E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 4,657.50 4,689.00 31.50 0.7% 4,696.00
High 4,695.75 4,716.50 20.75 0.4% 4,716.50
Low 4,650.00 4,668.25 18.25 0.4% 4,650.00
Close 4,690.75 4,711.75 21.00 0.4% 4,711.75
Range 45.75 48.25 2.50 5.5% 66.50
ATR 42.12 42.56 0.44 1.0% 0.00
Volume 275 278 3 1.1% 1,020
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,843.50 4,826.00 4,738.25
R3 4,795.25 4,777.75 4,725.00
R2 4,747.00 4,747.00 4,720.50
R1 4,729.50 4,729.50 4,716.25 4,738.25
PP 4,698.75 4,698.75 4,698.75 4,703.25
S1 4,681.25 4,681.25 4,707.25 4,690.00
S2 4,650.50 4,650.50 4,703.00
S3 4,602.25 4,633.00 4,698.50
S4 4,554.00 4,584.75 4,685.25
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,892.25 4,868.50 4,748.25
R3 4,825.75 4,802.00 4,730.00
R2 4,759.25 4,759.25 4,724.00
R1 4,735.50 4,735.50 4,717.75 4,747.50
PP 4,692.75 4,692.75 4,692.75 4,698.75
S1 4,669.00 4,669.00 4,705.75 4,681.00
S2 4,626.25 4,626.25 4,699.50
S3 4,559.75 4,602.50 4,693.50
S4 4,493.25 4,536.00 4,675.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,716.50 4,650.00 66.50 1.4% 43.50 0.9% 93% True False 204
10 4,716.50 4,645.75 70.75 1.5% 38.00 0.8% 93% True False 178
20 4,716.50 4,454.00 262.50 5.6% 39.50 0.8% 98% True False 196
40 4,716.50 4,215.25 501.25 10.6% 46.75 1.0% 99% True False 221
60 4,716.50 4,215.25 501.25 10.6% 50.00 1.1% 99% True False 187
80 4,716.50 4,215.25 501.25 10.6% 44.00 0.9% 99% True False 169
100 4,774.50 4,215.25 559.25 11.9% 37.50 0.8% 89% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,921.50
2.618 4,842.75
1.618 4,794.50
1.000 4,764.75
0.618 4,746.25
HIGH 4,716.50
0.618 4,698.00
0.500 4,692.50
0.382 4,686.75
LOW 4,668.25
0.618 4,638.50
1.000 4,620.00
1.618 4,590.25
2.618 4,542.00
4.250 4,463.25
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 4,705.25 4,702.25
PP 4,698.75 4,692.75
S1 4,692.50 4,683.25

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

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