E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 10-Dec-2018
Day Change Summary
Previous Current
07-Dec-2018 10-Dec-2018 Change Change % Previous Week
Open 2,698.75 2,629.00 -69.75 -2.6% 2,792.00
High 2,713.75 2,652.00 -61.75 -2.3% 2,819.00
Low 2,627.25 2,586.75 -40.50 -1.5% 2,625.50
Close 2,640.00 2,647.00 7.00 0.3% 2,640.00
Range 86.50 65.25 -21.25 -24.6% 193.50
ATR 55.12 55.84 0.72 1.3% 0.00
Volume 61,064 79,695 18,631 30.5% 175,144
Daily Pivots for day following 10-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,824.25 2,801.00 2,683.00
R3 2,759.00 2,735.75 2,665.00
R2 2,693.75 2,693.75 2,659.00
R1 2,670.50 2,670.50 2,653.00 2,682.00
PP 2,628.50 2,628.50 2,628.50 2,634.50
S1 2,605.25 2,605.25 2,641.00 2,617.00
S2 2,563.25 2,563.25 2,635.00
S3 2,498.00 2,540.00 2,629.00
S4 2,432.75 2,474.75 2,611.00
Weekly Pivots for week ending 07-Dec-2018
Classic Woodie Camarilla DeMark
R4 3,275.25 3,151.25 2,746.50
R3 3,081.75 2,957.75 2,693.25
R2 2,888.25 2,888.25 2,675.50
R1 2,764.25 2,764.25 2,657.75 2,729.50
PP 2,694.75 2,694.75 2,694.75 2,677.50
S1 2,570.75 2,570.75 2,622.25 2,536.00
S2 2,501.25 2,501.25 2,604.50
S3 2,307.75 2,377.25 2,586.75
S4 2,114.25 2,183.75 2,533.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,795.25 2,586.75 208.50 7.9% 72.75 2.7% 29% False True 46,687
10 2,819.00 2,586.75 232.25 8.8% 56.50 2.1% 26% False True 33,995
20 2,819.00 2,586.75 232.25 8.8% 54.75 2.1% 26% False True 23,618
40 2,831.50 2,586.75 244.75 9.2% 54.50 2.1% 25% False True 18,361
60 2,955.50 2,586.75 368.75 13.9% 47.25 1.8% 16% False True 15,041
80 2,955.50 2,586.75 368.75 13.9% 40.00 1.5% 16% False True 11,525
100 2,955.50 2,586.75 368.75 13.9% 36.00 1.4% 16% False True 9,248
120 2,955.50 2,586.75 368.75 13.9% 34.00 1.3% 16% False True 8,101
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,929.25
2.618 2,822.75
1.618 2,757.50
1.000 2,717.25
0.618 2,692.25
HIGH 2,652.00
0.618 2,627.00
0.500 2,619.50
0.382 2,611.75
LOW 2,586.75
0.618 2,546.50
1.000 2,521.50
1.618 2,481.25
2.618 2,416.00
4.250 2,309.50
Fisher Pivots for day following 10-Dec-2018
Pivot 1 day 3 day
R1 2,637.75 2,652.75
PP 2,628.50 2,650.75
S1 2,619.50 2,649.00

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

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