E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 5,435.50 5,480.25 44.75 0.8% 5,351.50
High 5,494.00 5,494.00 0.00 0.0% 5,454.50
Low 5,424.75 5,473.50 48.75 0.9% 5,334.50
Close 5,478.50 5,491.00 12.50 0.2% 5,437.50
Range 69.25 20.50 -48.75 -70.4% 120.00
ATR 54.58 52.15 -2.43 -4.5% 0.00
Volume 1,589,643 820,053 -769,590 -48.4% 7,971,751
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,547.75 5,539.75 5,502.25
R3 5,527.25 5,519.25 5,496.75
R2 5,506.75 5,506.75 5,494.75
R1 5,498.75 5,498.75 5,493.00 5,502.75
PP 5,486.25 5,486.25 5,486.25 5,488.00
S1 5,478.25 5,478.25 5,489.00 5,482.25
S2 5,465.75 5,465.75 5,487.25
S3 5,445.25 5,457.75 5,485.25
S4 5,424.75 5,437.25 5,479.75
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,768.75 5,723.25 5,503.50
R3 5,648.75 5,603.25 5,470.50
R2 5,528.75 5,528.75 5,459.50
R1 5,483.25 5,483.25 5,448.50 5,506.00
PP 5,408.75 5,408.75 5,408.75 5,420.25
S1 5,363.25 5,363.25 5,426.50 5,386.00
S2 5,288.75 5,288.75 5,415.50
S3 5,168.75 5,243.25 5,404.50
S4 5,048.75 5,123.25 5,371.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,494.00 5,380.00 114.00 2.1% 50.75 0.9% 97% True False 1,556,426
10 5,494.00 5,302.50 191.50 3.5% 49.25 0.9% 98% True False 1,465,172
20 5,494.00 5,205.50 288.50 5.3% 52.75 1.0% 99% True False 1,522,191
40 5,494.00 5,022.25 471.75 8.6% 53.25 1.0% 99% True False 1,420,850
60 5,494.00 4,963.50 530.50 9.7% 57.50 1.0% 99% True False 1,505,168
80 5,494.00 4,963.50 530.50 9.7% 55.75 1.0% 99% True False 1,362,886
100 5,494.00 4,921.00 573.00 10.4% 55.00 1.0% 99% True False 1,091,615
120 5,494.00 4,754.50 739.50 13.5% 53.25 1.0% 100% True False 910,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.68
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 5,581.00
2.618 5,547.75
1.618 5,527.25
1.000 5,514.50
0.618 5,506.75
HIGH 5,494.00
0.618 5,486.25
0.500 5,483.75
0.382 5,481.25
LOW 5,473.50
0.618 5,460.75
1.000 5,453.00
1.618 5,440.25
2.618 5,419.75
4.250 5,386.50
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 5,488.50 5,476.00
PP 5,486.25 5,461.00
S1 5,483.75 5,446.00

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

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