E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 09-May-2024
Day Change Summary
Previous Current
08-May-2024 09-May-2024 Change Change % Previous Week
Open 5,211.75 5,209.25 -2.50 0.0% 5,140.25
High 5,218.00 5,244.75 26.75 0.5% 5,166.75
Low 5,188.75 5,195.00 6.25 0.1% 5,036.25
Close 5,212.75 5,239.00 26.25 0.5% 5,154.75
Range 29.25 49.75 20.50 70.1% 130.50
ATR 64.29 63.26 -1.04 -1.6% 0.00
Volume 1,013,418 1,094,931 81,513 8.0% 7,971,238
Daily Pivots for day following 09-May-2024
Classic Woodie Camarilla DeMark
R4 5,375.50 5,357.00 5,266.25
R3 5,325.75 5,307.25 5,252.75
R2 5,276.00 5,276.00 5,248.00
R1 5,257.50 5,257.50 5,243.50 5,266.75
PP 5,226.25 5,226.25 5,226.25 5,231.00
S1 5,207.75 5,207.75 5,234.50 5,217.00
S2 5,176.50 5,176.50 5,230.00
S3 5,126.75 5,158.00 5,225.25
S4 5,077.00 5,108.25 5,211.75
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 5,244.75 5,099.25 145.50 2.8% 44.50 0.9% 96% True False 1,167,657
10 5,244.75 5,036.25 208.50 4.0% 56.50 1.1% 97% True False 1,366,120
20 5,248.75 4,963.50 285.25 5.4% 68.25 1.3% 97% False False 1,615,980
40 5,333.50 4,963.50 370.00 7.1% 62.25 1.2% 74% False False 1,568,093
60 5,333.50 4,963.50 370.00 7.1% 58.75 1.1% 74% False False 1,177,729
80 5,333.50 4,799.25 534.25 10.2% 56.00 1.1% 82% False False 884,725
100 5,333.50 4,754.50 579.00 11.1% 53.75 1.0% 84% False False 708,361
120 5,333.50 4,602.75 730.75 13.9% 51.00 1.0% 87% False False 590,384
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,456.25
2.618 5,375.00
1.618 5,325.25
1.000 5,294.50
0.618 5,275.50
HIGH 5,244.75
0.618 5,225.75
0.500 5,220.00
0.382 5,214.00
LOW 5,195.00
0.618 5,164.25
1.000 5,145.25
1.618 5,114.50
2.618 5,064.75
4.250 4,983.50
Fisher Pivots for day following 09-May-2024
Pivot 1 day 3 day
R1 5,232.50 5,231.50
PP 5,226.25 5,224.25
S1 5,220.00 5,216.75

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

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