E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 5,362.00 5,366.25 4.25 0.1% 5,384.75
High 5,374.50 5,431.25 56.75 1.1% 5,400.75
Low 5,324.00 5,365.25 41.25 0.8% 5,267.25
Close 5,366.50 5,429.50 63.00 1.2% 5,357.75
Range 50.50 66.00 15.50 30.7% 133.50
ATR 55.82 56.55 0.73 1.3% 0.00
Volume 20,754 22,603 1,849 8.9% 58,154
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,606.75 5,584.00 5,465.75
R3 5,540.75 5,518.00 5,447.75
R2 5,474.75 5,474.75 5,441.50
R1 5,452.00 5,452.00 5,435.50 5,463.50
PP 5,408.75 5,408.75 5,408.75 5,414.25
S1 5,386.00 5,386.00 5,423.50 5,397.50
S2 5,342.75 5,342.75 5,417.50
S3 5,276.75 5,320.00 5,411.25
S4 5,210.75 5,254.00 5,393.25
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 5,431.25 5,267.25 164.00 3.0% 64.75 1.2% 99% True False 17,262
10 5,431.25 5,267.25 164.00 3.0% 60.00 1.1% 99% True False 13,985
20 5,431.25 5,246.75 184.50 3.4% 48.75 0.9% 99% True False 8,270
40 5,431.25 5,019.75 411.50 7.6% 61.25 1.1% 100% True False 5,474
60 5,431.25 5,019.75 411.50 7.6% 57.75 1.1% 100% True False 4,235
80 5,431.25 5,019.75 411.50 7.6% 56.25 1.0% 100% True False 3,266
100 5,431.25 4,845.00 586.25 10.8% 53.50 1.0% 100% True False 2,659
120 5,431.25 4,793.25 638.00 11.8% 51.50 1.0% 100% True False 2,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.98
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,711.75
2.618 5,604.00
1.618 5,538.00
1.000 5,497.25
0.618 5,472.00
HIGH 5,431.25
0.618 5,406.00
0.500 5,398.25
0.382 5,390.50
LOW 5,365.25
0.618 5,324.50
1.000 5,299.25
1.618 5,258.50
2.618 5,192.50
4.250 5,084.75
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 5,419.00 5,409.75
PP 5,408.75 5,390.00
S1 5,398.25 5,370.00

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

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