E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 5,270.50 5,250.50 -20.00 -0.4% 5,321.75
High 5,277.00 5,307.00 30.00 0.6% 5,339.00
Low 5,238.25 5,205.50 -32.75 -0.6% 5,205.50
Close 5,253.00 5,295.50 42.50 0.8% 5,295.50
Range 38.75 101.50 62.75 161.9% 133.50
ATR 51.99 55.52 3.54 6.8% 0.00
Volume 1,495,148 2,452,894 957,746 64.1% 6,781,769
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 5,573.75 5,536.25 5,351.25
R3 5,472.25 5,434.75 5,323.50
R2 5,370.75 5,370.75 5,314.00
R1 5,333.25 5,333.25 5,304.75 5,352.00
PP 5,269.25 5,269.25 5,269.25 5,278.75
S1 5,231.75 5,231.75 5,286.25 5,250.50
S2 5,167.75 5,167.75 5,277.00
S3 5,066.25 5,130.25 5,267.50
S4 4,964.75 5,028.75 5,239.75
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 5,680.50 5,621.50 5,369.00
R3 5,547.00 5,488.00 5,332.25
R2 5,413.50 5,413.50 5,320.00
R1 5,354.50 5,354.50 5,307.75 5,317.25
PP 5,280.00 5,280.00 5,280.00 5,261.50
S1 5,221.00 5,221.00 5,283.25 5,183.75
S2 5,146.50 5,146.50 5,271.00
S3 5,013.00 5,087.50 5,258.75
S4 4,879.50 4,954.00 5,222.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,339.00 5,205.50 133.50 2.5% 56.25 1.1% 67% False True 1,609,202
10 5,368.25 5,205.50 162.75 3.1% 49.25 0.9% 55% False True 1,441,171
20 5,368.25 5,099.25 269.00 5.1% 47.00 0.9% 73% False False 1,306,858
40 5,368.25 4,963.50 404.75 7.6% 61.25 1.2% 82% False False 1,536,969
60 5,368.25 4,963.50 404.75 7.6% 58.25 1.1% 82% False False 1,511,164
80 5,368.25 4,963.50 404.75 7.6% 56.00 1.1% 82% False False 1,137,438
100 5,368.25 4,799.25 569.00 10.7% 54.25 1.0% 87% False False 910,860
120 5,368.25 4,668.25 700.00 13.2% 52.75 1.0% 90% False False 759,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.93
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,738.50
2.618 5,572.75
1.618 5,471.25
1.000 5,408.50
0.618 5,369.75
HIGH 5,307.00
0.618 5,268.25
0.500 5,256.25
0.382 5,244.25
LOW 5,205.50
0.618 5,142.75
1.000 5,104.00
1.618 5,041.25
2.618 4,939.75
4.250 4,774.00
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 5,282.50 5,285.25
PP 5,269.25 5,275.00
S1 5,256.25 5,264.75

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

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