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,962.00 2,927.00 2,755.75
R3 2,868.25 2,833.25 2,730.00
R2 2,774.50 2,774.50 2,721.50
R1 2,739.50 2,739.50 2,712.75 2,757.00
PP 2,680.75 2,680.75 2,680.75 2,689.50
S1 2,645.75 2,645.75 2,695.75 2,663.25
S2 2,587.00 2,587.00 2,687.00
S3 2,493.25 2,552.00 2,678.50
S4 2,399.50 2,458.25 2,652.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,737.75 2,675.75 62.00 2.3% 24.25 0.9% 87% False False 1,370,297
10 2,737.75 2,622.25 115.50 4.2% 29.75 1.1% 93% False False 1,374,226
20 2,737.75 2,560.50 177.25 6.5% 33.00 1.2% 95% False False 1,443,396
40 2,737.75 2,313.00 424.75 15.6% 51.75 1.9% 98% False False 1,650,830
60 2,819.00 2,313.00 506.00 18.5% 52.50 1.9% 82% False False 1,107,286
80 2,831.50 2,313.00 518.50 19.0% 53.00 1.9% 80% False False 833,747
100 2,955.50 2,313.00 642.50 23.5% 48.50 1.8% 65% False False 668,582
120 2,955.50 2,313.00 642.50 23.5% 43.50 1.6% 65% False False 557,296
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.35
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 2,797.00
2.618 2,773.75
1.618 2,759.50
1.000 2,750.75
0.618 2,745.25
HIGH 2,736.50
0.618 2,731.00
0.500 2,729.50
0.382 2,727.75
LOW 2,722.25
0.618 2,713.50
1.000 2,708.00
1.618 2,699.25
2.618 2,685.00
4.250 2,661.75
Fisher Pivots for day following 06-Feb-2019
Pivot 1 day 3 day
R1 2,729.50 2,725.50
PP 2,729.50 2,721.50
S1 2,729.50 2,717.50

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

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