E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 5,063.00 5,047.25 -15.75 -0.3% 5,166.50
High 5,095.25 5,058.00 -37.25 -0.7% 5,213.25
Low 5,038.50 4,963.50 -75.00 -1.5% 4,963.50
Close 5,049.00 5,003.75 -45.25 -0.9% 5,003.75
Range 56.75 94.50 37.75 66.5% 249.75
ATR 64.77 66.89 2.12 3.3% 0.00
Volume 1,701,401 2,357,143 655,742 38.5% 10,311,309
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,292.00 5,242.25 5,055.75
R3 5,197.50 5,147.75 5,029.75
R2 5,103.00 5,103.00 5,021.00
R1 5,053.25 5,053.25 5,012.50 5,031.00
PP 5,008.50 5,008.50 5,008.50 4,997.25
S1 4,958.75 4,958.75 4,995.00 4,936.50
S2 4,914.00 4,914.00 4,986.50
S3 4,819.50 4,864.25 4,977.75
S4 4,725.00 4,769.75 4,951.75
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,809.50 5,656.25 5,141.00
R3 5,559.75 5,406.50 5,072.50
R2 5,310.00 5,310.00 5,049.50
R1 5,156.75 5,156.75 5,026.75 5,108.50
PP 5,060.25 5,060.25 5,060.25 5,036.00
S1 4,907.00 4,907.00 4,980.75 4,858.75
S2 4,810.50 4,810.50 4,958.00
S3 4,560.75 4,657.25 4,935.00
S4 4,311.00 4,407.50 4,866.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,213.25 4,963.50 249.75 5.0% 77.75 1.6% 16% False True 2,062,261
10 5,285.00 4,963.50 321.50 6.4% 77.75 1.6% 13% False True 1,926,837
20 5,333.50 4,963.50 370.00 7.4% 63.50 1.3% 11% False True 1,652,714
40 5,333.50 4,963.50 370.00 7.4% 57.25 1.1% 11% False True 1,265,497
60 5,333.50 4,921.00 412.50 8.2% 55.50 1.1% 20% False False 845,788
80 5,333.50 4,754.50 579.00 11.6% 53.00 1.1% 43% False False 635,299
100 5,333.50 4,645.75 687.75 13.7% 50.50 1.0% 52% False False 508,419
120 5,333.50 4,215.25 1,118.25 22.3% 49.75 1.0% 71% False False 423,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 20.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,459.50
2.618 5,305.50
1.618 5,211.00
1.000 5,152.50
0.618 5,116.50
HIGH 5,058.00
0.618 5,022.00
0.500 5,010.75
0.382 4,999.50
LOW 4,963.50
0.618 4,905.00
1.000 4,869.00
1.618 4,810.50
2.618 4,716.00
4.250 4,562.00
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 5,010.75 5,042.00
PP 5,008.50 5,029.25
S1 5,006.00 5,016.50

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

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