E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 02-Apr-2024

Day Change Summary
	Previous	Current
	01-Apr-2024	02-Apr-2024	Change	Change %	Previous Week
Open	5,314.25	5,294.50	-19.75	-0.4%	5,290.50
High	5,333.50	5,296.00	-37.50	-0.7%	5,321.00
Low	5,282.25	5,235.00	-47.25	-0.9%	5,263.00
Close	5,295.25	5,260.50	-34.75	-0.7%	5,308.50
Range	51.25	61.00	9.75	19.0%	58.00
ATR	47.09	48.09	0.99	2.1%	0.00
Volume	1,125,234	1,426,691	301,457	26.8%	4,818,821

Daily Pivots for day following 02-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,446.75	5,414.75	5,294.00
R3	5,385.75	5,353.75	5,277.25
R2	5,324.75	5,324.75	5,271.75
R1	5,292.75	5,292.75	5,266.00	5,278.25
PP	5,263.75	5,263.75	5,263.75	5,256.50
S1	5,231.75	5,231.75	5,255.00	5,217.25
S2	5,202.75	5,202.75	5,249.25
S3	5,141.75	5,170.75	5,243.75
S4	5,080.75	5,109.75	5,227.00

Weekly Pivots for week ending 29-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,471.50	5,448.00	5,340.50
R3	5,413.50	5,390.00	5,324.50
R2	5,355.50	5,355.50	5,319.25
R1	5,332.00	5,332.00	5,313.75	5,343.75
PP	5,297.50	5,297.50	5,297.50	5,303.50
S1	5,274.00	5,274.00	5,303.25	5,285.75
S2	5,239.50	5,239.50	5,297.75
S3	5,181.50	5,216.00	5,292.50
S4	5,123.50	5,158.00	5,276.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,333.50	5,235.00	98.50	1.9%	42.50	0.8%	26%	False	True	1,290,027
10	5,333.50	5,186.00	147.50	2.8%	41.25	0.8%	51%	False	False	1,270,560
20	5,333.50	5,124.25	209.25	4.0%	51.00	1.0%	65%	False	False	1,300,266
40	5,333.50	4,994.25	339.25	6.4%	48.50	0.9%	78%	False	False	654,496
60	5,333.50	4,754.50	579.00	11.0%	49.50	0.9%	87%	False	False	437,936
80	5,333.50	4,650.00	683.50	13.0%	47.50	0.9%	89%	False	False	329,000
100	5,333.50	4,454.00	879.50	16.7%	45.75	0.9%	92%	False	False	263,237
120	5,333.50	4,215.25	1,118.25	21.3%	47.25	0.9%	93%	False	False	219,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.48
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,555.25
2.618	5,455.75
1.618	5,394.75
1.000	5,357.00
0.618	5,333.75
HIGH	5,296.00
0.618	5,272.75
0.500	5,265.50
0.382	5,258.25
LOW	5,235.00
0.618	5,197.25
1.000	5,174.00
1.618	5,136.25
2.618	5,075.25
4.250	4,975.75

Fisher Pivots for day following 02-Apr-2024
Pivot	1 day	3 day
R1	5,265.50	5,284.25
PP	5,263.75	5,276.25
S1	5,262.25	5,268.50

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

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