E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 24-Apr-2024

Day Change Summary
	Previous	Current
	23-Apr-2024	24-Apr-2024	Change	Change %	Previous Week
Open	5,051.00	5,115.25	64.25	1.3%	5,166.50
High	5,113.50	5,128.75	15.25	0.3%	5,213.25
Low	5,037.75	5,072.25	34.50	0.7%	4,963.50
Close	5,106.50	5,107.50	1.00	0.0%	5,003.75
Range	75.75	56.50	-19.25	-25.4%	249.75
ATR	67.93	67.11	-0.82	-1.2%	0.00
Volume	1,357,493	1,512,469	154,976	11.4%	10,311,309

Daily Pivots for day following 24-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,272.25	5,246.50	5,138.50
R3	5,215.75	5,190.00	5,123.00
R2	5,159.25	5,159.25	5,117.75
R1	5,133.50	5,133.50	5,112.75	5,118.00
PP	5,102.75	5,102.75	5,102.75	5,095.25
S1	5,077.00	5,077.00	5,102.25	5,061.50
S2	5,046.25	5,046.25	5,097.25
S3	4,989.75	5,020.50	5,092.00
S4	4,933.25	4,964.00	5,076.50

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,809.50	5,656.25	5,141.00
R3	5,559.75	5,406.50	5,072.50
R2	5,310.00	5,310.00	5,049.50
R1	5,156.75	5,156.75	5,026.75	5,108.50
PP	5,060.25	5,060.25	5,060.25	5,036.00
S1	4,907.00	4,907.00	4,980.75	4,858.75
S2	4,810.50	4,810.50	4,958.00
S3	4,560.75	4,657.25	4,935.00
S4	4,311.00	4,407.50	4,866.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,128.75	4,963.50	165.25	3.2%	70.75	1.4%	87%	True	False	1,702,579
10	5,257.50	4,963.50	294.00	5.8%	77.50	1.5%	49%	False	False	1,853,324
20	5,333.50	4,963.50	370.00	7.2%	69.50	1.4%	39%	False	False	1,716,635
40	5,333.50	4,963.50	370.00	7.2%	60.00	1.2%	39%	False	False	1,376,300
60	5,333.50	4,921.00	412.50	8.1%	56.75	1.1%	45%	False	False	919,757
80	5,333.50	4,754.50	579.00	11.3%	54.75	1.1%	61%	False	False	690,932
100	5,333.50	4,645.75	687.75	13.5%	51.75	1.0%	67%	False	False	552,959
120	5,333.50	4,286.75	1,046.75	20.5%	50.00	1.0%	78%	False	False	460,836

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	19.65
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,369.00
2.618	5,276.75
1.618	5,220.25
1.000	5,185.25
0.618	5,163.75
HIGH	5,128.75
0.618	5,107.25
0.500	5,100.50
0.382	5,093.75
LOW	5,072.25
0.618	5,037.25
1.000	5,015.75
1.618	4,980.75
2.618	4,924.25
4.250	4,832.00

Fisher Pivots for day following 24-Apr-2024
Pivot	1 day	3 day
R1	5,105.25	5,094.00
PP	5,102.75	5,080.75
S1	5,100.50	5,067.50

Download as Excel Spreadsheet

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

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