E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 05-Feb-2019
Day Change Summary
Previous Current
04-Feb-2019 05-Feb-2019 Change Change % Previous Week
Open 2,704.00 2,724.00 20.00 0.7% 2,668.25
High 2,730.00 2,742.50 12.50 0.5% 2,721.50
Low 2,702.25 2,721.75 19.50 0.7% 2,627.75
Close 2,726.50 2,736.25 9.75 0.4% 2,709.25
Range 27.75 20.75 -7.00 -25.2% 93.75
ATR 42.86 41.28 -1.58 -3.7% 0.00
Volume 7,528 4,814 -2,714 -36.1% 29,425
Daily Pivots for day following 05-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,795.75 2,786.75 2,747.75
R3 2,775.00 2,766.00 2,742.00
R2 2,754.25 2,754.25 2,740.00
R1 2,745.25 2,745.25 2,738.25 2,749.75
PP 2,733.50 2,733.50 2,733.50 2,735.75
S1 2,724.50 2,724.50 2,734.25 2,729.00
S2 2,712.75 2,712.75 2,732.50
S3 2,692.00 2,703.75 2,730.50
S4 2,671.25 2,683.00 2,724.75
Weekly Pivots for week ending 01-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,967.50 2,932.00 2,760.75
R3 2,873.75 2,838.25 2,735.00
R2 2,780.00 2,780.00 2,726.50
R1 2,744.50 2,744.50 2,717.75 2,762.25
PP 2,686.25 2,686.25 2,686.25 2,695.00
S1 2,650.75 2,650.75 2,700.75 2,668.50
S2 2,592.50 2,592.50 2,692.00
S3 2,498.75 2,557.00 2,683.50
S4 2,405.00 2,463.25 2,657.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,742.50 2,641.50 101.00 3.7% 32.00 1.2% 94% True False 6,446
10 2,742.50 2,618.00 124.50 4.6% 32.00 1.2% 95% True False 5,692
20 2,742.50 2,553.00 189.50 6.9% 33.50 1.2% 97% True False 6,570
40 2,742.50 2,319.25 423.25 15.5% 52.75 1.9% 99% True False 5,638
60 2,833.25 2,319.25 514.00 18.8% 52.00 1.9% 81% False False 3,937
80 2,908.75 2,319.25 589.50 21.5% 53.25 1.9% 71% False False 3,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.05
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,830.75
2.618 2,796.75
1.618 2,776.00
1.000 2,763.25
0.618 2,755.25
HIGH 2,742.50
0.618 2,734.50
0.500 2,732.00
0.382 2,729.75
LOW 2,721.75
0.618 2,709.00
1.000 2,701.00
1.618 2,688.25
2.618 2,667.50
4.250 2,633.50
Fisher Pivots for day following 05-Feb-2019
Pivot 1 day 3 day
R1 2,735.00 2,731.25
PP 2,733.50 2,726.50
S1 2,732.00 2,721.50

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

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