E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 22-Feb-2019
Day Change Summary
Previous Current
21-Feb-2019 22-Feb-2019 Change Change % Previous Week
Open 2,787.00 2,773.50 -13.50 -0.5% 2,777.00
High 2,798.00 2,795.50 -2.50 -0.1% 2,798.00
Low 2,764.25 2,770.50 6.25 0.2% 2,764.25
Close 2,774.25 2,791.25 17.00 0.6% 2,791.25
Range 33.75 25.00 -8.75 -25.9% 33.75
ATR 34.94 34.23 -0.71 -2.0% 0.00
Volume 1,426,061 1,190,834 -235,227 -16.5% 5,099,910
Daily Pivots for day following 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,860.75 2,851.00 2,805.00
R3 2,835.75 2,826.00 2,798.00
R2 2,810.75 2,810.75 2,795.75
R1 2,801.00 2,801.00 2,793.50 2,806.00
PP 2,785.75 2,785.75 2,785.75 2,788.25
S1 2,776.00 2,776.00 2,789.00 2,781.00
S2 2,760.75 2,760.75 2,786.75
S3 2,735.75 2,751.00 2,784.50
S4 2,710.75 2,726.00 2,777.50
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,885.75 2,872.25 2,809.75
R3 2,852.00 2,838.50 2,800.50
R2 2,818.25 2,818.25 2,797.50
R1 2,804.75 2,804.75 2,794.25 2,811.50
PP 2,784.50 2,784.50 2,784.50 2,788.00
S1 2,771.00 2,771.00 2,788.25 2,777.75
S2 2,750.75 2,750.75 2,785.00
S3 2,717.00 2,737.25 2,782.00
S4 2,683.25 2,703.50 2,772.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,798.00 2,729.00 69.00 2.5% 29.50 1.1% 90% False False 1,323,738
10 2,798.00 2,680.75 117.25 4.2% 29.00 1.0% 94% False False 1,350,442
20 2,798.00 2,622.25 175.75 6.3% 30.50 1.1% 96% False False 1,395,082
40 2,798.00 2,313.00 485.00 17.4% 41.00 1.5% 99% False False 1,547,349
60 2,819.00 2,313.00 506.00 18.1% 48.50 1.7% 95% False False 1,361,992
80 2,824.50 2,313.00 511.50 18.3% 49.50 1.8% 93% False False 1,024,823
100 2,953.25 2,313.00 640.25 22.9% 49.75 1.8% 75% False False 822,287
120 2,955.50 2,313.00 642.50 23.0% 44.75 1.6% 74% False False 685,778
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,901.75
2.618 2,861.00
1.618 2,836.00
1.000 2,820.50
0.618 2,811.00
HIGH 2,795.50
0.618 2,786.00
0.500 2,783.00
0.382 2,780.00
LOW 2,770.50
0.618 2,755.00
1.000 2,745.50
1.618 2,730.00
2.618 2,705.00
4.250 2,664.25
Fisher Pivots for day following 22-Feb-2019
Pivot 1 day 3 day
R1 2,788.50 2,788.00
PP 2,785.75 2,784.50
S1 2,783.00 2,781.00

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

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