E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 5,240.75 5,240.50 -0.25 0.0% 5,166.75
High 5,264.00 5,264.00 0.00 0.0% 5,264.00
Low 5,232.75 5,233.25 0.50 0.0% 5,155.75
Close 5,246.25 5,245.50 -0.75 0.0% 5,246.25
Range 31.25 30.75 -0.50 -1.6% 108.25
ATR 60.97 58.81 -2.16 -3.5% 0.00
Volume 1,112,925 922,763 -190,162 -17.1% 5,347,038
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 5,339.75 5,323.50 5,262.50
R3 5,309.00 5,292.75 5,254.00
R2 5,278.25 5,278.25 5,251.25
R1 5,262.00 5,262.00 5,248.25 5,270.00
PP 5,247.50 5,247.50 5,247.50 5,251.75
S1 5,231.25 5,231.25 5,242.75 5,239.50
S2 5,216.75 5,216.75 5,239.75
S3 5,186.00 5,200.50 5,237.00
S4 5,155.25 5,169.75 5,228.50
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 5,546.75 5,504.75 5,305.75
R3 5,438.50 5,396.50 5,276.00
R2 5,330.25 5,330.25 5,266.00
R1 5,288.25 5,288.25 5,256.25 5,309.25
PP 5,222.00 5,222.00 5,222.00 5,232.50
S1 5,180.00 5,180.00 5,236.25 5,201.00
S2 5,113.75 5,113.75 5,226.50
S3 5,005.50 5,071.75 5,216.50
S4 4,897.25 4,963.50 5,186.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,264.00 5,188.75 75.25 1.4% 33.00 0.6% 75% True False 1,050,098
10 5,264.00 5,036.25 227.75 4.3% 54.75 1.0% 92% True False 1,307,759
20 5,264.00 4,963.50 300.50 5.7% 60.50 1.2% 94% True False 1,506,204
40 5,333.50 4,963.50 370.00 7.1% 60.50 1.2% 76% False False 1,516,067
60 5,333.50 4,963.50 370.00 7.1% 58.25 1.1% 76% False False 1,211,422
80 5,333.50 4,862.50 471.00 9.0% 55.50 1.1% 81% False False 910,110
100 5,333.50 4,754.50 579.00 11.0% 53.75 1.0% 85% False False 728,667
120 5,333.50 4,618.00 715.50 13.6% 51.00 1.0% 88% False False 607,346
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,394.75
2.618 5,344.50
1.618 5,313.75
1.000 5,294.75
0.618 5,283.00
HIGH 5,264.00
0.618 5,252.25
0.500 5,248.50
0.382 5,245.00
LOW 5,233.25
0.618 5,214.25
1.000 5,202.50
1.618 5,183.50
2.618 5,152.75
4.250 5,102.50
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 5,248.50 5,240.25
PP 5,247.50 5,234.75
S1 5,246.50 5,229.50

Download as Excel Spreadsheet

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

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