E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 08-Apr-2024
Day Change Summary
Previous Current
05-Apr-2024 08-Apr-2024 Change Change % Previous Week
Open 5,199.75 5,263.25 63.50 1.2% 5,314.25
High 5,272.50 5,269.25 -3.25 -0.1% 5,333.50
Low 5,191.50 5,236.50 45.00 0.9% 5,191.50
Close 5,253.00 5,253.25 0.25 0.0% 5,253.00
Range 81.00 32.75 -48.25 -59.6% 142.00
ATR 54.21 52.68 -1.53 -2.8% 0.00
Volume 1,908,306 1,167,648 -740,658 -38.8% 7,804,486
Daily Pivots for day following 08-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,351.25 5,335.00 5,271.25
R3 5,318.50 5,302.25 5,262.25
R2 5,285.75 5,285.75 5,259.25
R1 5,269.50 5,269.50 5,256.25 5,261.25
PP 5,253.00 5,253.00 5,253.00 5,249.00
S1 5,236.75 5,236.75 5,250.25 5,228.50
S2 5,220.25 5,220.25 5,247.25
S3 5,187.50 5,204.00 5,244.25
S4 5,154.75 5,171.25 5,235.25
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,685.25 5,611.25 5,331.00
R3 5,543.25 5,469.25 5,292.00
R2 5,401.25 5,401.25 5,279.00
R1 5,327.25 5,327.25 5,266.00 5,293.25
PP 5,259.25 5,259.25 5,259.25 5,242.50
S1 5,185.25 5,185.25 5,240.00 5,151.25
S2 5,117.25 5,117.25 5,227.00
S3 4,975.25 5,043.25 5,214.00
S4 4,833.25 4,901.25 5,175.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,308.50 5,191.50 117.00 2.2% 65.50 1.2% 53% False False 1,569,380
10 5,333.50 5,191.50 142.00 2.7% 50.00 1.0% 43% False False 1,379,095
20 5,333.50 5,157.00 176.50 3.4% 50.25 1.0% 55% False False 1,537,274
40 5,333.50 4,994.25 339.25 6.5% 51.75 1.0% 76% False False 814,480
60 5,333.50 4,799.25 534.25 10.2% 50.00 1.0% 85% False False 544,675
80 5,333.50 4,715.25 618.25 11.8% 48.75 0.9% 87% False False 409,236
100 5,333.50 4,507.50 826.00 15.7% 46.50 0.9% 90% False False 327,428
120 5,333.50 4,215.25 1,118.25 21.3% 47.75 0.9% 93% False False 272,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,408.50
2.618 5,355.00
1.618 5,322.25
1.000 5,302.00
0.618 5,289.50
HIGH 5,269.25
0.618 5,256.75
0.500 5,253.00
0.382 5,249.00
LOW 5,236.50
0.618 5,216.25
1.000 5,203.75
1.618 5,183.50
2.618 5,150.75
4.250 5,097.25
Fisher Pivots for day following 08-Apr-2024
Pivot 1 day 3 day
R1 5,253.00 5,252.25
PP 5,253.00 5,251.00
S1 5,253.00 5,250.00

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

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