E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 06-Jun-2024
Day Change Summary
Previous Current
05-Jun-2024 06-Jun-2024 Change Change % Previous Week
Open 5,366.25 5,431.75 65.50 1.2% 5,384.75
High 5,431.25 5,436.75 5.50 0.1% 5,400.75
Low 5,365.25 5,408.75 43.50 0.8% 5,267.25
Close 5,429.50 5,427.25 -2.25 0.0% 5,357.75
Range 66.00 28.00 -38.00 -57.6% 133.50
ATR 56.55 54.51 -2.04 -3.6% 0.00
Volume 22,603 24,997 2,394 10.6% 58,154
Daily Pivots for day following 06-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,508.25 5,495.75 5,442.75
R3 5,480.25 5,467.75 5,435.00
R2 5,452.25 5,452.25 5,432.50
R1 5,439.75 5,439.75 5,429.75 5,432.00
PP 5,424.25 5,424.25 5,424.25 5,420.50
S1 5,411.75 5,411.75 5,424.75 5,404.00
S2 5,396.25 5,396.25 5,422.00
S3 5,368.25 5,383.75 5,419.50
S4 5,340.25 5,355.75 5,411.75
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 5,436.75 5,267.25 169.50 3.1% 62.50 1.2% 94% True False 19,395
10 5,436.75 5,267.25 169.50 3.1% 58.50 1.1% 94% True False 15,473
20 5,436.75 5,254.00 182.75 3.4% 48.50 0.9% 95% True False 9,480
40 5,436.75 5,019.75 417.00 7.7% 59.25 1.1% 98% True False 6,035
60 5,436.75 5,019.75 417.00 7.7% 57.00 1.1% 98% True False 4,639
80 5,436.75 5,019.75 417.00 7.7% 56.25 1.0% 98% True False 3,578
100 5,436.75 4,845.00 591.75 10.9% 53.25 1.0% 98% True False 2,909
120 5,436.75 4,803.25 633.50 11.7% 51.25 0.9% 99% True False 2,427
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 True
Stretch 13.13
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,555.75
2.618 5,510.00
1.618 5,482.00
1.000 5,464.75
0.618 5,454.00
HIGH 5,436.75
0.618 5,426.00
0.500 5,422.75
0.382 5,419.50
LOW 5,408.75
0.618 5,391.50
1.000 5,380.75
1.618 5,363.50
2.618 5,335.50
4.250 5,289.75
Fisher Pivots for day following 06-Jun-2024
Pivot 1 day 3 day
R1 5,425.75 5,411.50
PP 5,424.25 5,396.00
S1 5,422.75 5,380.50

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

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