E-mini S&P 500 Future March 2019


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 2,800.00 2,795.75 -4.25 -0.2% 2,762.00
High 2,807.25 2,799.50 -7.75 -0.3% 2,793.25
Low 2,790.75 2,795.75 5.00 0.2% 2,744.75
Close 2,790.75 2,799.50 8.75 0.3% 2,793.25
Range 16.50 3.75 -12.75 -77.3% 48.50
ATR 21.19 20.30 -0.89 -4.2% 0.00
Volume 17 3 -14 -82.4% 331
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,809.50 2,808.25 2,801.50
R3 2,805.75 2,804.50 2,800.50
R2 2,802.00 2,802.00 2,800.25
R1 2,800.75 2,800.75 2,799.75 2,801.50
PP 2,798.25 2,798.25 2,798.25 2,798.50
S1 2,797.00 2,797.00 2,799.25 2,797.50
S2 2,794.50 2,794.50 2,798.75
S3 2,790.75 2,793.25 2,798.50
S4 2,787.00 2,789.50 2,797.50
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 2,922.50 2,906.50 2,820.00
R3 2,874.00 2,858.00 2,806.50
R2 2,825.50 2,825.50 2,802.25
R1 2,809.50 2,809.50 2,797.75 2,817.50
PP 2,777.00 2,777.00 2,777.00 2,781.00
S1 2,761.00 2,761.00 2,788.75 2,769.00
S2 2,728.50 2,728.50 2,784.25
S3 2,680.00 2,712.50 2,780.00
S4 2,631.50 2,664.00 2,766.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,807.25 2,770.75 36.50 1.3% 13.75 0.5% 79% False False 9
10 2,807.25 2,731.50 75.75 2.7% 15.00 0.5% 90% False False 40
20 2,807.25 2,689.75 117.50 4.2% 19.25 0.7% 93% False False 87
40 2,807.25 2,612.75 194.50 6.9% 20.25 0.7% 96% False False 337
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.98
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 2,815.50
2.618 2,809.25
1.618 2,805.50
1.000 2,803.25
0.618 2,801.75
HIGH 2,799.50
0.618 2,798.00
0.500 2,797.50
0.382 2,797.25
LOW 2,795.75
0.618 2,793.50
1.000 2,792.00
1.618 2,789.75
2.618 2,786.00
4.250 2,779.75
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 2,799.00 2,799.25
PP 2,798.25 2,799.25
S1 2,797.50 2,799.00

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

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