E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 25-Jan-2019
Day Change Summary
Previous Current
24-Jan-2019 25-Jan-2019 Change Change % Previous Week
Open 2,639.75 2,641.75 2.00 0.1% 2,677.75
High 2,652.25 2,677.50 25.25 1.0% 2,678.75
Low 2,631.50 2,640.00 8.50 0.3% 2,618.00
Close 2,639.25 2,669.00 29.75 1.1% 2,669.00
Range 20.75 37.50 16.75 80.7% 60.75
ATR 49.18 48.40 -0.78 -1.6% 0.00
Volume 4,399 8,417 4,018 91.3% 19,325
Daily Pivots for day following 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,774.75 2,759.25 2,689.50
R3 2,737.25 2,721.75 2,679.25
R2 2,699.75 2,699.75 2,676.00
R1 2,684.25 2,684.25 2,672.50 2,692.00
PP 2,662.25 2,662.25 2,662.25 2,666.00
S1 2,646.75 2,646.75 2,665.50 2,654.50
S2 2,624.75 2,624.75 2,662.00
S3 2,587.25 2,609.25 2,658.75
S4 2,549.75 2,571.75 2,648.50
Weekly Pivots for week ending 25-Jan-2019
Classic Woodie Camarilla DeMark
R4 2,837.50 2,814.00 2,702.50
R3 2,776.75 2,753.25 2,685.75
R2 2,716.00 2,716.00 2,680.25
R1 2,692.50 2,692.50 2,674.50 2,674.00
PP 2,655.25 2,655.25 2,655.25 2,646.00
S1 2,631.75 2,631.75 2,663.50 2,613.00
S2 2,594.50 2,594.50 2,657.75
S3 2,533.75 2,571.00 2,652.25
S4 2,473.00 2,510.25 2,635.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,683.00 2,618.00 65.00 2.4% 40.00 1.5% 78% False False 5,179
10 2,683.00 2,572.50 110.50 4.1% 35.00 1.3% 87% False False 5,490
20 2,683.00 2,400.25 282.75 10.6% 44.50 1.7% 95% False False 7,271
40 2,826.75 2,319.25 507.50 19.0% 56.75 2.1% 69% False False 4,700
60 2,833.25 2,319.25 514.00 19.3% 54.25 2.0% 68% False False 3,288
80 2,960.75 2,319.25 641.50 24.0% 52.75 2.0% 55% False False 2,618
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 6.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,837.00
2.618 2,775.75
1.618 2,738.25
1.000 2,715.00
0.618 2,700.75
HIGH 2,677.50
0.618 2,663.25
0.500 2,658.75
0.382 2,654.25
LOW 2,640.00
0.618 2,616.75
1.000 2,602.50
1.618 2,579.25
2.618 2,541.75
4.250 2,480.50
Fisher Pivots for day following 25-Jan-2019
Pivot 1 day 3 day
R1 2,665.50 2,662.00
PP 2,662.25 2,654.75
S1 2,658.75 2,647.75

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

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