E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	4,502.50	4,455.25	-47.25	-1.0%	4,473.00
High	4,510.25	4,533.75	23.50	0.5%	4,533.75
Low	4,456.50	4,454.00	-2.50	-0.1%	4,454.00
Close	4,460.25	4,530.00	69.75	1.6%	4,530.00
Range	53.75	79.75	26.00	48.4%	79.75
ATR	54.70	56.49	1.79	3.3%	0.00
Volume	26	563	537	2,065.4%	1,666

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,745.25	4,717.25	4,573.75
R3	4,665.50	4,637.50	4,552.00
R2	4,585.75	4,585.75	4,544.50
R1	4,557.75	4,557.75	4,537.25	4,571.75
PP	4,506.00	4,506.00	4,506.00	4,513.00
S1	4,478.00	4,478.00	4,522.75	4,492.00
S2	4,426.25	4,426.25	4,515.50
S3	4,346.50	4,398.25	4,508.00
S4	4,266.75	4,318.50	4,486.25

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,745.25	4,717.25	4,573.75
R3	4,665.50	4,637.50	4,552.00
R2	4,585.75	4,585.75	4,544.50
R1	4,557.75	4,557.75	4,537.25	4,571.75
PP	4,506.00	4,506.00	4,506.00	4,513.00
S1	4,478.00	4,478.00	4,522.75	4,492.00
S2	4,426.25	4,426.25	4,515.50
S3	4,346.50	4,398.25	4,508.00
S4	4,266.75	4,318.50	4,486.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,533.75	4,454.00	79.75	1.8%	44.75	1.0%	95%	True	True	333
10	4,533.75	4,241.50	292.25	6.5%	51.50	1.1%	99%	True	False	286
20	4,533.75	4,215.25	318.50	7.0%	54.75	1.2%	99%	True	False	270
40	4,618.50	4,215.25	403.25	8.9%	55.75	1.2%	78%	False	False	185
60	4,699.00	4,215.25	483.75	10.7%	46.75	1.0%	65%	False	False	169
80	4,774.50	4,215.25	559.25	12.3%	38.00	0.8%	56%	False	False	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.58
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	4,872.75
2.618	4,742.50
1.618	4,662.75
1.000	4,613.50
0.618	4,583.00
HIGH	4,533.75
0.618	4,503.25
0.500	4,494.00
0.382	4,484.50
LOW	4,454.00
0.618	4,404.75
1.000	4,374.25
1.618	4,325.00
2.618	4,245.25
4.250	4,115.00

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	4,518.00	4,518.00
PP	4,506.00	4,506.00
S1	4,494.00	4,494.00

Download as Excel Spreadsheet

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

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