E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 2,795.75 2,788.00 -7.75 -0.3% 2,777.00
High 2,803.50 2,797.25 -6.25 -0.2% 2,798.00
Low 2,783.25 2,775.00 -8.25 -0.3% 2,764.25
Close 2,791.50 2,795.00 3.50 0.1% 2,791.25
Range 20.25 22.25 2.00 9.9% 33.75
ATR 32.47 31.74 -0.73 -2.2% 0.00
Volume 1,201,641 1,138,855 -62,786 -5.2% 5,099,910
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,855.75 2,847.75 2,807.25
R3 2,833.50 2,825.50 2,801.00
R2 2,811.25 2,811.25 2,799.00
R1 2,803.25 2,803.25 2,797.00 2,807.25
PP 2,789.00 2,789.00 2,789.00 2,791.00
S1 2,781.00 2,781.00 2,793.00 2,785.00
S2 2,766.75 2,766.75 2,791.00
S3 2,744.50 2,758.75 2,789.00
S4 2,722.25 2,736.50 2,782.75
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 2,814.00 2,764.25 49.75 1.8% 24.25 0.9% 62% False False 1,242,696
10 2,814.00 2,729.00 85.00 3.0% 26.00 0.9% 78% False False 1,310,425
20 2,814.00 2,636.25 177.75 6.4% 28.50 1.0% 89% False False 1,371,957
40 2,814.00 2,438.50 375.50 13.4% 34.50 1.2% 95% False False 1,479,502
60 2,819.00 2,313.00 506.00 18.1% 47.50 1.7% 95% False False 1,420,850
80 2,824.50 2,313.00 511.50 18.3% 47.50 1.7% 94% False False 1,069,110
100 2,934.00 2,313.00 621.00 22.2% 49.75 1.8% 78% False False 857,967
120 2,955.50 2,313.00 642.50 23.0% 44.75 1.6% 75% False False 715,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,891.75
2.618 2,855.50
1.618 2,833.25
1.000 2,819.50
0.618 2,811.00
HIGH 2,797.25
0.618 2,788.75
0.500 2,786.00
0.382 2,783.50
LOW 2,775.00
0.618 2,761.25
1.000 2,752.75
1.618 2,739.00
2.618 2,716.75
4.250 2,680.50
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 2,792.00 2,794.75
PP 2,789.00 2,794.75
S1 2,786.00 2,794.50

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

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