E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 29-Mar-2019
Day Change Summary
Previous Current
28-Mar-2019 29-Mar-2019 Change Change % Previous Week
Open 2,807.00 2,820.50 13.50 0.5% 2,813.00
High 2,824.25 2,840.75 16.50 0.6% 2,840.75
Low 2,795.00 2,820.25 25.25 0.9% 2,789.50
Close 2,821.00 2,837.75 16.75 0.6% 2,837.75
Range 29.25 20.50 -8.75 -29.9% 51.25
ATR 32.75 31.88 -0.88 -2.7% 0.00
Volume 1,185,882 1,491,974 306,092 25.8% 7,666,996
Daily Pivots for day following 29-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,894.50 2,886.50 2,849.00
R3 2,874.00 2,866.00 2,843.50
R2 2,853.50 2,853.50 2,841.50
R1 2,845.50 2,845.50 2,839.75 2,849.50
PP 2,833.00 2,833.00 2,833.00 2,835.00
S1 2,825.00 2,825.00 2,835.75 2,829.00
S2 2,812.50 2,812.50 2,834.00
S3 2,792.00 2,804.50 2,832.00
S4 2,771.50 2,784.00 2,826.50
Weekly Pivots for week ending 29-Mar-2019
Classic Woodie Camarilla DeMark
R4 2,976.50 2,958.25 2,866.00
R3 2,925.25 2,907.00 2,851.75
R2 2,874.00 2,874.00 2,847.25
R1 2,855.75 2,855.75 2,842.50 2,865.00
PP 2,822.75 2,822.75 2,822.75 2,827.25
S1 2,804.50 2,804.50 2,833.00 2,813.50
S2 2,771.50 2,771.50 2,828.25
S3 2,720.25 2,753.25 2,823.75
S4 2,669.00 2,702.00 2,809.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,840.75 2,789.50 51.25 1.8% 29.50 1.0% 94% True False 1,533,399
10 2,866.00 2,789.50 76.50 2.7% 34.00 1.2% 63% False False 1,580,711
20 2,866.00 2,726.50 139.50 4.9% 32.50 1.1% 80% False False 1,313,604
40 2,866.00 2,685.75 180.25 6.4% 29.25 1.0% 84% False False 661,990
60 2,866.00 2,442.25 423.75 14.9% 32.75 1.2% 93% False False 443,744
80 2,866.00 2,319.25 546.75 19.3% 43.00 1.5% 95% False False 333,628
100 2,866.00 2,319.25 546.75 19.3% 43.25 1.5% 95% False False 267,000
120 2,933.00 2,319.25 613.75 21.6% 45.50 1.6% 84% False False 222,606
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 7.13
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,928.00
2.618 2,894.50
1.618 2,874.00
1.000 2,861.25
0.618 2,853.50
HIGH 2,840.75
0.618 2,833.00
0.500 2,830.50
0.382 2,828.00
LOW 2,820.25
0.618 2,807.50
1.000 2,799.75
1.618 2,787.00
2.618 2,766.50
4.250 2,733.00
Fisher Pivots for day following 29-Mar-2019
Pivot 1 day 3 day
R1 2,835.25 2,830.50
PP 2,833.00 2,823.50
S1 2,830.50 2,816.25

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

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