E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 01-Apr-2024
Day Change Summary
Previous Current
28-Mar-2024 01-Apr-2024 Change Change % Previous Week
Open 5,308.00 5,314.25 6.25 0.1% 5,290.50
High 5,321.00 5,333.50 12.50 0.2% 5,321.00
Low 5,301.00 5,282.25 -18.75 -0.4% 5,263.00
Close 5,308.50 5,295.25 -13.25 -0.2% 5,308.50
Range 20.00 51.25 31.25 156.3% 58.00
ATR 46.77 47.09 0.32 0.7% 0.00
Volume 1,317,836 1,125,234 -192,602 -14.6% 4,818,821
Daily Pivots for day following 01-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,457.50 5,427.50 5,323.50
R3 5,406.25 5,376.25 5,309.25
R2 5,355.00 5,355.00 5,304.75
R1 5,325.00 5,325.00 5,300.00 5,314.50
PP 5,303.75 5,303.75 5,303.75 5,298.25
S1 5,273.75 5,273.75 5,290.50 5,263.00
S2 5,252.50 5,252.50 5,285.75
S3 5,201.25 5,222.50 5,281.25
S4 5,150.00 5,171.25 5,267.00
Weekly Pivots for week ending 29-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 5,333.50 5,263.00 70.50 1.3% 34.75 0.7% 46% True False 1,188,811
10 5,333.50 5,181.75 151.75 2.9% 41.00 0.8% 75% True False 1,265,619
20 5,333.50 5,124.25 209.25 4.0% 49.25 0.9% 82% True False 1,229,929
40 5,333.50 4,982.75 350.75 6.6% 48.75 0.9% 89% True False 619,003
60 5,333.50 4,754.50 579.00 10.9% 49.00 0.9% 93% True False 414,283
80 5,333.50 4,650.00 683.50 12.9% 47.25 0.9% 94% True False 311,169
100 5,333.50 4,454.00 879.50 16.6% 45.25 0.9% 96% True False 248,976
120 5,333.50 4,215.25 1,118.25 21.1% 47.25 0.9% 97% True False 207,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.73
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,551.25
2.618 5,467.75
1.618 5,416.50
1.000 5,384.75
0.618 5,365.25
HIGH 5,333.50
0.618 5,314.00
0.500 5,308.00
0.382 5,301.75
LOW 5,282.25
0.618 5,250.50
1.000 5,231.00
1.618 5,199.25
2.618 5,148.00
4.250 5,064.50
Fisher Pivots for day following 01-Apr-2024
Pivot 1 day 3 day
R1 5,308.00 5,302.00
PP 5,303.75 5,299.75
S1 5,299.50 5,297.50

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

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