E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 25-Apr-2024

Day Change Summary
	Previous	Current
	24-Apr-2024	25-Apr-2024	Change	Change %	Previous Week
Open	5,115.25	5,070.00	-45.25	-0.9%	5,166.50
High	5,128.75	5,132.75	4.00	0.1%	5,213.25
Low	5,072.25	5,022.25	-50.00	-1.0%	4,963.50
Close	5,107.50	5,082.25	-25.25	-0.5%	5,003.75
Range	56.50	110.50	54.00	95.6%	249.75
ATR	67.11	70.21	3.10	4.6%	0.00
Volume	1,512,469	1,887,635	375,166	24.8%	10,311,309

Daily Pivots for day following 25-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,410.50	5,357.00	5,143.00
R3	5,300.00	5,246.50	5,112.75
R2	5,189.50	5,189.50	5,102.50
R1	5,136.00	5,136.00	5,092.50	5,162.75
PP	5,079.00	5,079.00	5,079.00	5,092.50
S1	5,025.50	5,025.50	5,072.00	5,052.25
S2	4,968.50	4,968.50	5,062.00
S3	4,858.00	4,915.00	5,051.75
S4	4,747.50	4,804.50	5,021.50

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	5,132.75	4,963.50	169.25	3.3%	81.50	1.6%	70%	True	False	1,739,826
10	5,248.75	4,963.50	285.25	5.6%	80.00	1.6%	42%	False	False	1,865,840
20	5,333.50	4,963.50	370.00	7.3%	73.00	1.4%	32%	False	False	1,736,634
40	5,333.50	4,963.50	370.00	7.3%	62.25	1.2%	32%	False	False	1,423,126
60	5,333.50	4,921.00	412.50	8.1%	58.25	1.1%	39%	False	False	951,131
80	5,333.50	4,754.50	579.00	11.4%	55.50	1.1%	57%	False	False	714,510
100	5,333.50	4,650.00	683.50	13.4%	52.50	1.0%	63%	False	False	571,835
120	5,333.50	4,370.25	963.25	19.0%	50.50	1.0%	74%	False	False	476,564

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.58
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,602.50
2.618	5,422.00
1.618	5,311.50
1.000	5,243.25
0.618	5,201.00
HIGH	5,132.75
0.618	5,090.50
0.500	5,077.50
0.382	5,064.50
LOW	5,022.25
0.618	4,954.00
1.000	4,911.75
1.618	4,843.50
2.618	4,733.00
4.250	4,552.50

Fisher Pivots for day following 25-Apr-2024
Pivot	1 day	3 day
R1	5,080.75	5,080.75
PP	5,079.00	5,079.00
S1	5,077.50	5,077.50

Download as Excel Spreadsheet

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

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