E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 5,007.75 5,032.00 24.25 0.5% 4,964.00
High 5,054.50 5,037.25 -17.25 -0.3% 5,054.50
Low 4,982.75 4,994.50 11.75 0.2% 4,921.00
Close 5,037.25 5,019.00 -18.25 -0.4% 5,037.25
Range 71.75 42.75 -29.00 -40.4% 133.50
ATR 51.30 50.69 -0.61 -1.2% 0.00
Volume 6,961 5,195 -1,766 -25.4% 34,039
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,145.25 5,124.75 5,042.50
R3 5,102.50 5,082.00 5,030.75
R2 5,059.75 5,059.75 5,026.75
R1 5,039.25 5,039.25 5,023.00 5,028.00
PP 5,017.00 5,017.00 5,017.00 5,011.25
S1 4,996.50 4,996.50 5,015.00 4,985.50
S2 4,974.25 4,974.25 5,011.25
S3 4,931.50 4,953.75 5,007.25
S4 4,888.75 4,911.00 4,995.50
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,404.75 5,354.50 5,110.75
R3 5,271.25 5,221.00 5,074.00
R2 5,137.75 5,137.75 5,061.75
R1 5,087.50 5,087.50 5,049.50 5,112.50
PP 5,004.25 5,004.25 5,004.25 5,016.75
S1 4,954.00 4,954.00 5,025.00 4,979.00
S2 4,870.75 4,870.75 5,012.75
S3 4,737.25 4,820.50 5,000.50
S4 4,603.75 4,687.00 4,963.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,054.50 4,921.00 133.50 2.7% 60.25 1.2% 73% False False 7,104
10 5,054.50 4,921.00 133.50 2.7% 49.50 1.0% 73% False False 6,226
20 5,054.50 4,767.25 287.25 5.7% 50.50 1.0% 88% False False 4,680
40 5,054.50 4,650.00 404.50 8.1% 46.50 0.9% 91% False False 3,628
60 5,054.50 4,454.00 600.50 12.0% 44.00 0.9% 94% False False 2,479
80 5,054.50 4,215.25 839.25 16.7% 46.75 0.9% 96% False False 1,920
100 5,054.50 4,215.25 839.25 16.7% 48.25 1.0% 96% False False 1,562
120 5,054.50 4,215.25 839.25 16.7% 44.50 0.9% 96% False False 1,317
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,219.00
2.618 5,149.25
1.618 5,106.50
1.000 5,080.00
0.618 5,063.75
HIGH 5,037.25
0.618 5,021.00
0.500 5,016.00
0.382 5,010.75
LOW 4,994.50
0.618 4,968.00
1.000 4,951.75
1.618 4,925.25
2.618 4,882.50
4.250 4,812.75
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 5,018.00 5,010.00
PP 5,017.00 5,000.75
S1 5,016.00 4,991.75

Download as Excel Spreadsheet

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

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