E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 01-Mar-2019
Day Change Summary
Previous Current
28-Feb-2019 01-Mar-2019 Change Change % Previous Week
Open 2,795.25 2,785.25 -10.00 -0.4% 2,799.50
High 2,795.75 2,808.25 12.50 0.4% 2,814.00
Low 2,781.75 2,783.00 1.25 0.0% 2,775.00
Close 2,784.75 2,805.00 20.25 0.7% 2,805.00
Range 14.00 25.25 11.25 80.4% 39.00
ATR 30.48 30.10 -0.37 -1.2% 0.00
Volume 1,360,457 1,265,597 -94,860 -7.0% 6,222,642
Daily Pivots for day following 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,874.50 2,865.00 2,819.00
R3 2,849.25 2,839.75 2,812.00
R2 2,824.00 2,824.00 2,809.75
R1 2,814.50 2,814.50 2,807.25 2,819.25
PP 2,798.75 2,798.75 2,798.75 2,801.00
S1 2,789.25 2,789.25 2,802.75 2,794.00
S2 2,773.50 2,773.50 2,800.25
S3 2,748.25 2,764.00 2,798.00
S4 2,723.00 2,738.75 2,791.00
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,915.00 2,899.00 2,826.50
R3 2,876.00 2,860.00 2,815.75
R2 2,837.00 2,837.00 2,812.25
R1 2,821.00 2,821.00 2,808.50 2,829.00
PP 2,798.00 2,798.00 2,798.00 2,802.00
S1 2,782.00 2,782.00 2,801.50 2,790.00
S2 2,759.00 2,759.00 2,797.75
S3 2,720.00 2,743.00 2,794.25
S4 2,681.00 2,704.00 2,783.50
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 2,775.00 39.00 1.4% 20.25 0.7% 77% False False 1,244,528
10 2,814.00 2,729.00 85.00 3.0% 24.75 0.9% 89% False False 1,284,133
20 2,814.00 2,680.75 133.25 4.8% 26.00 0.9% 93% False False 1,328,251
40 2,814.00 2,438.50 375.50 13.4% 33.00 1.2% 98% False False 1,460,546
60 2,814.00 2,313.00 501.00 17.9% 46.75 1.7% 98% False False 1,463,928
80 2,824.50 2,313.00 511.50 18.2% 46.75 1.7% 96% False False 1,101,647
100 2,908.50 2,313.00 595.50 21.2% 49.50 1.8% 83% False False 884,088
120 2,955.50 2,313.00 642.50 22.9% 44.75 1.6% 77% False False 737,590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,915.50
2.618 2,874.25
1.618 2,849.00
1.000 2,833.50
0.618 2,823.75
HIGH 2,808.25
0.618 2,798.50
0.500 2,795.50
0.382 2,792.75
LOW 2,783.00
0.618 2,767.50
1.000 2,757.75
1.618 2,742.25
2.618 2,717.00
4.250 2,675.75
Fisher Pivots for day following 01-Mar-2019
Pivot 1 day 3 day
R1 2,802.00 2,800.50
PP 2,798.75 2,796.00
S1 2,795.50 2,791.50

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

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