E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 4,367.00 4,360.25 -6.75 -0.2% 4,470.00
High 4,379.25 4,360.25 -19.00 -0.4% 4,525.00
Low 4,339.25 4,299.75 -39.50 -0.9% 4,341.25
Close 4,367.50 4,304.00 -63.50 -1.5% 4,343.75
Range 40.00 60.50 20.50 51.3% 183.75
ATR 57.66 58.38 0.72 1.3% 0.00
Volume 321 593 272 84.7% 604
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,502.75 4,464.00 4,337.25
R3 4,442.25 4,403.50 4,320.75
R2 4,381.75 4,381.75 4,315.00
R1 4,343.00 4,343.00 4,309.50 4,332.00
PP 4,321.25 4,321.25 4,321.25 4,316.00
S1 4,282.50 4,282.50 4,298.50 4,271.50
S2 4,260.75 4,260.75 4,293.00
S3 4,200.25 4,222.00 4,287.25
S4 4,139.75 4,161.50 4,270.75
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,954.50 4,833.00 4,444.75
R3 4,770.75 4,649.25 4,394.25
R2 4,587.00 4,587.00 4,377.50
R1 4,465.50 4,465.50 4,360.50 4,434.50
PP 4,403.25 4,403.25 4,403.25 4,387.75
S1 4,281.75 4,281.75 4,327.00 4,250.50
S2 4,219.50 4,219.50 4,310.00
S3 4,035.75 4,098.00 4,293.25
S4 3,852.00 3,914.25 4,242.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,464.50 4,299.75 164.75 3.8% 59.75 1.4% 3% False True 235
10 4,530.00 4,299.75 230.25 5.3% 59.75 1.4% 2% False True 175
20 4,530.00 4,299.75 230.25 5.3% 60.50 1.4% 2% False True 132
40 4,699.00 4,299.75 399.25 9.3% 46.75 1.1% 1% False True 151
60 4,699.00 4,299.75 399.25 9.3% 39.25 0.9% 1% False True 112
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 14.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,617.50
2.618 4,518.75
1.618 4,458.25
1.000 4,420.75
0.618 4,397.75
HIGH 4,360.25
0.618 4,337.25
0.500 4,330.00
0.382 4,322.75
LOW 4,299.75
0.618 4,262.25
1.000 4,239.25
1.618 4,201.75
2.618 4,141.25
4.250 4,042.50
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 4,330.00 4,339.50
PP 4,321.25 4,327.75
S1 4,312.75 4,315.75

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

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