E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 27-Mar-2019
Day Change Summary
Previous Current
26-Mar-2019 27-Mar-2019 Change Change % Previous Week
Open 2,808.50 2,823.50 15.00 0.5% 2,827.00
High 2,835.00 2,831.75 -3.25 -0.1% 2,866.00
Low 2,806.00 2,791.75 -14.25 -0.5% 2,805.25
Close 2,823.00 2,810.50 -12.50 -0.4% 2,810.75
Range 29.00 40.00 11.00 37.9% 60.75
ATR 32.48 33.02 0.54 1.7% 0.00
Volume 1,461,068 1,726,746 265,678 18.2% 8,140,115
Daily Pivots for day following 27-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,931.25 2,911.00 2,832.50
R3 2,891.25 2,871.00 2,821.50
R2 2,851.25 2,851.25 2,817.75
R1 2,831.00 2,831.00 2,814.25 2,821.00
PP 2,811.25 2,811.25 2,811.25 2,806.50
S1 2,791.00 2,791.00 2,806.75 2,781.00
S2 2,771.25 2,771.25 2,803.25
S3 2,731.25 2,751.00 2,799.50
S4 2,691.25 2,711.00 2,788.50
Weekly Pivots for week ending 22-Mar-2019
Classic Woodie Camarilla DeMark
R4 3,009.50 2,971.00 2,844.25
R3 2,948.75 2,910.25 2,827.50
R2 2,888.00 2,888.00 2,822.00
R1 2,849.50 2,849.50 2,816.25 2,838.50
PP 2,827.25 2,827.25 2,827.25 2,821.75
S1 2,788.75 2,788.75 2,805.25 2,777.50
S2 2,766.50 2,766.50 2,799.50
S3 2,705.75 2,728.00 2,794.00
S4 2,645.00 2,667.25 2,777.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,866.00 2,789.50 76.50 2.7% 42.00 1.5% 27% False False 1,780,386
10 2,866.00 2,789.50 76.50 2.7% 33.00 1.2% 27% False False 1,575,871
20 2,866.00 2,726.50 139.50 5.0% 31.75 1.1% 60% False False 1,181,803
40 2,866.00 2,641.50 224.50 8.0% 30.25 1.1% 75% False False 595,399
60 2,866.00 2,442.25 423.75 15.1% 33.50 1.2% 87% False False 399,239
80 2,866.00 2,319.25 546.75 19.5% 43.00 1.5% 90% False False 300,158
100 2,866.00 2,319.25 546.75 19.5% 43.75 1.6% 90% False False 240,227
120 2,960.75 2,319.25 641.50 22.8% 45.50 1.6% 77% False False 200,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,001.75
2.618 2,936.50
1.618 2,896.50
1.000 2,871.75
0.618 2,856.50
HIGH 2,831.75
0.618 2,816.50
0.500 2,811.75
0.382 2,807.00
LOW 2,791.75
0.618 2,767.00
1.000 2,751.75
1.618 2,727.00
2.618 2,687.00
4.250 2,621.75
Fisher Pivots for day following 27-Mar-2019
Pivot 1 day 3 day
R1 2,811.75 2,812.25
PP 2,811.25 2,811.75
S1 2,811.00 2,811.00

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

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