E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 2,819.25 2,824.00 4.75 0.2% 2,785.75
High 2,819.25 2,825.00 5.75 0.2% 2,816.75
Low 2,806.00 2,802.00 -4.00 -0.1% 2,777.25
Close 2,807.00 2,822.25 15.25 0.5% 2,813.50
Range 13.25 23.00 9.75 73.6% 39.50
ATR 24.50 24.39 -0.11 -0.4% 0.00
Volume 254 156 -98 -38.6% 13,814
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 2,885.50 2,876.75 2,835.00
R3 2,862.50 2,853.75 2,828.50
R2 2,839.50 2,839.50 2,826.50
R1 2,830.75 2,830.75 2,824.25 2,823.50
PP 2,816.50 2,816.50 2,816.50 2,812.75
S1 2,807.75 2,807.75 2,820.25 2,800.50
S2 2,793.50 2,793.50 2,818.00
S3 2,770.50 2,784.75 2,816.00
S4 2,747.50 2,761.75 2,809.50
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 2,825.00 2,777.25 47.75 1.7% 16.50 0.6% 94% True False 212
10 2,825.00 2,721.25 103.75 3.7% 20.00 0.7% 97% True False 2,530
20 2,825.00 2,704.00 121.00 4.3% 24.50 0.9% 98% True False 2,380
40 2,825.00 2,689.75 135.25 4.8% 22.00 0.8% 98% True False 1,216
60 2,825.00 2,612.75 212.25 7.5% 21.75 0.8% 99% True False 1,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.53
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,922.75
2.618 2,885.25
1.618 2,862.25
1.000 2,848.00
0.618 2,839.25
HIGH 2,825.00
0.618 2,816.25
0.500 2,813.50
0.382 2,810.75
LOW 2,802.00
0.618 2,787.75
1.000 2,779.00
1.618 2,764.75
2.618 2,741.75
4.250 2,704.25
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 2,819.25 2,819.25
PP 2,816.50 2,816.50
S1 2,813.50 2,813.50

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

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