E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 5,331.50 5,318.25 -13.25 -0.2% 5,240.50
High 5,349.00 5,328.75 -20.25 -0.4% 5,349.00
Low 5,315.50 5,305.75 -9.75 -0.2% 5,216.75
Close 5,320.25 5,327.25 7.00 0.1% 5,327.25
Range 33.50 23.00 -10.50 -31.3% 132.25
ATR 57.73 55.25 -2.48 -4.3% 0.00
Volume 1,207,843 1,052,765 -155,078 -12.8% 5,827,015
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 5,389.50 5,381.50 5,340.00
R3 5,366.50 5,358.50 5,333.50
R2 5,343.50 5,343.50 5,331.50
R1 5,335.50 5,335.50 5,329.25 5,339.50
PP 5,320.50 5,320.50 5,320.50 5,322.50
S1 5,312.50 5,312.50 5,325.25 5,316.50
S2 5,297.50 5,297.50 5,323.00
S3 5,274.50 5,289.50 5,321.00
S4 5,251.50 5,266.50 5,314.50
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 5,694.50 5,643.00 5,400.00
R3 5,562.25 5,510.75 5,363.50
R2 5,430.00 5,430.00 5,351.50
R1 5,378.50 5,378.50 5,339.25 5,404.25
PP 5,297.75 5,297.75 5,297.75 5,310.50
S1 5,246.25 5,246.25 5,315.25 5,272.00
S2 5,165.50 5,165.50 5,303.00
S3 5,033.25 5,114.00 5,291.00
S4 4,901.00 4,981.75 5,254.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,349.00 5,216.75 132.25 2.5% 43.25 0.8% 84% False False 1,165,403
10 5,349.00 5,155.75 193.25 3.6% 40.25 0.8% 89% False False 1,117,405
20 5,349.00 5,006.00 343.00 6.4% 56.25 1.1% 94% False False 1,347,156
40 5,349.00 4,963.50 385.50 7.2% 60.00 1.1% 94% False False 1,499,935
60 5,349.00 4,963.50 385.50 7.2% 56.75 1.1% 94% False False 1,292,716
80 5,349.00 4,921.00 428.00 8.0% 55.75 1.0% 95% False False 971,130
100 5,349.00 4,754.50 594.50 11.2% 53.50 1.0% 96% False False 777,671
120 5,349.00 4,645.75 703.25 13.2% 51.50 1.0% 97% False False 648,209
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 10.30
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 5,426.50
2.618 5,389.00
1.618 5,366.00
1.000 5,351.75
0.618 5,343.00
HIGH 5,328.75
0.618 5,320.00
0.500 5,317.25
0.382 5,314.50
LOW 5,305.75
0.618 5,291.50
1.000 5,282.75
1.618 5,268.50
2.618 5,245.50
4.250 5,208.00
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 5,324.00 5,320.75
PP 5,320.50 5,314.25
S1 5,317.25 5,307.50

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

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