E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 16-Nov-2018
Day Change Summary
Previous Current
15-Nov-2018 16-Nov-2018 Change Change % Previous Week
Open 2,707.25 2,735.00 27.75 1.0% 2,782.75
High 2,743.00 2,754.50 11.50 0.4% 2,801.75
Low 2,677.25 2,715.00 37.75 1.4% 2,677.25
Close 2,740.50 2,749.00 8.50 0.3% 2,749.00
Range 65.75 39.50 -26.25 -39.9% 124.50
ATR 51.73 50.85 -0.87 -1.7% 0.00
Volume 21,246 21,658 412 1.9% 82,701
Daily Pivots for day following 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 2,858.00 2,843.00 2,770.75
R3 2,818.50 2,803.50 2,759.75
R2 2,779.00 2,779.00 2,756.25
R1 2,764.00 2,764.00 2,752.50 2,771.50
PP 2,739.50 2,739.50 2,739.50 2,743.25
S1 2,724.50 2,724.50 2,745.50 2,732.00
S2 2,700.00 2,700.00 2,741.75
S3 2,660.50 2,685.00 2,738.25
S4 2,621.00 2,645.50 2,727.25
Weekly Pivots for week ending 16-Nov-2018
Classic Woodie Camarilla DeMark
R4 3,116.25 3,057.00 2,817.50
R3 2,991.75 2,932.50 2,783.25
R2 2,867.25 2,867.25 2,771.75
R1 2,808.00 2,808.00 2,760.50 2,775.50
PP 2,742.75 2,742.75 2,742.75 2,726.25
S1 2,683.50 2,683.50 2,737.50 2,651.00
S2 2,618.25 2,618.25 2,726.25
S3 2,493.75 2,559.00 2,714.75
S4 2,369.25 2,434.50 2,680.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,801.75 2,677.25 124.50 4.5% 56.25 2.0% 58% False False 16,540
10 2,824.50 2,677.25 147.25 5.4% 48.50 1.8% 49% False False 13,986
20 2,824.50 2,609.50 215.00 7.8% 56.25 2.0% 65% False False 14,655
40 2,953.25 2,609.50 343.75 12.5% 48.00 1.7% 41% False False 12,263
60 2,955.50 2,609.50 346.00 12.6% 38.25 1.4% 40% False False 8,849
80 2,955.50 2,609.50 346.00 12.6% 33.75 1.2% 40% False False 6,678
100 2,955.50 2,609.50 346.00 12.6% 31.00 1.1% 40% False False 5,691
120 2,955.50 2,609.50 346.00 12.6% 29.25 1.1% 40% False False 4,861
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 13.85
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,922.50
2.618 2,858.00
1.618 2,818.50
1.000 2,794.00
0.618 2,779.00
HIGH 2,754.50
0.618 2,739.50
0.500 2,734.75
0.382 2,730.00
LOW 2,715.00
0.618 2,690.50
1.000 2,675.50
1.618 2,651.00
2.618 2,611.50
4.250 2,547.00
Fisher Pivots for day following 16-Nov-2018
Pivot 1 day 3 day
R1 2,744.25 2,738.00
PP 2,739.50 2,727.00
S1 2,734.75 2,716.00

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

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