E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 20-Mar-2024
Day Change Summary
Previous Current
19-Mar-2024 20-Mar-2024 Change Change % Previous Week
Open 5,215.25 5,239.75 24.50 0.5% 5,195.50
High 5,244.75 5,297.75 53.00 1.0% 5,253.50
Low 5,186.00 5,233.00 47.00 0.9% 5,157.00
Close 5,241.75 5,286.75 45.00 0.9% 5,182.75
Range 58.75 64.75 6.00 10.2% 96.50
ATR 54.63 55.35 0.72 1.3% 0.00
Volume 1,440,289 1,404,974 -35,315 -2.5% 10,242,399
Daily Pivots for day following 20-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,466.75 5,441.50 5,322.25
R3 5,402.00 5,376.75 5,304.50
R2 5,337.25 5,337.25 5,298.50
R1 5,312.00 5,312.00 5,292.75 5,324.50
PP 5,272.50 5,272.50 5,272.50 5,278.75
S1 5,247.25 5,247.25 5,280.75 5,260.00
S2 5,207.75 5,207.75 5,275.00
S3 5,143.00 5,182.50 5,269.00
S4 5,078.25 5,117.75 5,251.25
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,487.25 5,431.50 5,235.75
R3 5,390.75 5,335.00 5,209.25
R2 5,294.25 5,294.25 5,200.50
R1 5,238.50 5,238.50 5,191.50 5,218.00
PP 5,197.75 5,197.75 5,197.75 5,187.50
S1 5,142.00 5,142.00 5,174.00 5,121.50
S2 5,101.25 5,101.25 5,165.00
S3 5,004.75 5,045.50 5,156.25
S4 4,908.25 4,949.00 5,129.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,297.75 5,167.75 130.00 2.5% 62.00 1.2% 92% True False 1,667,853
10 5,297.75 5,148.75 149.00 2.8% 60.75 1.1% 93% True False 1,598,653
20 5,297.75 5,074.75 223.00 4.2% 54.00 1.0% 95% True False 812,522
40 5,297.75 4,921.00 376.75 7.1% 52.00 1.0% 97% True False 409,345
60 5,297.75 4,754.50 543.25 10.3% 49.50 0.9% 98% True False 274,060
80 5,297.75 4,645.75 652.00 12.3% 47.00 0.9% 98% True False 205,760
100 5,297.75 4,215.25 1,082.50 20.5% 47.25 0.9% 99% True False 164,661
120 5,297.75 4,215.25 1,082.50 20.5% 49.50 0.9% 99% True False 137,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,573.00
2.618 5,467.25
1.618 5,402.50
1.000 5,362.50
0.618 5,337.75
HIGH 5,297.75
0.618 5,273.00
0.500 5,265.50
0.382 5,257.75
LOW 5,233.00
0.618 5,193.00
1.000 5,168.25
1.618 5,128.25
2.618 5,063.50
4.250 4,957.75
Fisher Pivots for day following 20-Mar-2024
Pivot 1 day 3 day
R1 5,279.50 5,271.00
PP 5,272.50 5,255.50
S1 5,265.50 5,239.75

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

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