E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 02-Apr-2024
Day Change Summary
Previous Current
01-Apr-2024 02-Apr-2024 Change Change % Previous Week
Open 5,314.25 5,294.50 -19.75 -0.4% 5,290.50
High 5,333.50 5,296.00 -37.50 -0.7% 5,321.00
Low 5,282.25 5,235.00 -47.25 -0.9% 5,263.00
Close 5,295.25 5,260.50 -34.75 -0.7% 5,308.50
Range 51.25 61.00 9.75 19.0% 58.00
ATR 47.09 48.09 0.99 2.1% 0.00
Volume 1,125,234 1,426,691 301,457 26.8% 4,818,821
Daily Pivots for day following 02-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,446.75 5,414.75 5,294.00
R3 5,385.75 5,353.75 5,277.25
R2 5,324.75 5,324.75 5,271.75
R1 5,292.75 5,292.75 5,266.00 5,278.25
PP 5,263.75 5,263.75 5,263.75 5,256.50
S1 5,231.75 5,231.75 5,255.00 5,217.25
S2 5,202.75 5,202.75 5,249.25
S3 5,141.75 5,170.75 5,243.75
S4 5,080.75 5,109.75 5,227.00
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 5,235.00 98.50 1.9% 42.50 0.8% 26% False True 1,290,027
10 5,333.50 5,186.00 147.50 2.8% 41.25 0.8% 51% False False 1,270,560
20 5,333.50 5,124.25 209.25 4.0% 51.00 1.0% 65% False False 1,300,266
40 5,333.50 4,994.25 339.25 6.4% 48.50 0.9% 78% False False 654,496
60 5,333.50 4,754.50 579.00 11.0% 49.50 0.9% 87% False False 437,936
80 5,333.50 4,650.00 683.50 13.0% 47.50 0.9% 89% False False 329,000
100 5,333.50 4,454.00 879.50 16.7% 45.75 0.9% 92% False False 263,237
120 5,333.50 4,215.25 1,118.25 21.3% 47.25 0.9% 93% False False 219,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,555.25
2.618 5,455.75
1.618 5,394.75
1.000 5,357.00
0.618 5,333.75
HIGH 5,296.00
0.618 5,272.75
0.500 5,265.50
0.382 5,258.25
LOW 5,235.00
0.618 5,197.25
1.000 5,174.00
1.618 5,136.25
2.618 5,075.25
4.250 4,975.75
Fisher Pivots for day following 02-Apr-2024
Pivot 1 day 3 day
R1 5,265.50 5,284.25
PP 5,263.75 5,276.25
S1 5,262.25 5,268.50

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

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