E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary
Previous Current
03-Nov-2023 06-Nov-2023 Change Change % Previous Week
Open 4,430.50 4,473.00 42.50 1.0% 4,241.50
High 4,487.50 4,485.50 -2.00 0.0% 4,487.50
Low 4,424.25 4,462.50 38.25 0.9% 4,241.50
Close 4,473.25 4,481.50 8.25 0.2% 4,473.25
Range 63.25 23.00 -40.25 -63.6% 246.00
ATR 60.89 58.18 -2.71 -4.4% 0.00
Volume 326 535 209 64.1% 1,196
Daily Pivots for day following 06-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,545.50 4,536.50 4,494.25
R3 4,522.50 4,513.50 4,487.75
R2 4,499.50 4,499.50 4,485.75
R1 4,490.50 4,490.50 4,483.50 4,495.00
PP 4,476.50 4,476.50 4,476.50 4,478.75
S1 4,467.50 4,467.50 4,479.50 4,472.00
S2 4,453.50 4,453.50 4,477.25
S3 4,430.50 4,444.50 4,475.25
S4 4,407.50 4,421.50 4,468.75
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 5,138.75 5,052.00 4,608.50
R3 4,892.75 4,806.00 4,541.00
R2 4,646.75 4,646.75 4,518.25
R1 4,560.00 4,560.00 4,495.75 4,603.50
PP 4,400.75 4,400.75 4,400.75 4,422.50
S1 4,314.00 4,314.00 4,450.75 4,357.50
S2 4,154.75 4,154.75 4,428.25
S3 3,908.75 4,068.00 4,405.50
S4 3,662.75 3,822.00 4,338.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,487.50 4,261.50 226.00 5.0% 53.50 1.2% 97% False False 281
10 4,487.50 4,215.25 272.25 6.1% 53.50 1.2% 98% False False 364
20 4,530.00 4,215.25 314.75 7.0% 55.00 1.2% 85% False False 229
40 4,664.50 4,215.25 449.25 10.0% 54.25 1.2% 59% False False 182
60 4,699.00 4,215.25 483.75 10.8% 44.75 1.0% 55% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.35
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 4,583.25
2.618 4,545.75
1.618 4,522.75
1.000 4,508.50
0.618 4,499.75
HIGH 4,485.50
0.618 4,476.75
0.500 4,474.00
0.382 4,471.25
LOW 4,462.50
0.618 4,448.25
1.000 4,439.50
1.618 4,425.25
2.618 4,402.25
4.250 4,364.75
Fisher Pivots for day following 06-Nov-2023
Pivot 1 day 3 day
R1 4,479.00 4,464.00
PP 4,476.50 4,446.50
S1 4,474.00 4,429.00

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

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