E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 28-Mar-2024
Day Change Summary
Previous Current
27-Mar-2024 28-Mar-2024 Change Change % Previous Week
Open 5,273.25 5,308.00 34.75 0.7% 5,290.50
High 5,313.75 5,321.00 7.25 0.1% 5,321.00
Low 5,270.75 5,301.00 30.25 0.6% 5,263.00
Close 5,308.25 5,308.50 0.25 0.0% 5,308.50
Range 43.00 20.00 -23.00 -53.5% 58.00
ATR 48.83 46.77 -2.06 -4.2% 0.00
Volume 1,487,671 1,317,836 -169,835 -11.4% 4,818,821
Daily Pivots for day following 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,370.25 5,359.25 5,319.50
R3 5,350.25 5,339.25 5,314.00
R2 5,330.25 5,330.25 5,312.25
R1 5,319.25 5,319.25 5,310.25 5,324.75
PP 5,310.25 5,310.25 5,310.25 5,313.00
S1 5,299.25 5,299.25 5,306.75 5,304.75
S2 5,290.25 5,290.25 5,304.75
S3 5,270.25 5,279.25 5,303.00
S4 5,250.25 5,259.25 5,297.50
Weekly Pivots for week ending 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,471.50 5,448.00 5,340.50
R3 5,413.50 5,390.00 5,324.50
R2 5,355.50 5,355.50 5,319.25
R1 5,332.00 5,332.00 5,313.75 5,343.75
PP 5,297.50 5,297.50 5,297.50 5,303.50
S1 5,274.00 5,274.00 5,303.25 5,285.75
S2 5,239.50 5,239.50 5,297.75
S3 5,181.50 5,216.00 5,292.50
S4 5,123.50 5,158.00 5,276.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,321.00 5,263.00 58.00 1.1% 29.50 0.6% 78% True False 1,196,285
10 5,322.75 5,167.75 155.00 2.9% 42.00 0.8% 91% False False 1,345,873
20 5,322.75 5,124.25 198.50 3.7% 49.75 0.9% 93% False False 1,174,595
40 5,322.75 4,929.00 393.75 7.4% 49.75 0.9% 96% False False 591,098
60 5,322.75 4,754.50 568.25 10.7% 49.00 0.9% 97% False False 395,705
80 5,322.75 4,650.00 672.75 12.7% 47.25 0.9% 98% False False 297,104
100 5,322.75 4,424.25 898.50 16.9% 45.50 0.9% 98% False False 237,727
120 5,322.75 4,215.25 1,107.50 20.9% 48.00 0.9% 99% False False 198,140
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 9.28
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5,406.00
2.618 5,373.25
1.618 5,353.25
1.000 5,341.00
0.618 5,333.25
HIGH 5,321.00
0.618 5,313.25
0.500 5,311.00
0.382 5,308.75
LOW 5,301.00
0.618 5,288.75
1.000 5,281.00
1.618 5,268.75
2.618 5,248.75
4.250 5,216.00
Fisher Pivots for day following 28-Mar-2024
Pivot 1 day 3 day
R1 5,311.00 5,303.00
PP 5,310.25 5,297.50
S1 5,309.25 5,292.00

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

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