E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 12-Apr-2024
Day Change Summary
Previous Current
11-Apr-2024 12-Apr-2024 Change Change % Previous Week
Open 5,202.00 5,244.00 42.00 0.8% 5,263.25
High 5,257.50 5,248.75 -8.75 -0.2% 5,285.00
Low 5,173.50 5,150.00 -23.50 -0.5% 5,150.00
Close 5,243.25 5,167.50 -75.75 -1.4% 5,167.50
Range 84.00 98.75 14.75 17.6% 135.00
ATR 59.44 62.25 2.81 4.7% 0.00
Volume 1,762,470 2,005,106 242,636 13.8% 8,957,061
Daily Pivots for day following 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,485.00 5,425.00 5,221.75
R3 5,386.25 5,326.25 5,194.75
R2 5,287.50 5,287.50 5,185.50
R1 5,227.50 5,227.50 5,176.50 5,208.00
PP 5,188.75 5,188.75 5,188.75 5,179.00
S1 5,128.75 5,128.75 5,158.50 5,109.50
S2 5,090.00 5,090.00 5,149.50
S3 4,991.25 5,030.00 5,140.25
S4 4,892.50 4,931.25 5,113.25
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,605.75 5,521.75 5,241.75
R3 5,470.75 5,386.75 5,204.50
R2 5,335.75 5,335.75 5,192.25
R1 5,251.75 5,251.75 5,180.00 5,226.25
PP 5,200.75 5,200.75 5,200.75 5,188.00
S1 5,116.75 5,116.75 5,155.00 5,091.25
S2 5,065.75 5,065.75 5,142.75
S3 4,930.75 4,981.75 5,130.50
S4 4,795.75 4,846.75 5,093.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,285.00 5,150.00 135.00 2.6% 78.00 1.5% 13% False True 1,791,412
10 5,333.50 5,150.00 183.50 3.6% 73.50 1.4% 10% False True 1,676,154
20 5,333.50 5,150.00 183.50 3.6% 57.75 1.1% 10% False True 1,511,014
40 5,333.50 5,017.75 315.75 6.1% 55.00 1.1% 47% False False 1,008,586
60 5,333.50 4,816.50 517.00 10.0% 52.75 1.0% 68% False False 674,352
80 5,333.50 4,754.50 579.00 11.2% 51.00 1.0% 71% False False 506,479
100 5,333.50 4,614.25 719.25 13.9% 48.25 0.9% 77% False False 405,314
120 5,333.50 4,215.25 1,118.25 21.6% 48.75 0.9% 85% False False 337,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,668.50
2.618 5,507.25
1.618 5,408.50
1.000 5,347.50
0.618 5,309.75
HIGH 5,248.75
0.618 5,211.00
0.500 5,199.50
0.382 5,187.75
LOW 5,150.00
0.618 5,089.00
1.000 5,051.25
1.618 4,990.25
2.618 4,891.50
4.250 4,730.25
Fisher Pivots for day following 12-Apr-2024
Pivot 1 day 3 day
R1 5,199.50 5,217.50
PP 5,188.75 5,200.75
S1 5,178.00 5,184.25

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

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