E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 2,796.00 2,813.50 17.50 0.6% 2,785.75
High 2,809.75 2,816.75 7.00 0.2% 2,816.75
Low 2,795.00 2,805.25 10.25 0.4% 2,777.25
Close 2,809.00 2,813.50 4.50 0.2% 2,813.50
Range 14.75 11.50 -3.25 -22.0% 39.50
ATR 26.43 25.36 -1.07 -4.0% 0.00
Volume 301 2 -299 -99.3% 13,814
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 2,846.25 2,841.50 2,819.75
R3 2,834.75 2,830.00 2,816.75
R2 2,823.25 2,823.25 2,815.50
R1 2,818.50 2,818.50 2,814.50 2,819.25
PP 2,811.75 2,811.75 2,811.75 2,812.25
S1 2,807.00 2,807.00 2,812.50 2,807.75
S2 2,800.25 2,800.25 2,811.50
S3 2,788.75 2,795.50 2,810.25
S4 2,777.25 2,784.00 2,807.25
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 2,921.00 2,906.75 2,835.25
R3 2,881.50 2,867.25 2,824.25
R2 2,842.00 2,842.00 2,820.75
R1 2,827.75 2,827.75 2,817.00 2,835.00
PP 2,802.50 2,802.50 2,802.50 2,806.00
S1 2,788.25 2,788.25 2,810.00 2,795.50
S2 2,763.00 2,763.00 2,806.25
S3 2,723.50 2,748.75 2,802.75
S4 2,684.00 2,709.25 2,791.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,816.75 2,777.25 39.50 1.4% 15.25 0.5% 92% True False 2,762
10 2,816.75 2,708.25 108.50 3.9% 22.00 0.8% 97% True False 3,077
20 2,816.75 2,704.00 112.75 4.0% 24.50 0.9% 97% True False 2,361
40 2,816.75 2,689.75 127.00 4.5% 22.00 0.8% 97% True False 1,224
60 2,816.75 2,612.75 204.00 7.3% 21.75 0.8% 98% True False 1,011
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.30
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,865.50
2.618 2,846.75
1.618 2,835.25
1.000 2,828.25
0.618 2,823.75
HIGH 2,816.75
0.618 2,812.25
0.500 2,811.00
0.382 2,809.75
LOW 2,805.25
0.618 2,798.25
1.000 2,793.75
1.618 2,786.75
2.618 2,775.25
4.250 2,756.50
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 2,812.75 2,808.00
PP 2,811.75 2,802.50
S1 2,811.00 2,797.00

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

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