E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 2,749.00 2,745.50 -3.50 -0.1% 2,814.00
High 2,751.50 2,787.50 36.00 1.3% 2,819.75
Low 2,722.00 2,736.75 14.75 0.5% 2,722.00
Close 2,747.00 2,784.00 37.00 1.3% 2,747.00
Range 29.50 50.75 21.25 72.0% 97.75
ATR 30.56 32.00 1.44 4.7% 0.00
Volume 1,380,324 1,300,372 -79,952 -5.8% 7,805,410
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,921.75 2,903.50 2,812.00
R3 2,871.00 2,852.75 2,798.00
R2 2,820.25 2,820.25 2,793.25
R1 2,802.00 2,802.00 2,788.75 2,811.00
PP 2,769.50 2,769.50 2,769.50 2,774.00
S1 2,751.25 2,751.25 2,779.25 2,760.50
S2 2,718.75 2,718.75 2,774.75
S3 2,668.00 2,700.50 2,770.00
S4 2,617.25 2,649.75 2,756.00
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 3,056.25 2,999.25 2,800.75
R3 2,958.50 2,901.50 2,774.00
R2 2,860.75 2,860.75 2,765.00
R1 2,803.75 2,803.75 2,756.00 2,783.50
PP 2,763.00 2,763.00 2,763.00 2,752.75
S1 2,706.00 2,706.00 2,738.00 2,685.50
S2 2,665.25 2,665.25 2,729.00
S3 2,567.50 2,608.25 2,720.00
S4 2,469.75 2,510.50 2,693.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,799.00 2,722.00 77.00 2.8% 31.50 1.1% 81% False False 1,462,762
10 2,819.75 2,722.00 97.75 3.5% 29.25 1.0% 63% False False 1,407,233
20 2,819.75 2,700.50 119.25 4.3% 28.75 1.0% 70% False False 1,362,665
40 2,819.75 2,567.25 252.50 9.1% 31.00 1.1% 86% False False 1,412,284
60 2,819.75 2,313.00 506.75 18.2% 43.25 1.6% 93% False False 1,610,011
80 2,819.75 2,313.00 506.75 18.2% 46.00 1.7% 93% False False 1,214,537
100 2,831.50 2,313.00 518.50 18.6% 48.00 1.7% 91% False False 974,351
120 2,955.50 2,313.00 642.50 23.1% 45.50 1.6% 73% False False 813,402
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,003.25
2.618 2,920.25
1.618 2,869.50
1.000 2,838.25
0.618 2,818.75
HIGH 2,787.50
0.618 2,768.00
0.500 2,762.00
0.382 2,756.25
LOW 2,736.75
0.618 2,705.50
1.000 2,686.00
1.618 2,654.75
2.618 2,604.00
4.250 2,521.00
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 2,776.75 2,774.25
PP 2,769.50 2,764.50
S1 2,762.00 2,754.75

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

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