E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 09-Aug-2018
Day Change Summary
Previous Current
08-Aug-2018 09-Aug-2018 Change Change % Previous Week
Open 2,871.75 2,868.25 -3.50 -0.1% 2,821.75
High 2,872.50 2,872.50 0.00 0.0% 2,851.00
Low 2,864.75 2,863.00 -1.75 -0.1% 2,803.00
Close 2,866.50 2,865.50 -1.00 0.0% 2,850.75
Range 7.75 9.50 1.75 22.6% 48.00
ATR 20.50 19.71 -0.79 -3.8% 0.00
Volume 76 7 -69 -90.8% 507
Daily Pivots for day following 09-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,895.50 2,890.00 2,870.75
R3 2,886.00 2,880.50 2,868.00
R2 2,876.50 2,876.50 2,867.25
R1 2,871.00 2,871.00 2,866.25 2,869.00
PP 2,867.00 2,867.00 2,867.00 2,866.00
S1 2,861.50 2,861.50 2,864.75 2,859.50
S2 2,857.50 2,857.50 2,863.75
S3 2,848.00 2,852.00 2,863.00
S4 2,838.50 2,842.50 2,860.25
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 2,979.00 2,962.75 2,877.25
R3 2,931.00 2,914.75 2,864.00
R2 2,883.00 2,883.00 2,859.50
R1 2,866.75 2,866.75 2,855.25 2,875.00
PP 2,835.00 2,835.00 2,835.00 2,839.00
S1 2,818.75 2,818.75 2,846.25 2,827.00
S2 2,787.00 2,787.00 2,842.00
S3 2,739.00 2,770.75 2,837.50
S4 2,691.00 2,722.75 2,824.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,874.75 2,836.75 38.00 1.3% 12.25 0.4% 76% False False 108
10 2,874.75 2,803.00 71.75 2.5% 18.75 0.7% 87% False False 121
20 2,874.75 2,802.00 72.75 2.5% 17.75 0.6% 87% False False 131
40 2,874.75 2,704.00 170.75 6.0% 21.00 0.7% 95% False False 1,246
60 2,874.75 2,689.75 185.00 6.5% 20.75 0.7% 95% False False 920
80 2,874.75 2,612.75 262.00 9.1% 20.50 0.7% 96% False False 792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,913.00
2.618 2,897.25
1.618 2,887.75
1.000 2,882.00
0.618 2,878.25
HIGH 2,872.50
0.618 2,868.75
0.500 2,867.75
0.382 2,866.75
LOW 2,863.00
0.618 2,857.25
1.000 2,853.50
1.618 2,847.75
2.618 2,838.25
4.250 2,822.50
Fisher Pivots for day following 09-Aug-2018
Pivot 1 day 3 day
R1 2,867.75 2,867.75
PP 2,867.00 2,867.00
S1 2,866.25 2,866.25

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

View Archives - Comment on this page... - Back to Index of Symbols