E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 08-Apr-2024

Day Change Summary
	Previous	Current
	05-Apr-2024	08-Apr-2024	Change	Change %	Previous Week
Open	5,199.75	5,263.25	63.50	1.2%	5,314.25
High	5,272.50	5,269.25	-3.25	-0.1%	5,333.50
Low	5,191.50	5,236.50	45.00	0.9%	5,191.50
Close	5,253.00	5,253.25	0.25	0.0%	5,253.00
Range	81.00	32.75	-48.25	-59.6%	142.00
ATR	54.21	52.68	-1.53	-2.8%	0.00
Volume	1,908,306	1,167,648	-740,658	-38.8%	7,804,486

Daily Pivots for day following 08-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,351.25	5,335.00	5,271.25
R3	5,318.50	5,302.25	5,262.25
R2	5,285.75	5,285.75	5,259.25
R1	5,269.50	5,269.50	5,256.25	5,261.25
PP	5,253.00	5,253.00	5,253.00	5,249.00
S1	5,236.75	5,236.75	5,250.25	5,228.50
S2	5,220.25	5,220.25	5,247.25
S3	5,187.50	5,204.00	5,244.25
S4	5,154.75	5,171.25	5,235.25

Weekly Pivots for week ending 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,685.25	5,611.25	5,331.00
R3	5,543.25	5,469.25	5,292.00
R2	5,401.25	5,401.25	5,279.00
R1	5,327.25	5,327.25	5,266.00	5,293.25
PP	5,259.25	5,259.25	5,259.25	5,242.50
S1	5,185.25	5,185.25	5,240.00	5,151.25
S2	5,117.25	5,117.25	5,227.00
S3	4,975.25	5,043.25	5,214.00
S4	4,833.25	4,901.25	5,175.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,308.50	5,191.50	117.00	2.2%	65.50	1.2%	53%	False	False	1,569,380
10	5,333.50	5,191.50	142.00	2.7%	50.00	1.0%	43%	False	False	1,379,095
20	5,333.50	5,157.00	176.50	3.4%	50.25	1.0%	55%	False	False	1,537,274
40	5,333.50	4,994.25	339.25	6.5%	51.75	1.0%	76%	False	False	814,480
60	5,333.50	4,799.25	534.25	10.2%	50.00	1.0%	85%	False	False	544,675
80	5,333.50	4,715.25	618.25	11.8%	48.75	0.9%	87%	False	False	409,236
100	5,333.50	4,507.50	826.00	15.7%	46.50	0.9%	90%	False	False	327,428
120	5,333.50	4,215.25	1,118.25	21.3%	47.75	0.9%	93%	False	False	272,902

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.25
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,408.50
2.618	5,355.00
1.618	5,322.25
1.000	5,302.00
0.618	5,289.50
HIGH	5,269.25
0.618	5,256.75
0.500	5,253.00
0.382	5,249.00
LOW	5,236.50
0.618	5,216.25
1.000	5,203.75
1.618	5,183.50
2.618	5,150.75
4.250	5,097.25

Fisher Pivots for day following 08-Apr-2024
Pivot	1 day	3 day
R1	5,253.00	5,252.25
PP	5,253.00	5,251.00
S1	5,253.00	5,250.00

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

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