E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 24-Jan-2019
Day Change Summary
Previous Current
23-Jan-2019 24-Jan-2019 Change Change % Previous Week
Open 2,635.75 2,639.75 4.00 0.2% 2,593.75
High 2,659.00 2,652.25 -6.75 -0.3% 2,683.00
Low 2,618.00 2,631.50 13.50 0.5% 2,572.50
Close 2,643.75 2,639.25 -4.50 -0.2% 2,677.50
Range 41.00 20.75 -20.25 -49.4% 110.50
ATR 51.36 49.18 -2.19 -4.3% 0.00
Volume 2,341 4,399 2,058 87.9% 31,340
Daily Pivots for day following 24-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,703.25 2,692.00 2,650.75
R3 2,682.50 2,671.25 2,645.00
R2 2,661.75 2,661.75 2,643.00
R1 2,650.50 2,650.50 2,641.25 2,645.75
PP 2,641.00 2,641.00 2,641.00 2,638.50
S1 2,629.75 2,629.75 2,637.25 2,625.00
S2 2,620.25 2,620.25 2,635.50
S3 2,599.50 2,609.00 2,633.50
S4 2,578.75 2,588.25 2,627.75
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,975.75 2,937.25 2,738.25
R3 2,865.25 2,826.75 2,708.00
R2 2,754.75 2,754.75 2,697.75
R1 2,716.25 2,716.25 2,687.75 2,735.50
PP 2,644.25 2,644.25 2,644.25 2,654.00
S1 2,605.75 2,605.75 2,667.25 2,625.00
S2 2,533.75 2,533.75 2,657.25
S3 2,423.25 2,495.25 2,647.00
S4 2,312.75 2,384.75 2,616.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,683.00 2,601.25 81.75 3.1% 42.25 1.6% 46% False False 4,094
10 2,683.00 2,565.75 117.25 4.4% 35.00 1.3% 63% False False 6,465
20 2,683.00 2,319.25 363.75 13.8% 50.50 1.9% 88% False False 7,159
40 2,826.75 2,319.25 507.50 19.2% 57.00 2.2% 63% False False 4,503
60 2,833.25 2,319.25 514.00 19.5% 54.75 2.1% 62% False False 3,237
80 2,960.75 2,319.25 641.50 24.3% 52.50 2.0% 50% False False 2,513
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.75
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,740.50
2.618 2,706.50
1.618 2,685.75
1.000 2,673.00
0.618 2,665.00
HIGH 2,652.25
0.618 2,644.25
0.500 2,642.00
0.382 2,639.50
LOW 2,631.50
0.618 2,618.75
1.000 2,610.75
1.618 2,598.00
2.618 2,577.25
4.250 2,543.25
Fisher Pivots for day following 24-Jan-2019
Pivot 1 day 3 day
R1 2,642.00 2,648.50
PP 2,641.00 2,645.25
S1 2,640.00 2,642.25

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

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