E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 15-Feb-2019
Day Change Summary
Previous Current
14-Feb-2019 15-Feb-2019 Change Change % Previous Week
Open 2,749.25 2,741.25 -8.00 -0.3% 2,710.75
High 2,763.00 2,778.50 15.50 0.6% 2,778.50
Low 2,730.25 2,729.00 -1.25 0.0% 2,700.50
Close 2,743.50 2,777.00 33.50 1.2% 2,777.00
Range 32.75 49.50 16.75 51.1% 78.00
ATR 36.61 37.53 0.92 2.5% 0.00
Volume 1,679,091 1,518,783 -160,308 -9.5% 6,824,975
Daily Pivots for day following 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,910.00 2,893.00 2,804.25
R3 2,860.50 2,843.50 2,790.50
R2 2,811.00 2,811.00 2,786.00
R1 2,794.00 2,794.00 2,781.50 2,802.50
PP 2,761.50 2,761.50 2,761.50 2,765.75
S1 2,744.50 2,744.50 2,772.50 2,753.00
S2 2,712.00 2,712.00 2,768.00
S3 2,662.50 2,695.00 2,763.50
S4 2,613.00 2,645.50 2,749.75
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,986.00 2,959.50 2,820.00
R3 2,908.00 2,881.50 2,798.50
R2 2,830.00 2,830.00 2,791.25
R1 2,803.50 2,803.50 2,784.25 2,816.75
PP 2,752.00 2,752.00 2,752.00 2,758.50
S1 2,725.50 2,725.50 2,769.75 2,738.75
S2 2,674.00 2,674.00 2,762.75
S3 2,596.00 2,647.50 2,755.50
S4 2,518.00 2,569.50 2,734.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,778.50 2,700.50 78.00 2.8% 33.00 1.2% 98% True False 1,364,995
10 2,778.50 2,680.75 97.75 3.5% 30.00 1.1% 98% True False 1,377,287
20 2,778.50 2,612.50 166.00 6.0% 34.00 1.2% 99% True False 1,463,946
40 2,778.50 2,313.00 465.50 16.8% 47.75 1.7% 100% True False 1,691,384
60 2,819.00 2,313.00 506.00 18.2% 49.75 1.8% 92% False False 1,277,669
80 2,824.50 2,313.00 511.50 18.4% 52.00 1.9% 91% False False 961,928
100 2,953.25 2,313.00 640.25 23.1% 49.50 1.8% 72% False False 771,549
120 2,955.50 2,313.00 642.50 23.1% 44.50 1.6% 72% False False 643,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.90
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,989.00
2.618 2,908.00
1.618 2,858.50
1.000 2,828.00
0.618 2,809.00
HIGH 2,778.50
0.618 2,759.50
0.500 2,753.75
0.382 2,748.00
LOW 2,729.00
0.618 2,698.50
1.000 2,679.50
1.618 2,649.00
2.618 2,599.50
4.250 2,518.50
Fisher Pivots for day following 15-Feb-2019
Pivot 1 day 3 day
R1 2,769.25 2,769.25
PP 2,761.50 2,761.50
S1 2,753.75 2,753.75

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

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