E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 12-Mar-2019
Day Change Summary
Previous Current
11-Mar-2019 12-Mar-2019 Change Change % Previous Week
Open 2,745.50 2,784.75 39.25 1.4% 2,814.00
High 2,787.50 2,798.25 10.75 0.4% 2,819.75
Low 2,736.75 2,780.50 43.75 1.6% 2,722.00
Close 2,784.00 2,792.00 8.00 0.3% 2,747.00
Range 50.75 17.75 -33.00 -65.0% 97.75
ATR 32.00 30.99 -1.02 -3.2% 0.00
Volume 1,300,372 958,317 -342,055 -26.3% 7,805,410
Daily Pivots for day following 12-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,843.50 2,835.50 2,801.75
R3 2,825.75 2,817.75 2,797.00
R2 2,808.00 2,808.00 2,795.25
R1 2,800.00 2,800.00 2,793.75 2,804.00
PP 2,790.25 2,790.25 2,790.25 2,792.25
S1 2,782.25 2,782.25 2,790.25 2,786.25
S2 2,772.50 2,772.50 2,788.75
S3 2,754.75 2,764.50 2,787.00
S4 2,737.00 2,746.75 2,782.25
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 2,798.25 2,722.00 76.25 2.7% 32.00 1.1% 92% True False 1,413,735
10 2,819.75 2,722.00 97.75 3.5% 29.00 1.0% 72% False False 1,382,900
20 2,819.75 2,705.50 114.25 4.1% 28.50 1.0% 76% False False 1,355,077
40 2,819.75 2,567.25 252.50 9.0% 31.00 1.1% 89% False False 1,405,916
60 2,819.75 2,313.00 506.75 18.2% 42.75 1.5% 95% False False 1,622,951
80 2,819.75 2,313.00 506.75 18.2% 45.75 1.6% 95% False False 1,226,411
100 2,831.50 2,313.00 518.50 18.6% 47.50 1.7% 92% False False 983,734
120 2,955.50 2,313.00 642.50 23.0% 45.50 1.6% 75% False False 821,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 5.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,873.75
2.618 2,844.75
1.618 2,827.00
1.000 2,816.00
0.618 2,809.25
HIGH 2,798.25
0.618 2,791.50
0.500 2,789.50
0.382 2,787.25
LOW 2,780.50
0.618 2,769.50
1.000 2,762.75
1.618 2,751.75
2.618 2,734.00
4.250 2,705.00
Fisher Pivots for day following 12-Mar-2019
Pivot 1 day 3 day
R1 2,791.00 2,781.50
PP 2,790.25 2,770.75
S1 2,789.50 2,760.00

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

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