E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 16-Feb-2024
Day Change Summary
Previous Current
15-Feb-2024 16-Feb-2024 Change Change % Previous Week
Open 5,075.50 5,108.25 32.75 0.6% 5,099.75
High 5,110.50 5,118.00 7.50 0.1% 5,125.00
Low 5,069.75 5,072.25 2.50 0.0% 4,994.25
Close 5,105.50 5,078.75 -26.75 -0.5% 5,078.75
Range 40.75 45.75 5.00 12.3% 130.75
ATR 48.91 48.69 -0.23 -0.5% 0.00
Volume 8,317 6,634 -1,683 -20.2% 31,490
Daily Pivots for day following 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,227.00 5,198.50 5,104.00
R3 5,181.25 5,152.75 5,091.25
R2 5,135.50 5,135.50 5,087.25
R1 5,107.00 5,107.00 5,083.00 5,098.50
PP 5,089.75 5,089.75 5,089.75 5,085.25
S1 5,061.25 5,061.25 5,074.50 5,052.50
S2 5,044.00 5,044.00 5,070.25
S3 4,998.25 5,015.50 5,066.25
S4 4,952.50 4,969.75 5,053.50
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,458.25 5,399.25 5,150.75
R3 5,327.50 5,268.50 5,114.75
R2 5,196.75 5,196.75 5,102.75
R1 5,137.75 5,137.75 5,090.75 5,102.00
PP 5,066.00 5,066.00 5,066.00 5,048.00
S1 5,007.00 5,007.00 5,066.75 4,971.00
S2 4,935.25 4,935.25 5,054.75
S3 4,804.50 4,876.25 5,042.75
S4 4,673.75 4,745.50 5,006.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,125.00 4,994.25 130.75 2.6% 55.75 1.1% 65% False False 6,298
10 5,125.00 4,994.25 130.75 2.6% 44.50 0.9% 65% False False 6,098
20 5,125.00 4,921.00 204.00 4.0% 46.25 0.9% 77% False False 6,353
40 5,125.00 4,754.50 370.50 7.3% 47.50 0.9% 88% False False 4,678
60 5,125.00 4,639.00 486.00 9.6% 43.75 0.9% 90% False False 3,374
80 5,125.00 4,215.25 909.75 17.9% 45.25 0.9% 95% False False 2,606
100 5,125.00 4,215.25 909.75 17.9% 48.50 1.0% 95% False False 2,105
120 5,125.00 4,215.25 909.75 17.9% 45.50 0.9% 95% False False 1,782
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 5.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,312.50
2.618 5,237.75
1.618 5,192.00
1.000 5,163.75
0.618 5,146.25
HIGH 5,118.00
0.618 5,100.50
0.500 5,095.00
0.382 5,089.75
LOW 5,072.25
0.618 5,044.00
1.000 5,026.50
1.618 4,998.25
2.618 4,952.50
4.250 4,877.75
Fisher Pivots for day following 16-Feb-2024
Pivot 1 day 3 day
R1 5,095.00 5,076.75
PP 5,089.75 5,074.50
S1 5,084.25 5,072.50

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

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