E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 5,321.75 5,323.75 2.00 0.0% 5,329.25
High 5,339.00 5,324.00 -15.00 -0.3% 5,368.25
Low 5,296.75 5,268.25 -28.50 -0.5% 5,273.50
Close 5,324.75 5,284.00 -40.75 -0.8% 5,321.50
Range 42.25 55.75 13.50 32.0% 94.75
ATR 52.16 52.47 0.31 0.6% 0.00
Volume 1,387,872 1,445,855 57,983 4.2% 6,577,179
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 5,459.25 5,427.50 5,314.75
R3 5,403.50 5,371.75 5,299.25
R2 5,347.75 5,347.75 5,294.25
R1 5,316.00 5,316.00 5,289.00 5,304.00
PP 5,292.00 5,292.00 5,292.00 5,286.00
S1 5,260.25 5,260.25 5,279.00 5,248.25
S2 5,236.25 5,236.25 5,273.75
S3 5,180.50 5,204.50 5,268.75
S4 5,124.75 5,148.75 5,253.25
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 5,605.25 5,558.25 5,373.50
R3 5,510.50 5,463.50 5,347.50
R2 5,415.75 5,415.75 5,338.75
R1 5,368.75 5,368.75 5,330.25 5,345.00
PP 5,321.00 5,321.00 5,321.00 5,309.25
S1 5,274.00 5,274.00 5,312.75 5,250.00
S2 5,226.25 5,226.25 5,304.25
S3 5,131.50 5,179.25 5,295.50
S4 5,036.75 5,084.50 5,269.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,368.25 5,268.25 100.00 1.9% 55.75 1.1% 16% False True 1,473,520
10 5,368.25 5,266.25 102.00 1.9% 45.50 0.9% 17% False False 1,306,254
20 5,368.25 5,036.25 332.00 6.3% 48.25 0.9% 75% False False 1,285,871
40 5,368.25 4,963.50 404.75 7.7% 61.50 1.2% 79% False False 1,521,874
60 5,368.25 4,963.50 404.75 7.7% 58.00 1.1% 79% False False 1,448,005
80 5,368.25 4,963.50 404.75 7.7% 55.00 1.0% 79% False False 1,088,185
100 5,368.25 4,754.50 613.75 11.6% 54.25 1.0% 86% False False 871,511
120 5,368.25 4,650.00 718.25 13.6% 52.25 1.0% 88% False False 726,624
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,561.00
2.618 5,470.00
1.618 5,414.25
1.000 5,379.75
0.618 5,358.50
HIGH 5,324.00
0.618 5,302.75
0.500 5,296.00
0.382 5,289.50
LOW 5,268.25
0.618 5,233.75
1.000 5,212.50
1.618 5,178.00
2.618 5,122.25
4.250 5,031.25
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 5,296.00 5,303.50
PP 5,292.00 5,297.00
S1 5,288.00 5,290.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.