E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 03-Apr-2024
Day Change Summary
Previous Current
02-Apr-2024 03-Apr-2024 Change Change % Previous Week
Open 5,294.50 5,262.50 -32.00 -0.6% 5,290.50
High 5,296.00 5,280.75 -15.25 -0.3% 5,321.00
Low 5,235.00 5,244.50 9.50 0.2% 5,263.00
Close 5,260.50 5,266.50 6.00 0.1% 5,308.50
Range 61.00 36.25 -24.75 -40.6% 58.00
ATR 48.09 47.24 -0.85 -1.8% 0.00
Volume 1,426,691 1,402,981 -23,710 -1.7% 4,818,821
Daily Pivots for day following 03-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,372.75 5,355.75 5,286.50
R3 5,336.50 5,319.50 5,276.50
R2 5,300.25 5,300.25 5,273.25
R1 5,283.25 5,283.25 5,269.75 5,291.75
PP 5,264.00 5,264.00 5,264.00 5,268.00
S1 5,247.00 5,247.00 5,263.25 5,255.50
S2 5,227.75 5,227.75 5,259.75
S3 5,191.50 5,210.75 5,256.50
S4 5,155.25 5,174.50 5,246.50
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% 42.25 0.8% 32% False False 1,352,082
10 5,333.50 5,233.00 100.50 1.9% 39.00 0.7% 33% False False 1,266,830
20 5,333.50 5,145.00 188.50 3.6% 49.25 0.9% 64% False False 1,367,271
40 5,333.50 4,994.25 339.25 6.4% 48.25 0.9% 80% False False 689,441
60 5,333.50 4,767.25 566.25 10.8% 49.00 0.9% 88% False False 461,187
80 5,333.50 4,650.00 683.50 13.0% 47.50 0.9% 90% False False 346,535
100 5,333.50 4,454.00 879.50 16.7% 45.75 0.9% 92% False False 277,264
120 5,333.50 4,215.25 1,118.25 21.2% 47.25 0.9% 94% False False 231,094
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,434.75
2.618 5,375.75
1.618 5,339.50
1.000 5,317.00
0.618 5,303.25
HIGH 5,280.75
0.618 5,267.00
0.500 5,262.50
0.382 5,258.25
LOW 5,244.50
0.618 5,222.00
1.000 5,208.25
1.618 5,185.75
2.618 5,149.50
4.250 5,090.50
Fisher Pivots for day following 03-Apr-2024
Pivot 1 day 3 day
R1 5,265.25 5,284.25
PP 5,264.00 5,278.25
S1 5,262.50 5,272.50

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

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