E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 22-Mar-2024

Day Change Summary
	Previous	Current
	21-Mar-2024	22-Mar-2024	Change	Change %	Previous Week
Open	5,294.75	5,306.75	12.00	0.2%	5,185.75
High	5,322.75	5,311.75	-11.00	-0.2%	5,322.75
Low	5,293.50	5,287.75	-5.75	-0.1%	5,181.75
Close	5,302.50	5,293.25	-9.25	-0.2%	5,293.25
Range	29.25	24.00	-5.25	-17.9%	141.00
ATR	53.97	51.83	-2.14	-4.0%	0.00
Volume	1,326,994	1,162,606	-164,388	-12.4%	6,712,139

Daily Pivots for day following 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,369.50	5,355.50	5,306.50
R3	5,345.50	5,331.50	5,299.75
R2	5,321.50	5,321.50	5,297.75
R1	5,307.50	5,307.50	5,295.50	5,302.50
PP	5,297.50	5,297.50	5,297.50	5,295.00
S1	5,283.50	5,283.50	5,291.00	5,278.50
S2	5,273.50	5,273.50	5,288.75
S3	5,249.50	5,259.50	5,286.75
S4	5,225.50	5,235.50	5,280.00

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,689.00	5,632.00	5,370.75
R3	5,548.00	5,491.00	5,332.00
R2	5,407.00	5,407.00	5,319.00
R1	5,350.00	5,350.00	5,306.25	5,378.50
PP	5,266.00	5,266.00	5,266.00	5,280.00
S1	5,209.00	5,209.00	5,280.25	5,237.50
S2	5,125.00	5,125.00	5,267.50
S3	4,984.00	5,068.00	5,254.50
S4	4,843.00	4,927.00	5,215.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,322.75	5,181.75	141.00	2.7%	47.00	0.9%	79%	False	False	1,342,427
10	5,322.75	5,157.00	165.75	3.1%	50.25	1.0%	82%	False	False	1,695,453
20	5,322.75	5,121.00	201.75	3.8%	50.50	1.0%	85%	False	False	936,039
40	5,322.75	4,921.00	401.75	7.6%	51.25	1.0%	93%	False	False	471,286
60	5,322.75	4,754.50	568.25	10.7%	49.25	0.9%	95%	False	False	315,527
80	5,322.75	4,645.75	677.00	12.8%	47.50	0.9%	96%	False	False	236,877
100	5,322.75	4,241.50	1,081.25	20.4%	46.50	0.9%	97%	False	False	189,547
120	5,322.75	4,215.25	1,107.50	20.9%	49.00	0.9%	97%	False	False	157,985

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	10.33
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	5,413.75
2.618	5,374.50
1.618	5,350.50
1.000	5,335.75
0.618	5,326.50
HIGH	5,311.75
0.618	5,302.50
0.500	5,299.75
0.382	5,297.00
LOW	5,287.75
0.618	5,273.00
1.000	5,263.75
1.618	5,249.00
2.618	5,225.00
4.250	5,185.75

Fisher Pivots for day following 22-Mar-2024
Pivot	1 day	3 day
R1	5,299.75	5,288.00
PP	5,297.50	5,283.00
S1	5,295.50	5,278.00

Download as Excel Spreadsheet

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

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