E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 07-May-2024
Day Change Summary
Previous Current
06-May-2024 07-May-2024 Change Change % Previous Week
Open 5,166.75 5,204.75 38.00 0.7% 5,140.25
High 5,207.75 5,226.75 19.00 0.4% 5,166.75
Low 5,155.75 5,202.25 46.50 0.9% 5,036.25
Close 5,206.50 5,213.75 7.25 0.1% 5,154.75
Range 52.00 24.50 -27.50 -52.9% 130.50
ATR 70.26 66.99 -3.27 -4.7% 0.00
Volume 1,019,307 1,106,457 87,150 8.5% 7,971,238
Daily Pivots for day following 07-May-2024
Classic Woodie Camarilla DeMark
R4 5,287.75 5,275.25 5,227.25
R3 5,263.25 5,250.75 5,220.50
R2 5,238.75 5,238.75 5,218.25
R1 5,226.25 5,226.25 5,216.00 5,232.50
PP 5,214.25 5,214.25 5,214.25 5,217.50
S1 5,201.75 5,201.75 5,211.50 5,208.00
S2 5,189.75 5,189.75 5,209.25
S3 5,165.25 5,177.25 5,207.00
S4 5,140.75 5,152.75 5,200.25
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 5,510.75 5,463.25 5,226.50
R3 5,380.25 5,332.75 5,190.75
R2 5,249.75 5,249.75 5,178.75
R1 5,202.25 5,202.25 5,166.75 5,226.00
PP 5,119.25 5,119.25 5,119.25 5,131.00
S1 5,071.75 5,071.75 5,142.75 5,095.50
S2 4,988.75 4,988.75 5,130.75
S3 4,858.25 4,941.25 5,118.75
S4 4,727.75 4,810.75 5,083.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,226.75 5,036.25 190.50 3.7% 62.00 1.2% 93% True False 1,451,645
10 5,226.75 5,022.25 204.50 3.9% 65.25 1.3% 94% True False 1,495,296
20 5,285.00 4,963.50 321.50 6.2% 74.00 1.4% 78% False False 1,717,179
40 5,333.50 4,963.50 370.00 7.1% 62.75 1.2% 68% False False 1,613,380
60 5,333.50 4,963.50 370.00 7.1% 59.75 1.1% 68% False False 1,142,769
80 5,333.50 4,799.25 534.25 10.2% 56.00 1.1% 78% False False 858,418
100 5,333.50 4,747.75 585.75 11.2% 54.00 1.0% 80% False False 687,331
120 5,333.50 4,526.00 807.50 15.5% 51.25 1.0% 85% False False 572,818
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 14.73
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5,331.00
2.618 5,291.00
1.618 5,266.50
1.000 5,251.25
0.618 5,242.00
HIGH 5,226.75
0.618 5,217.50
0.500 5,214.50
0.382 5,211.50
LOW 5,202.25
0.618 5,187.00
1.000 5,177.75
1.618 5,162.50
2.618 5,138.00
4.250 5,098.00
Fisher Pivots for day following 07-May-2024
Pivot 1 day 3 day
R1 5,214.50 5,196.75
PP 5,214.25 5,180.00
S1 5,214.00 5,163.00

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

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