E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 07-Feb-2024
Day Change Summary
Previous Current
06-Feb-2024 07-Feb-2024 Change Change % Previous Week
Open 5,016.75 5,030.00 13.25 0.3% 4,964.00
High 5,035.00 5,077.25 42.25 0.8% 5,054.50
Low 5,011.50 5,027.00 15.50 0.3% 4,921.00
Close 5,031.75 5,072.75 41.00 0.8% 5,037.25
Range 23.50 50.25 26.75 113.8% 133.50
ATR 48.74 48.85 0.11 0.2% 0.00
Volume 2,636 7,954 5,318 201.7% 34,039
Daily Pivots for day following 07-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,209.75 5,191.50 5,100.50
R3 5,159.50 5,141.25 5,086.50
R2 5,109.25 5,109.25 5,082.00
R1 5,091.00 5,091.00 5,077.25 5,100.00
PP 5,059.00 5,059.00 5,059.00 5,063.50
S1 5,040.75 5,040.75 5,068.25 5,050.00
S2 5,008.75 5,008.75 5,063.50
S3 4,958.50 4,990.50 5,059.00
S4 4,908.25 4,940.25 5,045.00
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 5,077.25 4,929.00 148.25 2.9% 55.75 1.1% 97% True False 6,353
10 5,077.25 4,921.00 156.25 3.1% 49.75 1.0% 97% True False 6,231
20 5,077.25 4,799.25 278.00 5.5% 48.00 0.9% 98% True False 4,895
40 5,077.25 4,704.00 373.25 7.4% 46.00 0.9% 99% True False 3,879
60 5,077.25 4,454.00 623.25 12.3% 43.75 0.9% 99% True False 2,651
80 5,077.25 4,215.25 862.00 17.0% 46.50 0.9% 99% True False 2,050
100 5,077.25 4,215.25 862.00 17.0% 48.50 1.0% 99% True False 1,664
120 5,077.25 4,215.25 862.00 17.0% 44.75 0.9% 99% True False 1,406
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 8.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,290.75
2.618 5,208.75
1.618 5,158.50
1.000 5,127.50
0.618 5,108.25
HIGH 5,077.25
0.618 5,058.00
0.500 5,052.00
0.382 5,046.25
LOW 5,027.00
0.618 4,996.00
1.000 4,976.75
1.618 4,945.75
2.618 4,895.50
4.250 4,813.50
Fisher Pivots for day following 07-Feb-2024
Pivot 1 day 3 day
R1 5,066.00 5,060.50
PP 5,059.00 5,048.25
S1 5,052.00 5,036.00

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

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