E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 5,323.75 5,270.50 -53.25 -1.0% 5,329.25
High 5,324.00 5,277.00 -47.00 -0.9% 5,368.25
Low 5,268.25 5,238.25 -30.00 -0.6% 5,273.50
Close 5,284.00 5,253.00 -31.00 -0.6% 5,321.50
Range 55.75 38.75 -17.00 -30.5% 94.75
ATR 52.47 51.99 -0.48 -0.9% 0.00
Volume 1,445,855 1,495,148 49,293 3.4% 6,577,179
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 5,372.25 5,351.50 5,274.25
R3 5,333.50 5,312.75 5,263.75
R2 5,294.75 5,294.75 5,260.00
R1 5,274.00 5,274.00 5,256.50 5,265.00
PP 5,256.00 5,256.00 5,256.00 5,251.50
S1 5,235.25 5,235.25 5,249.50 5,226.25
S2 5,217.25 5,217.25 5,246.00
S3 5,178.50 5,196.50 5,242.25
S4 5,139.75 5,157.75 5,231.75
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 5,238.25 130.00 2.5% 55.00 1.0% 11% False True 1,521,054
10 5,368.25 5,238.25 130.00 2.5% 42.25 0.8% 11% False True 1,316,666
20 5,368.25 5,036.25 332.00 6.3% 45.75 0.9% 65% False False 1,262,870
40 5,368.25 4,963.50 404.75 7.7% 61.75 1.2% 72% False False 1,524,178
60 5,368.25 4,963.50 404.75 7.7% 57.50 1.1% 72% False False 1,471,876
80 5,368.25 4,963.50 404.75 7.7% 55.00 1.0% 72% False False 1,106,809
100 5,368.25 4,767.25 601.00 11.4% 54.00 1.0% 81% False False 886,384
120 5,368.25 4,650.00 718.25 13.7% 52.25 1.0% 84% False False 739,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 10.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,441.75
2.618 5,378.50
1.618 5,339.75
1.000 5,315.75
0.618 5,301.00
HIGH 5,277.00
0.618 5,262.25
0.500 5,257.50
0.382 5,253.00
LOW 5,238.25
0.618 5,214.25
1.000 5,199.50
1.618 5,175.50
2.618 5,136.75
4.250 5,073.50
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 5,257.50 5,288.50
PP 5,256.00 5,276.75
S1 5,254.50 5,265.00

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

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