E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 2,824.00 2,790.25 -33.75 -1.2% 2,765.00
High 2,827.25 2,816.50 -10.75 -0.4% 2,840.00
Low 2,775.75 2,781.50 5.75 0.2% 2,762.25
Close 2,788.75 2,784.50 -4.25 -0.2% 2,784.50
Range 51.50 35.00 -16.50 -32.0% 77.75
ATR 37.21 37.05 -0.16 -0.4% 0.00
Volume 101 60 -41 -40.6% 1,045
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 2,899.25 2,876.75 2,803.75
R3 2,864.25 2,841.75 2,794.00
R2 2,829.25 2,829.25 2,791.00
R1 2,806.75 2,806.75 2,787.75 2,800.50
PP 2,794.25 2,794.25 2,794.25 2,791.00
S1 2,771.75 2,771.75 2,781.25 2,765.50
S2 2,759.25 2,759.25 2,778.00
S3 2,724.25 2,736.75 2,775.00
S4 2,689.25 2,701.75 2,765.25
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 3,028.75 2,984.50 2,827.25
R3 2,951.00 2,906.75 2,806.00
R2 2,873.25 2,873.25 2,798.75
R1 2,829.00 2,829.00 2,791.75 2,851.00
PP 2,795.50 2,795.50 2,795.50 2,806.75
S1 2,751.25 2,751.25 2,777.25 2,773.50
S2 2,717.75 2,717.75 2,770.25
S3 2,640.00 2,673.50 2,763.00
S4 2,562.25 2,595.75 2,741.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,840.00 2,762.25 77.75 2.8% 45.25 1.6% 29% False False 209
10 2,916.00 2,729.25 186.75 6.7% 53.00 1.9% 30% False False 153
20 2,960.75 2,729.25 231.50 8.3% 36.50 1.3% 24% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,965.25
2.618 2,908.25
1.618 2,873.25
1.000 2,851.50
0.618 2,838.25
HIGH 2,816.50
0.618 2,803.25
0.500 2,799.00
0.382 2,794.75
LOW 2,781.50
0.618 2,759.75
1.000 2,746.50
1.618 2,724.75
2.618 2,689.75
4.250 2,632.75
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 2,799.00 2,808.00
PP 2,794.25 2,800.00
S1 2,789.25 2,792.25

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

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