E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 5,137.00 5,150.50 13.50 0.3% 5,081.50
High 5,153.50 5,152.25 -1.25 0.0% 5,184.25
Low 5,128.25 5,124.50 -3.75 -0.1% 5,017.75
Close 5,151.00 5,142.00 -9.00 -0.2% 5,162.50
Range 25.25 27.75 2.50 9.9% 166.50
ATR 49.78 48.20 -1.57 -3.2% 0.00
Volume 8,018 14,601 6,583 82.1% 27,357
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,222.75 5,210.25 5,157.25
R3 5,195.00 5,182.50 5,149.75
R2 5,167.25 5,167.25 5,147.00
R1 5,154.75 5,154.75 5,144.50 5,147.00
PP 5,139.50 5,139.50 5,139.50 5,135.75
S1 5,127.00 5,127.00 5,139.50 5,119.50
S2 5,111.75 5,111.75 5,137.00
S3 5,084.00 5,099.25 5,134.25
S4 5,056.25 5,071.50 5,126.75
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,621.00 5,558.25 5,254.00
R3 5,454.50 5,391.75 5,208.25
R2 5,288.00 5,288.00 5,193.00
R1 5,225.25 5,225.25 5,177.75 5,256.50
PP 5,121.50 5,121.50 5,121.50 5,137.25
S1 5,058.75 5,058.75 5,147.25 5,090.00
S2 4,955.00 4,955.00 5,132.00
S3 4,788.50 4,892.25 5,116.75
S4 4,622.00 4,725.75 5,071.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,184.25 5,074.75 109.50 2.1% 41.75 0.8% 61% False False 9,732
10 5,184.25 5,017.75 166.50 3.2% 47.25 0.9% 75% False False 7,748
20 5,184.25 4,921.00 263.25 5.1% 50.75 1.0% 84% False False 7,142
40 5,184.25 4,754.50 429.75 8.4% 48.75 0.9% 90% False False 5,894
60 5,184.25 4,650.00 534.25 10.4% 46.00 0.9% 92% False False 4,307
80 5,184.25 4,370.25 814.00 15.8% 44.50 0.9% 95% False False 3,282
100 5,184.25 4,215.25 969.00 18.8% 47.50 0.9% 96% False False 2,666
120 5,184.25 4,215.25 969.00 18.8% 47.00 0.9% 96% False False 2,250
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,270.25
2.618 5,225.00
1.618 5,197.25
1.000 5,180.00
0.618 5,169.50
HIGH 5,152.25
0.618 5,141.75
0.500 5,138.50
0.382 5,135.00
LOW 5,124.50
0.618 5,107.25
1.000 5,096.75
1.618 5,079.50
2.618 5,051.75
4.250 5,006.50
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 5,140.75 5,146.75
PP 5,139.50 5,145.25
S1 5,138.50 5,143.50

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

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