E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 4,871.00 4,865.50 -5.50 -0.1% 4,789.50
High 4,890.25 4,888.50 -1.75 0.0% 4,890.25
Low 4,825.50 4,844.50 19.00 0.4% 4,767.25
Close 4,868.00 4,868.25 0.25 0.0% 4,868.25
Range 64.75 44.00 -20.75 -32.0% 123.00
ATR 46.52 46.34 -0.18 -0.4% 0.00
Volume 2,615 2,073 -542 -20.7% 12,632
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,999.00 4,977.75 4,892.50
R3 4,955.00 4,933.75 4,880.25
R2 4,911.00 4,911.00 4,876.25
R1 4,889.75 4,889.75 4,872.25 4,900.50
PP 4,867.00 4,867.00 4,867.00 4,872.50
S1 4,845.75 4,845.75 4,864.25 4,856.50
S2 4,823.00 4,823.00 4,860.25
S3 4,779.00 4,801.75 4,856.25
S4 4,735.00 4,757.75 4,844.00
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,211.00 5,162.50 4,936.00
R3 5,088.00 5,039.50 4,902.00
R2 4,965.00 4,965.00 4,890.75
R1 4,916.50 4,916.50 4,879.50 4,940.75
PP 4,842.00 4,842.00 4,842.00 4,854.00
S1 4,793.50 4,793.50 4,857.00 4,817.75
S2 4,719.00 4,719.00 4,845.75
S3 4,596.00 4,670.50 4,834.50
S4 4,473.00 4,547.50 4,800.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,890.25 4,767.25 123.00 2.5% 54.75 1.1% 82% False False 2,526
10 4,891.75 4,754.50 137.25 2.8% 52.50 1.1% 83% False False 4,364
20 4,892.25 4,754.50 137.75 2.8% 45.00 0.9% 83% False False 2,936
40 4,892.25 4,602.75 289.50 5.9% 40.25 0.8% 92% False False 1,661
60 4,892.25 4,215.25 677.00 13.9% 45.25 0.9% 96% False False 1,201
80 4,892.25 4,215.25 677.00 13.9% 48.75 1.0% 96% False False 928
100 4,892.25 4,215.25 677.00 13.9% 45.00 0.9% 96% False False 771
120 4,892.25 4,215.25 677.00 13.9% 39.75 0.8% 96% False False 648
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,075.50
2.618 5,003.75
1.618 4,959.75
1.000 4,932.50
0.618 4,915.75
HIGH 4,888.50
0.618 4,871.75
0.500 4,866.50
0.382 4,861.25
LOW 4,844.50
0.618 4,817.25
1.000 4,800.50
1.618 4,773.25
2.618 4,729.25
4.250 4,657.50
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 4,867.75 4,864.75
PP 4,867.00 4,861.25
S1 4,866.50 4,858.00

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

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