E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 5,447.50 5,501.75 54.25 1.0% 5,359.25
High 5,519.50 5,517.75 -1.75 0.0% 5,449.25
Low 5,444.75 5,473.00 28.25 0.5% 5,309.00
Close 5,492.50 5,503.50 11.00 0.2% 5,419.50
Range 74.75 44.75 -30.00 -40.1% 140.25
ATR 54.84 54.12 -0.72 -1.3% 0.00
Volume 152,005 521,134 369,129 242.8% 107,724
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,632.25 5,612.75 5,528.00
R3 5,587.50 5,568.00 5,515.75
R2 5,542.75 5,542.75 5,511.75
R1 5,523.25 5,523.25 5,507.50 5,533.00
PP 5,498.00 5,498.00 5,498.00 5,503.00
S1 5,478.50 5,478.50 5,499.50 5,488.25
S2 5,453.25 5,453.25 5,495.25
S3 5,408.50 5,433.75 5,491.25
S4 5,363.75 5,389.00 5,479.00
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 5,519.50 5,392.50 127.00 2.3% 53.00 1.0% 87% False False 158,296
10 5,519.50 5,267.25 252.25 4.6% 57.75 1.1% 94% False False 88,846
20 5,519.50 5,267.25 252.25 4.6% 50.00 0.9% 94% False False 48,534
40 5,519.50 5,019.75 499.75 9.1% 55.50 1.0% 97% False False 25,482
60 5,519.50 5,019.75 499.75 9.1% 57.00 1.0% 97% False False 17,630
80 5,519.50 5,019.75 499.75 9.1% 55.75 1.0% 97% False False 13,452
100 5,519.50 4,967.50 552.00 10.0% 53.75 1.0% 97% False False 10,814
120 5,519.50 4,803.25 716.25 13.0% 51.75 0.9% 98% False False 9,022
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,708.00
2.618 5,635.00
1.618 5,590.25
1.000 5,562.50
0.618 5,545.50
HIGH 5,517.75
0.618 5,500.75
0.500 5,495.50
0.382 5,490.00
LOW 5,473.00
0.618 5,445.25
1.000 5,428.25
1.618 5,400.50
2.618 5,355.75
4.250 5,282.75
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 5,500.75 5,488.75
PP 5,498.00 5,473.75
S1 5,495.50 5,459.00

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

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