E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 19-Mar-2019
Day Change Summary
Previous Current
18-Mar-2019 19-Mar-2019 Change Change % Previous Week
Open 2,827.00 2,841.50 14.50 0.5% 2,750.50
High 2,842.00 2,858.75 16.75 0.6% 2,836.50
Low 2,824.00 2,829.00 5.00 0.2% 2,741.75
Close 2,840.50 2,836.50 -4.00 -0.1% 2,829.75
Range 18.00 29.75 11.75 65.3% 94.75
ATR 29.12 29.17 0.04 0.2% 0.00
Volume 1,036,540 1,497,577 461,037 44.5% 7,992,511
Daily Pivots for day following 19-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,930.75 2,913.25 2,852.75
R3 2,901.00 2,883.50 2,844.75
R2 2,871.25 2,871.25 2,842.00
R1 2,853.75 2,853.75 2,839.25 2,847.50
PP 2,841.50 2,841.50 2,841.50 2,838.25
S1 2,824.00 2,824.00 2,833.75 2,818.00
S2 2,811.75 2,811.75 2,831.00
S3 2,782.00 2,794.25 2,828.25
S4 2,752.25 2,764.50 2,820.25
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 3,087.00 3,053.00 2,881.75
R3 2,992.25 2,958.25 2,855.75
R2 2,897.50 2,897.50 2,847.00
R1 2,863.50 2,863.50 2,838.50 2,880.50
PP 2,802.75 2,802.75 2,802.75 2,811.00
S1 2,768.75 2,768.75 2,821.00 2,785.75
S2 2,708.00 2,708.00 2,812.50
S3 2,613.25 2,674.00 2,803.75
S4 2,518.50 2,579.25 2,777.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,858.75 2,788.25 70.50 2.5% 25.25 0.9% 68% True False 1,358,847
10 2,858.75 2,726.50 132.25 4.7% 28.75 1.0% 83% True False 1,287,822
20 2,858.75 2,726.50 132.25 4.7% 26.75 0.9% 83% True False 656,795
40 2,858.75 2,618.00 240.75 8.5% 29.50 1.0% 91% True False 331,242
60 2,858.75 2,319.25 539.50 19.0% 39.00 1.4% 96% True False 223,317
80 2,858.75 2,319.25 539.50 19.0% 43.25 1.5% 96% True False 167,740
100 2,858.75 2,319.25 539.50 19.0% 45.75 1.6% 96% True False 134,381
120 2,960.75 2,319.25 641.50 22.6% 44.25 1.6% 81% False False 111,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.73
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,985.25
2.618 2,936.75
1.618 2,907.00
1.000 2,888.50
0.618 2,877.25
HIGH 2,858.75
0.618 2,847.50
0.500 2,844.00
0.382 2,840.25
LOW 2,829.00
0.618 2,810.50
1.000 2,799.25
1.618 2,780.75
2.618 2,751.00
4.250 2,702.50
Fisher Pivots for day following 19-Mar-2019
Pivot 1 day 3 day
R1 2,844.00 2,836.25
PP 2,841.50 2,836.00
S1 2,839.00 2,835.50

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

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