E-mini S&P 500 Future June 2019


Trading Metrics calculated at close of trading on 25-Feb-2019
Day Change Summary
Previous Current
22-Feb-2019 25-Feb-2019 Change Change % Previous Week
Open 2,777.25 2,804.00 26.75 1.0% 2,784.00
High 2,800.50 2,819.50 19.00 0.7% 2,802.50
Low 2,775.00 2,799.50 24.50 0.9% 2,768.50
Close 2,796.00 2,802.25 6.25 0.2% 2,796.00
Range 25.50 20.00 -5.50 -21.6% 34.00
ATR 34.05 33.30 -0.75 -2.2% 0.00
Volume 10,941 24,900 13,959 127.6% 44,669
Daily Pivots for day following 25-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,867.00 2,854.75 2,813.25
R3 2,847.00 2,834.75 2,807.75
R2 2,827.00 2,827.00 2,806.00
R1 2,814.75 2,814.75 2,804.00 2,811.00
PP 2,807.00 2,807.00 2,807.00 2,805.25
S1 2,794.75 2,794.75 2,800.50 2,791.00
S2 2,787.00 2,787.00 2,798.50
S3 2,767.00 2,774.75 2,796.75
S4 2,747.00 2,754.75 2,791.25
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 2,891.00 2,877.50 2,814.75
R3 2,857.00 2,843.50 2,805.25
R2 2,823.00 2,823.00 2,802.25
R1 2,809.50 2,809.50 2,799.00 2,816.25
PP 2,789.00 2,789.00 2,789.00 2,792.50
S1 2,775.50 2,775.50 2,793.00 2,782.25
S2 2,755.00 2,755.00 2,789.75
S3 2,721.00 2,741.50 2,786.75
S4 2,687.00 2,707.50 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 2,819.50 2,768.50 51.00 1.8% 23.50 0.8% 66% True False 13,913
10 2,819.50 2,705.50 114.00 4.1% 28.50 1.0% 85% True False 10,198
20 2,819.50 2,627.75 191.75 6.8% 29.50 1.1% 91% True False 7,900
40 2,819.50 2,400.25 419.25 15.0% 37.00 1.3% 96% True False 7,586
60 2,826.75 2,319.25 507.50 18.1% 47.75 1.7% 95% False False 5,767
80 2,833.25 2,319.25 514.00 18.3% 48.00 1.7% 94% False False 4,441
100 2,960.75 2,319.25 641.50 22.9% 48.00 1.7% 75% False False 3,674
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 False
Bear Hook False
Bull Hook False
Stretch 6.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,904.50
2.618 2,871.75
1.618 2,851.75
1.000 2,839.50
0.618 2,831.75
HIGH 2,819.50
0.618 2,811.75
0.500 2,809.50
0.382 2,807.25
LOW 2,799.50
0.618 2,787.25
1.000 2,779.50
1.618 2,767.25
2.618 2,747.25
4.250 2,714.50
Fisher Pivots for day following 25-Feb-2019
Pivot 1 day 3 day
R1 2,809.50 2,799.50
PP 2,807.00 2,796.75
S1 2,804.75 2,794.00

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

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