E-mini S&P 500 Future June 2024

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

Day Change Summary
	Previous	Current
	07-May-2024	08-May-2024	Change	Change %	Previous Week
Open	5,204.75	5,211.75	7.00	0.1%	5,140.25
High	5,226.75	5,218.00	-8.75	-0.2%	5,166.75
Low	5,202.25	5,188.75	-13.50	-0.3%	5,036.25
Close	5,213.75	5,212.75	-1.00	0.0%	5,154.75
Range	24.50	29.25	4.75	19.4%	130.50
ATR	66.99	64.29	-2.70	-4.0%	0.00
Volume	1,106,457	1,013,418	-93,039	-8.4%	7,971,238

Daily Pivots for day following 08-May-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,294.25	5,282.75	5,228.75
R3	5,265.00	5,253.50	5,220.75
R2	5,235.75	5,235.75	5,218.00
R1	5,224.25	5,224.25	5,215.50	5,230.00
PP	5,206.50	5,206.50	5,206.50	5,209.50
S1	5,195.00	5,195.00	5,210.00	5,200.75
S2	5,177.25	5,177.25	5,207.50
S3	5,148.00	5,165.75	5,204.75
S4	5,118.75	5,136.50	5,196.75

Weekly Pivots for week ending 03-May-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,510.75	5,463.25	5,226.50
R3	5,380.25	5,332.75	5,190.75
R2	5,249.75	5,249.75	5,178.75
R1	5,202.25	5,202.25	5,166.75	5,226.00
PP	5,119.25	5,119.25	5,119.25	5,131.00
S1	5,071.75	5,071.75	5,142.75	5,095.50
S2	4,988.75	4,988.75	5,130.75
S3	4,858.25	4,941.25	5,118.75
S4	4,727.75	4,810.75	5,083.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,226.75	5,036.25	190.50	3.7%	50.00	1.0%	93%	False	False	1,263,297
10	5,226.75	5,022.25	204.50	3.9%	62.50	1.2%	93%	False	False	1,445,391
20	5,257.50	4,963.50	294.00	5.6%	70.00	1.3%	85%	False	False	1,649,357
40	5,333.50	4,963.50	370.00	7.1%	61.75	1.2%	67%	False	False	1,580,780
60	5,333.50	4,963.50	370.00	7.1%	59.50	1.1%	67%	False	False	1,159,597
80	5,333.50	4,799.25	534.25	10.2%	56.00	1.1%	77%	False	False	871,060
100	5,333.50	4,754.50	579.00	11.1%	53.75	1.0%	79%	False	False	697,435
120	5,333.50	4,602.75	730.75	14.0%	50.75	1.0%	83%	False	False	581,261

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,342.25
2.618	5,294.50
1.618	5,265.25
1.000	5,247.25
0.618	5,236.00
HIGH	5,218.00
0.618	5,206.75
0.500	5,203.50
0.382	5,200.00
LOW	5,188.75
0.618	5,170.75
1.000	5,159.50
1.618	5,141.50
2.618	5,112.25
4.250	5,064.50

Fisher Pivots for day following 08-May-2024
Pivot	1 day	3 day
R1	5,209.50	5,205.50
PP	5,206.50	5,198.50
S1	5,203.50	5,191.25

Download as Excel Spreadsheet

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

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