E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 15-Mar-2019
Day Change Summary
Previous Current
14-Mar-2019 15-Mar-2019 Change Change % Previous Week
Open 2,816.00 2,808.00 -8.00 -0.3% 2,745.50
High 2,820.00 2,821.50 1.50 0.1% 2,821.50
Low 2,803.75 2,807.50 3.75 0.1% 2,736.75
Close 2,807.25 2,811.89 4.64 0.2% 2,811.89
Range 16.25 14.00 -2.25 -13.8% 84.75
ATR 30.41 29.26 -1.15 -3.8% 0.00
Volume 330,522 42,982 -287,540 -87.0% 3,215,202
Daily Pivots for day following 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,855.75 2,847.75 2,819.50
R3 2,841.75 2,833.75 2,815.75
R2 2,827.75 2,827.75 2,814.50
R1 2,819.75 2,819.75 2,813.25 2,823.75
PP 2,813.75 2,813.75 2,813.75 2,815.50
S1 2,805.75 2,805.75 2,810.50 2,809.75
S2 2,799.75 2,799.75 2,809.25
S3 2,785.75 2,791.75 2,808.00
S4 2,771.75 2,777.75 2,804.25
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 3,044.25 3,012.75 2,858.50
R3 2,959.50 2,928.00 2,835.25
R2 2,874.75 2,874.75 2,827.50
R1 2,843.25 2,843.25 2,819.75 2,859.00
PP 2,790.00 2,790.00 2,790.00 2,798.00
S1 2,758.50 2,758.50 2,804.00 2,774.25
S2 2,705.25 2,705.25 2,796.25
S3 2,620.50 2,673.75 2,788.50
S4 2,535.75 2,589.00 2,765.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,821.50 2,736.75 84.75 3.0% 27.50 1.0% 89% True False 643,040
10 2,821.50 2,722.00 99.50 3.5% 29.75 1.1% 90% True False 1,102,061
20 2,821.50 2,722.00 99.50 3.5% 27.25 1.0% 90% True False 1,193,097
40 2,821.50 2,596.50 225.00 8.0% 30.50 1.1% 96% True False 1,328,274
60 2,821.50 2,313.00 508.50 18.1% 41.00 1.5% 98% True False 1,544,990
80 2,821.50 2,313.00 508.50 18.1% 44.50 1.6% 98% True False 1,237,656
100 2,824.50 2,313.00 511.50 18.2% 46.75 1.7% 98% False False 993,056
120 2,953.25 2,313.00 640.25 22.8% 45.50 1.6% 78% False False 829,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,881.00
2.618 2,858.25
1.618 2,844.25
1.000 2,835.50
0.618 2,830.25
HIGH 2,821.50
0.618 2,816.25
0.500 2,814.50
0.382 2,812.75
LOW 2,807.50
0.618 2,798.75
1.000 2,793.50
1.618 2,784.75
2.618 2,770.75
4.250 2,748.00
Fisher Pivots for day following 15-Mar-2019
Pivot 1 day 3 day
R1 2,814.50 2,808.75
PP 2,813.75 2,805.50
S1 2,812.75 2,802.25

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

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