E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 14-Feb-2019
Day Change Summary
Previous Current
13-Feb-2019 14-Feb-2019 Change Change % Previous Week
Open 2,743.50 2,749.25 5.75 0.2% 2,699.25
High 2,762.00 2,763.00 1.00 0.0% 2,737.75
Low 2,742.75 2,730.25 -12.50 -0.5% 2,680.75
Close 2,749.50 2,743.50 -6.00 -0.2% 2,706.25
Range 19.25 32.75 13.50 70.1% 57.00
ATR 36.91 36.61 -0.30 -0.8% 0.00
Volume 1,209,879 1,679,091 469,212 38.8% 6,947,902
Daily Pivots for day following 14-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,843.75 2,826.50 2,761.50
R3 2,811.00 2,793.75 2,752.50
R2 2,778.25 2,778.25 2,749.50
R1 2,761.00 2,761.00 2,746.50 2,753.25
PP 2,745.50 2,745.50 2,745.50 2,741.75
S1 2,728.25 2,728.25 2,740.50 2,720.50
S2 2,712.75 2,712.75 2,737.50
S3 2,680.00 2,695.50 2,734.50
S4 2,647.25 2,662.75 2,725.50
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,879.25 2,849.75 2,737.50
R3 2,822.25 2,792.75 2,722.00
R2 2,765.25 2,765.25 2,716.75
R1 2,735.75 2,735.75 2,711.50 2,750.50
PP 2,708.25 2,708.25 2,708.25 2,715.50
S1 2,678.75 2,678.75 2,701.00 2,693.50
S2 2,651.25 2,651.25 2,695.75
S3 2,594.25 2,621.75 2,690.50
S4 2,537.25 2,564.75 2,675.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,763.00 2,680.75 82.25 3.0% 28.75 1.0% 76% True False 1,377,147
10 2,763.00 2,680.75 82.25 3.0% 27.25 1.0% 76% True False 1,372,369
20 2,763.00 2,596.50 166.50 6.1% 33.75 1.2% 88% True False 1,463,450
40 2,763.00 2,313.00 450.00 16.4% 47.75 1.7% 96% True False 1,720,937
60 2,819.00 2,313.00 506.00 18.4% 50.25 1.8% 85% False False 1,252,509
80 2,824.50 2,313.00 511.50 18.6% 51.75 1.9% 84% False False 943,046
100 2,953.25 2,313.00 640.25 23.3% 49.25 1.8% 67% False False 756,411
120 2,955.50 2,313.00 642.50 23.4% 44.25 1.6% 67% False False 630,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,902.25
2.618 2,848.75
1.618 2,816.00
1.000 2,795.75
0.618 2,783.25
HIGH 2,763.00
0.618 2,750.50
0.500 2,746.50
0.382 2,742.75
LOW 2,730.25
0.618 2,710.00
1.000 2,697.50
1.618 2,677.25
2.618 2,644.50
4.250 2,591.00
Fisher Pivots for day following 14-Feb-2019
Pivot 1 day 3 day
R1 2,746.50 2,740.50
PP 2,745.50 2,737.25
S1 2,744.50 2,734.25

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

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