E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 5,221.75 5,195.50 -26.25 -0.5% 5,205.75
High 5,257.25 5,196.00 -61.25 -1.2% 5,257.25
Low 5,185.25 5,157.00 -28.25 -0.5% 5,124.25
Close 5,192.50 5,185.75 -6.75 -0.1% 5,192.50
Range 72.00 39.00 -33.00 -45.8% 133.00
ATR 53.88 52.81 -1.06 -2.0% 0.00
Volume 1,268,539 2,205,843 937,304 73.9% 1,699,994
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,296.50 5,280.25 5,207.25
R3 5,257.50 5,241.25 5,196.50
R2 5,218.50 5,218.50 5,193.00
R1 5,202.25 5,202.25 5,189.25 5,191.00
PP 5,179.50 5,179.50 5,179.50 5,174.00
S1 5,163.25 5,163.25 5,182.25 5,152.00
S2 5,140.50 5,140.50 5,178.50
S3 5,101.50 5,124.25 5,175.00
S4 5,062.50 5,085.25 5,164.25
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,590.25 5,524.50 5,265.75
R3 5,457.25 5,391.50 5,229.00
R2 5,324.25 5,324.25 5,217.00
R1 5,258.50 5,258.50 5,204.75 5,225.00
PP 5,191.25 5,191.25 5,191.25 5,174.50
S1 5,125.50 5,125.50 5,180.25 5,092.00
S2 5,058.25 5,058.25 5,168.00
S3 4,925.25 4,992.50 5,156.00
S4 4,792.25 4,859.50 5,119.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,257.25 5,124.25 133.00 2.6% 64.00 1.2% 46% False False 777,177
10 5,257.25 5,121.00 136.25 2.6% 51.50 1.0% 48% False False 396,530
20 5,257.25 4,994.25 263.00 5.1% 53.50 1.0% 73% False False 201,546
40 5,257.25 4,799.25 458.00 8.8% 49.50 1.0% 84% False False 103,457
60 5,257.25 4,747.75 509.50 9.8% 48.25 0.9% 86% False False 69,966
80 5,257.25 4,526.00 731.25 14.1% 45.50 0.9% 90% False False 52,537
100 5,257.25 4,215.25 1,042.00 20.1% 47.00 0.9% 93% False False 42,084
120 5,257.25 4,215.25 1,042.00 20.1% 49.00 0.9% 93% False False 35,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 11.85
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,361.75
2.618 5,298.00
1.618 5,259.00
1.000 5,235.00
0.618 5,220.00
HIGH 5,196.00
0.618 5,181.00
0.500 5,176.50
0.382 5,172.00
LOW 5,157.00
0.618 5,133.00
1.000 5,118.00
1.618 5,094.00
2.618 5,055.00
4.250 4,991.25
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 5,182.75 5,203.00
PP 5,179.50 5,197.25
S1 5,176.50 5,191.50

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

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