E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 5,311.50 5,359.25 47.75 0.9% 5,384.75
High 5,368.50 5,376.00 7.50 0.1% 5,400.75
Low 5,267.25 5,309.00 41.75 0.8% 5,267.25
Close 5,357.75 5,359.75 2.00 0.0% 5,357.75
Range 101.25 67.00 -34.25 -33.8% 133.50
ATR 55.40 56.23 0.83 1.5% 0.00
Volume 18,421 10,204 -8,217 -44.6% 58,154
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,549.25 5,521.50 5,396.50
R3 5,482.25 5,454.50 5,378.25
R2 5,415.25 5,415.25 5,372.00
R1 5,387.50 5,387.50 5,366.00 5,401.50
PP 5,348.25 5,348.25 5,348.25 5,355.25
S1 5,320.50 5,320.50 5,353.50 5,334.50
S2 5,281.25 5,281.25 5,347.50
S3 5,214.25 5,253.50 5,341.25
S4 5,147.25 5,186.50 5,323.00
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 5,742.50 5,683.50 5,431.25
R3 5,609.00 5,550.00 5,394.50
R2 5,475.50 5,475.50 5,382.25
R1 5,416.50 5,416.50 5,370.00 5,379.25
PP 5,342.00 5,342.00 5,342.00 5,323.25
S1 5,283.00 5,283.00 5,345.50 5,245.75
S2 5,208.50 5,208.50 5,333.25
S3 5,075.00 5,149.50 5,321.00
S4 4,941.50 5,016.00 5,284.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,400.75 5,267.25 133.50 2.5% 60.50 1.1% 69% False False 13,671
10 5,430.75 5,267.25 163.50 3.1% 53.25 1.0% 57% False False 10,612
20 5,430.75 5,213.25 217.50 4.1% 46.75 0.9% 67% False False 6,238
40 5,430.75 5,019.75 411.00 7.7% 60.75 1.1% 83% False False 4,438
60 5,430.75 5,019.75 411.00 7.7% 57.50 1.1% 83% False False 3,537
80 5,430.75 5,019.75 411.00 7.7% 55.50 1.0% 83% False False 2,727
100 5,430.75 4,845.00 585.75 10.9% 53.25 1.0% 88% False False 2,226
120 5,430.75 4,754.00 676.75 12.6% 51.00 1.0% 90% False False 1,860
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 13.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,660.75
2.618 5,551.50
1.618 5,484.50
1.000 5,443.00
0.618 5,417.50
HIGH 5,376.00
0.618 5,350.50
0.500 5,342.50
0.382 5,334.50
LOW 5,309.00
0.618 5,267.50
1.000 5,242.00
1.618 5,200.50
2.618 5,133.50
4.250 5,024.25
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 5,354.00 5,347.00
PP 5,348.25 5,334.25
S1 5,342.50 5,321.50

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

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