E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 22-May-2024
Day Change Summary
Previous Current
21-May-2024 22-May-2024 Change Change % Previous Week
Open 5,331.75 5,343.50 11.75 0.2% 5,240.50
High 5,347.50 5,349.25 1.75 0.0% 5,349.00
Low 5,322.50 5,306.75 -15.75 -0.3% 5,216.75
Close 5,345.25 5,328.00 -17.25 -0.3% 5,327.25
Range 25.00 42.50 17.50 70.0% 132.25
ATR 51.05 50.44 -0.61 -1.2% 0.00
Volume 1,011,849 1,257,477 245,628 24.3% 5,827,015
Daily Pivots for day following 22-May-2024
Classic Woodie Camarilla DeMark
R4 5,455.50 5,434.25 5,351.50
R3 5,413.00 5,391.75 5,339.75
R2 5,370.50 5,370.50 5,335.75
R1 5,349.25 5,349.25 5,332.00 5,338.50
PP 5,328.00 5,328.00 5,328.00 5,322.75
S1 5,306.75 5,306.75 5,324.00 5,296.00
S2 5,285.50 5,285.50 5,320.25
S3 5,243.00 5,264.25 5,316.25
S4 5,200.50 5,221.75 5,304.50
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 5,349.25 5,305.75 43.50 0.8% 29.75 0.6% 51% True False 1,112,278
10 5,349.25 5,195.00 154.25 2.9% 39.00 0.7% 86% True False 1,133,565
20 5,349.25 5,022.25 327.00 6.1% 50.75 1.0% 94% True False 1,289,478
40 5,349.25 4,963.50 385.75 7.2% 60.00 1.1% 94% True False 1,503,057
60 5,349.25 4,963.50 385.75 7.2% 57.00 1.1% 94% True False 1,347,359
80 5,349.25 4,921.00 428.25 8.0% 55.25 1.0% 95% True False 1,012,188
100 5,349.25 4,754.50 594.75 11.2% 53.75 1.0% 96% True False 810,641
120 5,349.25 4,645.75 703.50 13.2% 51.50 1.0% 97% True False 675,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,530.00
2.618 5,460.50
1.618 5,418.00
1.000 5,391.75
0.618 5,375.50
HIGH 5,349.25
0.618 5,333.00
0.500 5,328.00
0.382 5,323.00
LOW 5,306.75
0.618 5,280.50
1.000 5,264.25
1.618 5,238.00
2.618 5,195.50
4.250 5,126.00
Fisher Pivots for day following 22-May-2024
Pivot 1 day 3 day
R1 5,328.00 5,328.00
PP 5,328.00 5,328.00
S1 5,328.00 5,328.00

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

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