E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 5,369.75 5,384.50 14.75 0.3% 5,299.50
High 5,386.25 5,454.50 68.25 1.3% 5,385.50
Low 5,334.50 5,380.00 45.50 0.9% 5,246.75
Close 5,384.00 5,427.50 43.50 0.8% 5,355.75
Range 51.75 74.50 22.75 44.0% 138.75
ATR 53.33 54.84 1.51 2.8% 0.00
Volume 1,413,433 1,899,786 486,353 34.4% 7,734,900
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,644.25 5,610.25 5,468.50
R3 5,569.75 5,535.75 5,448.00
R2 5,495.25 5,495.25 5,441.25
R1 5,461.25 5,461.25 5,434.25 5,478.25
PP 5,420.75 5,420.75 5,420.75 5,429.00
S1 5,386.75 5,386.75 5,420.75 5,403.75
S2 5,346.25 5,346.25 5,413.75
S3 5,271.75 5,312.25 5,407.00
S4 5,197.25 5,237.75 5,386.50
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,745.50 5,689.50 5,432.00
R3 5,606.75 5,550.75 5,394.00
R2 5,468.00 5,468.00 5,381.25
R1 5,412.00 5,412.00 5,368.50 5,440.00
PP 5,329.25 5,329.25 5,329.25 5,343.50
S1 5,273.25 5,273.25 5,343.00 5,301.25
S2 5,190.50 5,190.50 5,330.25
S3 5,051.75 5,134.50 5,317.50
S4 4,913.00 4,995.75 5,279.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,454.50 5,329.00 125.50 2.3% 49.75 0.9% 78% True False 1,463,755
10 5,454.50 5,205.50 249.00 4.6% 57.00 1.1% 89% True False 1,618,204
20 5,454.50 5,205.50 249.00 4.6% 51.25 0.9% 89% True False 1,462,229
40 5,454.50 4,963.50 491.00 9.0% 56.25 1.0% 95% True False 1,463,081
60 5,454.50 4,963.50 491.00 9.0% 57.50 1.1% 95% True False 1,496,043
80 5,454.50 4,963.50 491.00 9.0% 56.50 1.0% 95% True False 1,289,698
100 5,454.50 4,921.00 533.50 9.8% 54.50 1.0% 95% True False 1,033,029
120 5,454.50 4,754.50 700.00 12.9% 53.50 1.0% 96% True False 861,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,771.00
2.618 5,649.50
1.618 5,575.00
1.000 5,529.00
0.618 5,500.50
HIGH 5,454.50
0.618 5,426.00
0.500 5,417.25
0.382 5,408.50
LOW 5,380.00
0.618 5,334.00
1.000 5,305.50
1.618 5,259.50
2.618 5,185.00
4.250 5,063.50
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 5,424.00 5,416.50
PP 5,420.75 5,405.50
S1 5,417.25 5,394.50

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

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