E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	5,195.50	5,191.75	-3.75	-0.1%	5,205.75
High	5,196.00	5,246.75	50.75	1.0%	5,257.25
Low	5,157.00	5,176.25	19.25	0.4%	5,124.25
Close	5,185.75	5,241.25	55.50	1.1%	5,192.50
Range	39.00	70.50	31.50	80.8%	133.00
ATR	52.81	54.08	1.26	2.4%	0.00
Volume	2,205,843	2,317,426	111,583	5.1%	1,699,994

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,433.00	5,407.50	5,280.00
R3	5,362.50	5,337.00	5,260.75
R2	5,292.00	5,292.00	5,254.25
R1	5,266.50	5,266.50	5,247.75	5,279.25
PP	5,221.50	5,221.50	5,221.50	5,227.75
S1	5,196.00	5,196.00	5,234.75	5,208.75
S2	5,151.00	5,151.00	5,228.25
S3	5,080.50	5,125.50	5,221.75
S4	5,010.00	5,055.00	5,202.50

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	5,145.00	112.25	2.1%	63.50	1.2%	86%	False	False	1,228,088
10	5,257.25	5,121.00	136.25	2.6%	56.00	1.1%	88%	False	False	627,471
20	5,257.25	4,994.25	263.00	5.0%	55.50	1.1%	94%	False	False	317,232
40	5,257.25	4,799.25	458.00	8.7%	50.00	1.0%	97%	False	False	161,340
60	5,257.25	4,754.50	502.75	9.6%	48.50	0.9%	97%	False	False	108,539
80	5,257.25	4,602.75	654.50	12.5%	45.25	0.9%	98%	False	False	81,501
100	5,257.25	4,215.25	1,042.00	19.9%	47.25	0.9%	98%	False	False	65,257
120	5,257.25	4,215.25	1,042.00	19.9%	49.25	0.9%	98%	False	False	54,399

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	12.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,546.50
2.618	5,431.25
1.618	5,360.75
1.000	5,317.25
0.618	5,290.25
HIGH	5,246.75
0.618	5,219.75
0.500	5,211.50
0.382	5,203.25
LOW	5,176.25
0.618	5,132.75
1.000	5,105.75
1.618	5,062.25
2.618	4,991.75
4.250	4,876.50

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	5,231.25	5,230.00
PP	5,221.50	5,218.50
S1	5,211.50	5,207.00

Download as Excel Spreadsheet

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

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