E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 5,236.50 5,216.00 -20.50 -0.4% 5,195.50
High 5,253.50 5,230.75 -22.75 -0.4% 5,253.50
Low 5,188.00 5,167.75 -20.25 -0.4% 5,157.00
Close 5,218.00 5,182.75 -35.25 -0.7% 5,182.75
Range 65.50 63.00 -2.50 -3.8% 96.50
ATR 53.30 53.99 0.69 1.3% 0.00
Volume 2,188,953 1,927,775 -261,178 -11.9% 10,242,399
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,382.75 5,345.75 5,217.50
R3 5,319.75 5,282.75 5,200.00
R2 5,256.75 5,256.75 5,194.25
R1 5,219.75 5,219.75 5,188.50 5,206.75
PP 5,193.75 5,193.75 5,193.75 5,187.25
S1 5,156.75 5,156.75 5,177.00 5,143.75
S2 5,130.75 5,130.75 5,171.25
S3 5,067.75 5,093.75 5,165.50
S4 5,004.75 5,030.75 5,148.00
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,487.25 5,431.50 5,235.75
R3 5,390.75 5,335.00 5,209.25
R2 5,294.25 5,294.25 5,200.50
R1 5,238.50 5,238.50 5,191.50 5,218.00
PP 5,197.75 5,197.75 5,197.75 5,187.50
S1 5,142.00 5,142.00 5,174.00 5,121.50
S2 5,101.25 5,101.25 5,165.00
S3 5,004.75 5,045.50 5,156.25
S4 4,908.25 4,949.00 5,129.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,253.50 5,157.00 96.50 1.9% 53.50 1.0% 27% False False 2,048,479
10 5,257.25 5,124.25 133.00 2.6% 57.50 1.1% 44% False False 1,194,239
20 5,257.25 5,017.75 239.50 4.6% 53.50 1.0% 69% False False 602,131
40 5,257.25 4,862.50 394.75 7.6% 50.25 1.0% 81% False False 304,153
60 5,257.25 4,754.50 502.75 9.7% 49.25 1.0% 85% False False 203,734
80 5,257.25 4,618.00 639.25 12.3% 46.25 0.9% 88% False False 152,985
100 5,257.25 4,215.25 1,042.00 20.1% 47.00 0.9% 93% False False 122,445
120 5,257.25 4,215.25 1,042.00 20.1% 49.25 0.9% 93% False False 102,054
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 14.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,498.50
2.618 5,395.75
1.618 5,332.75
1.000 5,293.75
0.618 5,269.75
HIGH 5,230.75
0.618 5,206.75
0.500 5,199.25
0.382 5,191.75
LOW 5,167.75
0.618 5,128.75
1.000 5,104.75
1.618 5,065.75
2.618 5,002.75
4.250 4,900.00
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 5,199.25 5,210.50
PP 5,193.75 5,201.25
S1 5,188.25 5,192.00

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

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