It works in many cases that item content ends with words. But it is not working if the item contents end with \stopformula. If I put \placeclosesymbol before \stopformula, then it is shown just after the last word.
Anyway, it works in most cases.
Thank you again.
\defineenumeration[proof][text=Proof.]
\setupenumeration[proof]
[number=no,
closesymbol=\mathematics{\square},
closecommand=\ifmmode\eqno\else\wordright\fi]
\starttext
\startproof
This is a simple proof.
\startformula
1+1=2.
\stopformula
\placeclosesymbol
\stopproof
\startproof
This is another simple proof that ends with a formula
\startformula
1+1=2.
\placeclosesymbol
\stopformula
\stopproof
\startproof
\startitemize[n]
\item first line.
\item Here is an example.
\startformula \cosh x + \sinh x = e^x,~~\cosh x - \sinh x = e^{-x} \stopformula
The next formula is following:
\startformula\startalign
\NC\sinh (x + y) \NC= \frac{e^{x+y} - e^{-(x+y)}}{2} \NR
\NC \NC = \frac{e^x e^y - e^{-x}e^{-y}}{2} \NR%$
\NC \NC = \frac{(\cosh x + \sinh x)(\cosh y + \sinh y) - (\cosh x - \sinh x)(\cosh y - \sinh y)}{2} \NR
\NC \NC = \sinh x \cosh y + \cosh x \sinh y \NR
\stopalign \stopformula
\placeclosesymbol
\stopitemize
\stopproof
\stoptext