E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	5,280.75	5,273.25	-7.50	-0.1%	5,185.75
High	5,300.50	5,313.75	13.25	0.2%	5,322.75
Low	5,263.00	5,270.75	7.75	0.1%	5,181.75
Close	5,265.25	5,308.25	43.00	0.8%	5,293.25
Range	37.50	43.00	5.50	14.7%	141.00
ATR	48.86	48.83	-0.03	-0.1%	0.00
Volume	1,092,706	1,487,671	394,965	36.1%	6,712,139

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,426.50	5,410.50	5,332.00
R3	5,383.50	5,367.50	5,320.00
R2	5,340.50	5,340.50	5,316.25
R1	5,324.50	5,324.50	5,312.25	5,332.50
PP	5,297.50	5,297.50	5,297.50	5,301.50
S1	5,281.50	5,281.50	5,304.25	5,289.50
S2	5,254.50	5,254.50	5,300.25
S3	5,211.50	5,238.50	5,296.50
S4	5,168.50	5,195.50	5,284.50

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	5,263.00	59.75	1.1%	31.25	0.6%	76%	False	False	1,198,117
10	5,322.75	5,167.75	155.00	2.9%	46.75	0.9%	91%	False	False	1,432,985
20	5,322.75	5,121.00	201.75	3.8%	51.50	1.0%	93%	False	False	1,109,618
40	5,322.75	4,921.00	401.75	7.6%	51.00	1.0%	96%	False	False	558,380
60	5,322.75	4,754.50	568.25	10.7%	49.75	0.9%	97%	False	False	373,802
80	5,322.75	4,650.00	672.75	12.7%	47.50	0.9%	98%	False	False	280,635
100	5,322.75	4,370.25	952.50	17.9%	46.00	0.9%	98%	False	False	224,549
120	5,322.75	4,215.25	1,107.50	20.9%	48.00	0.9%	99%	False	False	187,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.28
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,496.50
2.618	5,426.25
1.618	5,383.25
1.000	5,356.75
0.618	5,340.25
HIGH	5,313.75
0.618	5,297.25
0.500	5,292.25
0.382	5,287.25
LOW	5,270.75
0.618	5,244.25
1.000	5,227.75
1.618	5,201.25
2.618	5,158.25
4.250	5,088.00

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	5,303.00	5,301.50
PP	5,297.50	5,295.00
S1	5,292.25	5,288.50

Download as Excel Spreadsheet

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

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