E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 20-Mar-2019
Day Change Summary
Previous Current
19-Mar-2019 20-Mar-2019 Change Change % Previous Week
Open 2,841.50 2,837.25 -4.25 -0.1% 2,750.50
High 2,858.75 2,849.25 -9.50 -0.3% 2,836.50
Low 2,829.00 2,817.25 -11.75 -0.4% 2,741.75
Close 2,836.50 2,827.00 -9.50 -0.3% 2,829.75
Range 29.75 32.00 2.25 7.6% 94.75
ATR 29.17 29.37 0.20 0.7% 0.00
Volume 1,497,577 1,693,207 195,630 13.1% 7,992,511
Daily Pivots for day following 20-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,927.25 2,909.00 2,844.50
R3 2,895.25 2,877.00 2,835.75
R2 2,863.25 2,863.25 2,832.75
R1 2,845.00 2,845.00 2,830.00 2,838.00
PP 2,831.25 2,831.25 2,831.25 2,827.75
S1 2,813.00 2,813.00 2,824.00 2,806.00
S2 2,799.25 2,799.25 2,821.25
S3 2,767.25 2,781.00 2,818.25
S4 2,735.25 2,749.00 2,809.50
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 2,808.50 50.25 1.8% 24.00 0.9% 37% False False 1,371,357
10 2,858.75 2,726.50 132.25 4.7% 29.50 1.0% 76% False False 1,440,388
20 2,858.75 2,726.50 132.25 4.7% 27.50 1.0% 76% False False 741,152
40 2,858.75 2,618.00 240.75 8.5% 29.00 1.0% 87% False False 373,468
60 2,858.75 2,319.25 539.50 19.1% 38.25 1.4% 94% False False 251,464
80 2,858.75 2,319.25 539.50 19.1% 43.00 1.5% 94% False False 188,903
100 2,858.75 2,319.25 539.50 19.1% 45.25 1.6% 94% False False 151,271
120 2,960.75 2,319.25 641.50 22.7% 44.50 1.6% 79% False False 126,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,985.25
2.618 2,933.00
1.618 2,901.00
1.000 2,881.25
0.618 2,869.00
HIGH 2,849.25
0.618 2,837.00
0.500 2,833.25
0.382 2,829.50
LOW 2,817.25
0.618 2,797.50
1.000 2,785.25
1.618 2,765.50
2.618 2,733.50
4.250 2,681.25
Fisher Pivots for day following 20-Mar-2019
Pivot 1 day 3 day
R1 2,833.25 2,838.00
PP 2,831.25 2,834.25
S1 2,829.00 2,830.75

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

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