E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 11-Feb-2019
Day Change Summary
Previous Current
08-Feb-2019 11-Feb-2019 Change Change % Previous Week
Open 2,708.50 2,715.00 6.50 0.2% 2,704.00
High 2,713.50 2,726.75 13.25 0.5% 2,742.50
Low 2,685.75 2,705.50 19.75 0.7% 2,685.75
Close 2,711.00 2,713.00 2.00 0.1% 2,711.00
Range 27.75 21.25 -6.50 -23.4% 56.75
ATR 38.76 37.51 -1.25 -3.2% 0.00
Volume 6,597 3,591 -3,006 -45.6% 26,602
Daily Pivots for day following 11-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,778.75 2,767.25 2,724.75
R3 2,757.50 2,746.00 2,718.75
R2 2,736.25 2,736.25 2,717.00
R1 2,724.75 2,724.75 2,715.00 2,720.00
PP 2,715.00 2,715.00 2,715.00 2,712.75
S1 2,703.50 2,703.50 2,711.00 2,698.50
S2 2,693.75 2,693.75 2,709.00
S3 2,672.50 2,682.25 2,707.25
S4 2,651.25 2,661.00 2,701.25
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,883.25 2,854.00 2,742.25
R3 2,826.50 2,797.25 2,726.50
R2 2,769.75 2,769.75 2,721.50
R1 2,740.50 2,740.50 2,716.25 2,755.00
PP 2,713.00 2,713.00 2,713.00 2,720.50
S1 2,683.75 2,683.75 2,705.75 2,698.50
S2 2,656.25 2,656.25 2,700.50
S3 2,599.50 2,627.00 2,695.50
S4 2,542.75 2,570.25 2,679.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,742.50 2,685.75 56.75 2.1% 25.25 0.9% 48% False False 4,533
10 2,742.50 2,634.00 108.50 4.0% 28.50 1.1% 73% False False 5,275
20 2,742.50 2,572.50 170.00 6.3% 32.75 1.2% 83% False False 5,514
40 2,742.50 2,319.25 423.25 15.6% 49.00 1.8% 93% False False 6,024
60 2,826.75 2,319.25 507.50 18.7% 50.25 1.9% 78% False False 4,180
80 2,840.00 2,319.25 520.75 19.2% 51.25 1.9% 76% False False 3,348
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,817.00
2.618 2,782.50
1.618 2,761.25
1.000 2,748.00
0.618 2,740.00
HIGH 2,726.75
0.618 2,718.75
0.500 2,716.00
0.382 2,713.50
LOW 2,705.50
0.618 2,692.25
1.000 2,684.25
1.618 2,671.00
2.618 2,649.75
4.250 2,615.25
Fisher Pivots for day following 11-Feb-2019
Pivot 1 day 3 day
R1 2,716.00 2,711.75
PP 2,715.00 2,710.75
S1 2,714.00 2,709.50

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

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