E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 5,294.75 5,306.75 12.00 0.2% 5,185.75
High 5,322.75 5,311.75 -11.00 -0.2% 5,322.75
Low 5,293.50 5,287.75 -5.75 -0.1% 5,181.75
Close 5,302.50 5,293.25 -9.25 -0.2% 5,293.25
Range 29.25 24.00 -5.25 -17.9% 141.00
ATR 53.97 51.83 -2.14 -4.0% 0.00
Volume 1,326,994 1,162,606 -164,388 -12.4% 6,712,139
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,369.50 5,355.50 5,306.50
R3 5,345.50 5,331.50 5,299.75
R2 5,321.50 5,321.50 5,297.75
R1 5,307.50 5,307.50 5,295.50 5,302.50
PP 5,297.50 5,297.50 5,297.50 5,295.00
S1 5,283.50 5,283.50 5,291.00 5,278.50
S2 5,273.50 5,273.50 5,288.75
S3 5,249.50 5,259.50 5,286.75
S4 5,225.50 5,235.50 5,280.00
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,689.00 5,632.00 5,370.75
R3 5,548.00 5,491.00 5,332.00
R2 5,407.00 5,407.00 5,319.00
R1 5,350.00 5,350.00 5,306.25 5,378.50
PP 5,266.00 5,266.00 5,266.00 5,280.00
S1 5,209.00 5,209.00 5,280.25 5,237.50
S2 5,125.00 5,125.00 5,267.50
S3 4,984.00 5,068.00 5,254.50
S4 4,843.00 4,927.00 5,215.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,322.75 5,181.75 141.00 2.7% 47.00 0.9% 79% False False 1,342,427
10 5,322.75 5,157.00 165.75 3.1% 50.25 1.0% 82% False False 1,695,453
20 5,322.75 5,121.00 201.75 3.8% 50.50 1.0% 85% False False 936,039
40 5,322.75 4,921.00 401.75 7.6% 51.25 1.0% 93% False False 471,286
60 5,322.75 4,754.50 568.25 10.7% 49.25 0.9% 95% False False 315,527
80 5,322.75 4,645.75 677.00 12.8% 47.50 0.9% 96% False False 236,877
100 5,322.75 4,241.50 1,081.25 20.4% 46.50 0.9% 97% False False 189,547
120 5,322.75 4,215.25 1,107.50 20.9% 49.00 0.9% 97% False False 157,985
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 10.33
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 5,413.75
2.618 5,374.50
1.618 5,350.50
1.000 5,335.75
0.618 5,326.50
HIGH 5,311.75
0.618 5,302.50
0.500 5,299.75
0.382 5,297.00
LOW 5,287.75
0.618 5,273.00
1.000 5,263.75
1.618 5,249.00
2.618 5,225.00
4.250 5,185.75
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 5,299.75 5,288.00
PP 5,297.50 5,283.00
S1 5,295.50 5,278.00

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

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