E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 5,262.50 5,270.75 8.25 0.2% 5,290.50
High 5,280.75 5,308.50 27.75 0.5% 5,321.00
Low 5,244.50 5,192.50 -52.00 -1.0% 5,263.00
Close 5,266.50 5,197.25 -69.25 -1.3% 5,308.50
Range 36.25 116.00 79.75 220.0% 58.00
ATR 47.24 52.15 4.91 10.4% 0.00
Volume 1,402,981 1,941,274 538,293 38.4% 4,818,821
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,580.75 5,505.00 5,261.00
R3 5,464.75 5,389.00 5,229.25
R2 5,348.75 5,348.75 5,218.50
R1 5,273.00 5,273.00 5,208.00 5,253.00
PP 5,232.75 5,232.75 5,232.75 5,222.75
S1 5,157.00 5,157.00 5,186.50 5,137.00
S2 5,116.75 5,116.75 5,176.00
S3 5,000.75 5,041.00 5,165.25
S4 4,884.75 4,925.00 5,133.50
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 5,192.50 141.00 2.7% 57.00 1.1% 3% False True 1,442,803
10 5,333.50 5,192.50 141.00 2.7% 44.00 0.8% 3% False True 1,320,460
20 5,333.50 5,148.75 184.75 3.6% 52.50 1.0% 26% False False 1,459,556
40 5,333.50 4,994.25 339.25 6.5% 50.50 1.0% 60% False False 737,907
60 5,333.50 4,799.25 534.25 10.3% 49.50 1.0% 74% False False 493,454
80 5,333.50 4,668.25 665.25 12.8% 48.25 0.9% 80% False False 370,797
100 5,333.50 4,454.00 879.50 16.9% 46.50 0.9% 85% False False 296,674
120 5,333.50 4,215.25 1,118.25 21.5% 48.00 0.9% 88% False False 247,270
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 11.45
Widest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 5,801.50
2.618 5,612.25
1.618 5,496.25
1.000 5,424.50
0.618 5,380.25
HIGH 5,308.50
0.618 5,264.25
0.500 5,250.50
0.382 5,236.75
LOW 5,192.50
0.618 5,120.75
1.000 5,076.50
1.618 5,004.75
2.618 4,888.75
4.250 4,699.50
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 5,250.50 5,250.50
PP 5,232.75 5,232.75
S1 5,215.00 5,215.00

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

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