E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 5,241.75 5,268.50 26.75 0.5% 5,166.75
High 5,274.25 5,337.25 63.00 1.2% 5,264.00
Low 5,216.75 5,266.25 49.50 0.9% 5,155.75
Close 5,269.50 5,333.00 63.50 1.2% 5,246.25
Range 57.50 71.00 13.50 23.5% 108.25
ATR 58.72 59.59 0.88 1.5% 0.00
Volume 1,252,615 1,391,029 138,414 11.1% 5,347,038
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 5,525.25 5,500.00 5,372.00
R3 5,454.25 5,429.00 5,352.50
R2 5,383.25 5,383.25 5,346.00
R1 5,358.00 5,358.00 5,339.50 5,370.50
PP 5,312.25 5,312.25 5,312.25 5,318.50
S1 5,287.00 5,287.00 5,326.50 5,299.50
S2 5,241.25 5,241.25 5,320.00
S3 5,170.25 5,216.00 5,313.50
S4 5,099.25 5,145.00 5,294.00
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 5,337.25 5,195.00 142.25 2.7% 48.00 0.9% 97% True False 1,154,852
10 5,337.25 5,036.25 301.00 5.6% 49.00 0.9% 99% True False 1,209,074
20 5,337.25 4,963.50 373.75 7.0% 61.00 1.1% 99% True False 1,437,053
40 5,337.25 4,963.50 373.75 7.0% 60.75 1.1% 99% True False 1,511,719
60 5,337.25 4,963.50 373.75 7.0% 58.50 1.1% 99% True False 1,255,311
80 5,337.25 4,921.00 416.25 7.8% 56.00 1.0% 99% True False 943,004
100 5,337.25 4,754.50 582.75 10.9% 53.75 1.0% 99% True False 755,082
120 5,337.25 4,645.00 692.25 13.0% 51.50 1.0% 99% True False 629,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.83
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,639.00
2.618 5,523.25
1.618 5,452.25
1.000 5,408.25
0.618 5,381.25
HIGH 5,337.25
0.618 5,310.25
0.500 5,301.75
0.382 5,293.25
LOW 5,266.25
0.618 5,222.25
1.000 5,195.25
1.618 5,151.25
2.618 5,080.25
4.250 4,964.50
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 5,322.50 5,314.25
PP 5,312.25 5,295.75
S1 5,301.75 5,277.00

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

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