E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 19-Dec-2018
Day Change Summary
Previous Current
18-Dec-2018 19-Dec-2018 Change Change % Previous Week
Open 2,563.25 2,540.75 -22.50 -0.9% 2,627.50
High 2,582.00 2,594.75 12.75 0.5% 2,696.75
Low 2,535.00 2,495.25 -39.75 -1.6% 2,593.75
Close 2,542.25 2,508.75 -33.50 -1.3% 2,611.00
Range 47.00 99.50 52.50 111.7% 103.00
ATR 55.26 58.42 3.16 5.7% 0.00
Volume 1,857 3,671 1,814 97.7% 7,199
Daily Pivots for day following 19-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,831.50 2,769.50 2,563.50
R3 2,732.00 2,670.00 2,536.00
R2 2,632.50 2,632.50 2,527.00
R1 2,570.50 2,570.50 2,517.75 2,551.75
PP 2,533.00 2,533.00 2,533.00 2,523.50
S1 2,471.00 2,471.00 2,499.75 2,452.25
S2 2,433.50 2,433.50 2,490.50
S3 2,334.00 2,371.50 2,481.50
S4 2,234.50 2,272.00 2,454.00
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 2,942.75 2,880.00 2,667.75
R3 2,839.75 2,777.00 2,639.25
R2 2,736.75 2,736.75 2,630.00
R1 2,674.00 2,674.00 2,620.50 2,654.00
PP 2,633.75 2,633.75 2,633.75 2,623.75
S1 2,571.00 2,571.00 2,601.50 2,551.00
S2 2,530.75 2,530.75 2,592.00
S3 2,427.75 2,468.00 2,582.75
S4 2,324.75 2,365.00 2,554.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,681.00 2,495.25 185.75 7.4% 63.50 2.5% 7% False True 2,542
10 2,725.00 2,495.25 229.75 9.2% 66.75 2.7% 6% False True 1,779
20 2,826.75 2,495.25 331.50 13.2% 55.75 2.2% 4% False True 1,008
40 2,833.25 2,495.25 338.00 13.5% 55.50 2.2% 4% False True 978
60 2,960.75 2,495.25 465.50 18.6% 49.50 2.0% 3% False True 682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.45
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3,017.50
2.618 2,855.25
1.618 2,755.75
1.000 2,694.25
0.618 2,656.25
HIGH 2,594.75
0.618 2,556.75
0.500 2,545.00
0.382 2,533.25
LOW 2,495.25
0.618 2,433.75
1.000 2,395.75
1.618 2,334.25
2.618 2,234.75
4.250 2,072.50
Fisher Pivots for day following 19-Dec-2018
Pivot 1 day 3 day
R1 2,545.00 2,558.50
PP 2,533.00 2,541.75
S1 2,520.75 2,525.25

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

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