E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 5,195.50 5,191.75 -3.75 -0.1% 5,205.75
High 5,196.00 5,246.75 50.75 1.0% 5,257.25
Low 5,157.00 5,176.25 19.25 0.4% 5,124.25
Close 5,185.75 5,241.25 55.50 1.1% 5,192.50
Range 39.00 70.50 31.50 80.8% 133.00
ATR 52.81 54.08 1.26 2.4% 0.00
Volume 2,205,843 2,317,426 111,583 5.1% 1,699,994
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,433.00 5,407.50 5,280.00
R3 5,362.50 5,337.00 5,260.75
R2 5,292.00 5,292.00 5,254.25
R1 5,266.50 5,266.50 5,247.75 5,279.25
PP 5,221.50 5,221.50 5,221.50 5,227.75
S1 5,196.00 5,196.00 5,234.75 5,208.75
S2 5,151.00 5,151.00 5,228.25
S3 5,080.50 5,125.50 5,221.75
S4 5,010.00 5,055.00 5,202.50
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,590.25 5,524.50 5,265.75
R3 5,457.25 5,391.50 5,229.00
R2 5,324.25 5,324.25 5,217.00
R1 5,258.50 5,258.50 5,204.75 5,225.00
PP 5,191.25 5,191.25 5,191.25 5,174.50
S1 5,125.50 5,125.50 5,180.25 5,092.00
S2 5,058.25 5,058.25 5,168.00
S3 4,925.25 4,992.50 5,156.00
S4 4,792.25 4,859.50 5,119.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,257.25 5,145.00 112.25 2.1% 63.50 1.2% 86% False False 1,228,088
10 5,257.25 5,121.00 136.25 2.6% 56.00 1.1% 88% False False 627,471
20 5,257.25 4,994.25 263.00 5.0% 55.50 1.1% 94% False False 317,232
40 5,257.25 4,799.25 458.00 8.7% 50.00 1.0% 97% False False 161,340
60 5,257.25 4,754.50 502.75 9.6% 48.50 0.9% 97% False False 108,539
80 5,257.25 4,602.75 654.50 12.5% 45.25 0.9% 98% False False 81,501
100 5,257.25 4,215.25 1,042.00 19.9% 47.25 0.9% 98% False False 65,257
120 5,257.25 4,215.25 1,042.00 19.9% 49.25 0.9% 98% False False 54,399
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 12.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,546.50
2.618 5,431.25
1.618 5,360.75
1.000 5,317.25
0.618 5,290.25
HIGH 5,246.75
0.618 5,219.75
0.500 5,211.50
0.382 5,203.25
LOW 5,176.25
0.618 5,132.75
1.000 5,105.75
1.618 5,062.25
2.618 4,991.75
4.250 4,876.50
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 5,231.25 5,230.00
PP 5,221.50 5,218.50
S1 5,211.50 5,207.00

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

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