E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 07-Jun-2024
Day Change Summary
Previous Current
06-Jun-2024 07-Jun-2024 Change Change % Previous Week
Open 5,431.75 5,426.25 -5.50 -0.1% 5,359.25
High 5,436.75 5,449.25 12.50 0.2% 5,449.25
Low 5,408.75 5,392.50 -16.25 -0.3% 5,309.00
Close 5,427.25 5,419.50 -7.75 -0.1% 5,419.50
Range 28.00 56.75 28.75 102.7% 140.25
ATR 54.51 54.67 0.16 0.3% 0.00
Volume 24,997 29,166 4,169 16.7% 107,724
Daily Pivots for day following 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,590.75 5,561.75 5,450.75
R3 5,534.00 5,505.00 5,435.00
R2 5,477.25 5,477.25 5,430.00
R1 5,448.25 5,448.25 5,424.75 5,434.50
PP 5,420.50 5,420.50 5,420.50 5,413.50
S1 5,391.50 5,391.50 5,414.25 5,377.50
S2 5,363.75 5,363.75 5,409.00
S3 5,307.00 5,334.75 5,404.00
S4 5,250.25 5,278.00 5,388.25
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,813.25 5,756.75 5,496.75
R3 5,673.00 5,616.50 5,458.00
R2 5,532.75 5,532.75 5,445.25
R1 5,476.25 5,476.25 5,432.25 5,504.50
PP 5,392.50 5,392.50 5,392.50 5,406.75
S1 5,336.00 5,336.00 5,406.75 5,364.25
S2 5,252.25 5,252.25 5,393.75
S3 5,112.00 5,195.75 5,381.00
S4 4,971.75 5,055.50 5,342.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,449.25 5,309.00 140.25 2.6% 53.75 1.0% 79% True False 21,544
10 5,449.25 5,267.25 182.00 3.4% 54.75 1.0% 84% True False 17,392
20 5,449.25 5,267.25 182.00 3.4% 49.00 0.9% 84% True False 10,894
40 5,449.25 5,019.75 429.50 7.9% 58.50 1.1% 93% True False 6,715
60 5,449.25 5,019.75 429.50 7.9% 57.50 1.1% 93% True False 5,049
80 5,449.25 5,019.75 429.50 7.9% 55.50 1.0% 93% True False 3,938
100 5,449.25 4,845.00 604.25 11.1% 53.50 1.0% 95% True False 3,200
120 5,449.25 4,803.25 646.00 11.9% 51.50 0.9% 95% True False 2,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,690.50
2.618 5,597.75
1.618 5,541.00
1.000 5,506.00
0.618 5,484.25
HIGH 5,449.25
0.618 5,427.50
0.500 5,421.00
0.382 5,414.25
LOW 5,392.50
0.618 5,357.50
1.000 5,335.75
1.618 5,300.75
2.618 5,244.00
4.250 5,151.25
Fisher Pivots for day following 07-Jun-2024
Pivot 1 day 3 day
R1 5,421.00 5,415.50
PP 5,420.50 5,411.25
S1 5,420.00 5,407.25

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

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