E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 04-Jan-2019
Day Change Summary
Previous Current
03-Jan-2019 04-Jan-2019 Change Change % Previous Week
Open 2,486.50 2,455.00 -31.50 -1.3% 2,498.50
High 2,496.50 2,542.75 46.25 1.9% 2,542.75
Low 2,447.25 2,442.25 -5.00 -0.2% 2,442.25
Close 2,451.00 2,535.50 84.50 3.4% 2,535.50
Range 49.25 100.50 51.25 104.1% 100.50
ATR 68.61 70.89 2.28 3.3% 0.00
Volume 10,346 10,891 545 5.3% 28,825
Daily Pivots for day following 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,808.25 2,772.50 2,590.75
R3 2,707.75 2,672.00 2,563.25
R2 2,607.25 2,607.25 2,554.00
R1 2,571.50 2,571.50 2,544.75 2,589.50
PP 2,506.75 2,506.75 2,506.75 2,515.75
S1 2,471.00 2,471.00 2,526.25 2,489.00
S2 2,406.25 2,406.25 2,517.00
S3 2,305.75 2,370.50 2,507.75
S4 2,205.25 2,270.00 2,480.25
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,808.25 2,772.50 2,590.75
R3 2,707.75 2,672.00 2,563.25
R2 2,607.25 2,607.25 2,554.00
R1 2,571.50 2,571.50 2,544.75 2,589.50
PP 2,506.75 2,506.75 2,506.75 2,515.75
S1 2,471.00 2,471.00 2,526.25 2,489.00
S2 2,406.25 2,406.25 2,517.00
S3 2,305.75 2,370.50 2,507.75
S4 2,205.25 2,270.00 2,480.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,542.75 2,442.25 100.50 4.0% 59.00 2.3% 93% True True 7,179
10 2,542.75 2,319.25 223.50 8.8% 82.50 3.3% 97% True False 6,862
20 2,725.00 2,319.25 405.75 16.0% 74.50 2.9% 53% False False 4,320
40 2,833.25 2,319.25 514.00 20.3% 60.75 2.4% 42% False False 2,363
60 2,916.00 2,319.25 596.75 23.5% 59.50 2.4% 36% False False 1,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,970.00
2.618 2,805.75
1.618 2,705.25
1.000 2,643.25
0.618 2,604.75
HIGH 2,542.75
0.618 2,504.25
0.500 2,492.50
0.382 2,480.75
LOW 2,442.25
0.618 2,380.25
1.000 2,341.75
1.618 2,279.75
2.618 2,179.25
4.250 2,015.00
Fisher Pivots for day following 04-Jan-2019
Pivot 1 day 3 day
R1 2,521.25 2,521.25
PP 2,506.75 2,506.75
S1 2,492.50 2,492.50

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

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