E-mini S&P 500 Future December 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 5,422.25 5,433.00 10.75 0.2% 5,446.50
High 5,433.25 5,491.50 58.25 1.1% 5,460.25
Low 5,384.50 5,425.75 41.25 0.8% 5,327.75
Close 5,426.00 5,489.50 63.50 1.2% 5,417.75
Range 48.75 65.75 17.00 34.9% 132.50
ATR 53.93 54.77 0.84 1.6% 0.00
Volume 199 170 -29 -14.6% 1,032
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,666.25 5,643.50 5,525.75
R3 5,600.50 5,577.75 5,507.50
R2 5,534.75 5,534.75 5,501.50
R1 5,512.00 5,512.00 5,495.50 5,523.50
PP 5,469.00 5,469.00 5,469.00 5,474.50
S1 5,446.25 5,446.25 5,483.50 5,457.50
S2 5,403.25 5,403.25 5,477.50
S3 5,337.50 5,380.50 5,471.50
S4 5,271.75 5,314.75 5,453.25
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 5,799.50 5,741.00 5,490.50
R3 5,667.00 5,608.50 5,454.25
R2 5,534.50 5,534.50 5,442.00
R1 5,476.00 5,476.00 5,430.00 5,439.00
PP 5,402.00 5,402.00 5,402.00 5,383.50
S1 5,343.50 5,343.50 5,405.50 5,306.50
S2 5,269.50 5,269.50 5,393.50
S3 5,137.00 5,211.00 5,381.25
S4 5,004.50 5,078.50 5,345.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,491.50 5,327.75 163.75 3.0% 63.50 1.2% 99% True False 209
10 5,491.50 5,327.75 163.75 3.0% 56.00 1.0% 99% True False 241
20 5,491.50 5,304.25 187.25 3.4% 45.25 0.8% 99% True False 166
40 5,491.50 5,075.00 416.50 7.6% 58.25 1.1% 100% True False 180
60 5,491.50 5,075.00 416.50 7.6% 54.00 1.0% 100% True False 157
80 5,491.50 5,075.00 416.50 7.6% 48.75 0.9% 100% True False 155
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 13.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,771.00
2.618 5,663.75
1.618 5,598.00
1.000 5,557.25
0.618 5,532.25
HIGH 5,491.50
0.618 5,466.50
0.500 5,458.50
0.382 5,450.75
LOW 5,425.75
0.618 5,385.00
1.000 5,360.00
1.618 5,319.25
2.618 5,253.50
4.250 5,146.25
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 5,479.25 5,469.75
PP 5,469.00 5,450.00
S1 5,458.50 5,430.25

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

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