E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 12-Apr-2024

Day Change Summary
	Previous	Current
	11-Apr-2024	12-Apr-2024	Change	Change %	Previous Week
Open	5,202.00	5,244.00	42.00	0.8%	5,263.25
High	5,257.50	5,248.75	-8.75	-0.2%	5,285.00
Low	5,173.50	5,150.00	-23.50	-0.5%	5,150.00
Close	5,243.25	5,167.50	-75.75	-1.4%	5,167.50
Range	84.00	98.75	14.75	17.6%	135.00
ATR	59.44	62.25	2.81	4.7%	0.00
Volume	1,762,470	2,005,106	242,636	13.8%	8,957,061

Daily Pivots for day following 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,485.00	5,425.00	5,221.75
R3	5,386.25	5,326.25	5,194.75
R2	5,287.50	5,287.50	5,185.50
R1	5,227.50	5,227.50	5,176.50	5,208.00
PP	5,188.75	5,188.75	5,188.75	5,179.00
S1	5,128.75	5,128.75	5,158.50	5,109.50
S2	5,090.00	5,090.00	5,149.50
S3	4,991.25	5,030.00	5,140.25
S4	4,892.50	4,931.25	5,113.25

Weekly Pivots for week ending 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,605.75	5,521.75	5,241.75
R3	5,470.75	5,386.75	5,204.50
R2	5,335.75	5,335.75	5,192.25
R1	5,251.75	5,251.75	5,180.00	5,226.25
PP	5,200.75	5,200.75	5,200.75	5,188.00
S1	5,116.75	5,116.75	5,155.00	5,091.25
S2	5,065.75	5,065.75	5,142.75
S3	4,930.75	4,981.75	5,130.50
S4	4,795.75	4,846.75	5,093.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,285.00	5,150.00	135.00	2.6%	78.00	1.5%	13%	False	True	1,791,412
10	5,333.50	5,150.00	183.50	3.6%	73.50	1.4%	10%	False	True	1,676,154
20	5,333.50	5,150.00	183.50	3.6%	57.75	1.1%	10%	False	True	1,511,014
40	5,333.50	5,017.75	315.75	6.1%	55.00	1.1%	47%	False	False	1,008,586
60	5,333.50	4,816.50	517.00	10.0%	52.75	1.0%	68%	False	False	674,352
80	5,333.50	4,754.50	579.00	11.2%	51.00	1.0%	71%	False	False	506,479
100	5,333.50	4,614.25	719.25	13.9%	48.25	0.9%	77%	False	False	405,314
120	5,333.50	4,215.25	1,118.25	21.6%	48.75	0.9%	85%	False	False	337,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	16.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,668.50
2.618	5,507.25
1.618	5,408.50
1.000	5,347.50
0.618	5,309.75
HIGH	5,248.75
0.618	5,211.00
0.500	5,199.50
0.382	5,187.75
LOW	5,150.00
0.618	5,089.00
1.000	5,051.25
1.618	4,990.25
2.618	4,891.50
4.250	4,730.25

Fisher Pivots for day following 12-Apr-2024
Pivot	1 day	3 day
R1	5,199.50	5,217.50
PP	5,188.75	5,200.75
S1	5,178.00	5,184.25

Download as Excel Spreadsheet

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

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