E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 09-Apr-2024
Day Change Summary
Previous Current
08-Apr-2024 09-Apr-2024 Change Change % Previous Week
Open 5,323.75 5,317.00 -6.75 -0.1% 5,373.25
High 5,326.50 5,332.00 5.50 0.1% 5,391.25
Low 5,295.00 5,266.75 -28.25 -0.5% 5,249.00
Close 5,311.50 5,318.25 6.75 0.1% 5,311.00
Range 31.50 65.25 33.75 107.1% 142.25
ATR 51.93 52.88 0.95 1.8% 0.00
Volume 569 1,313 744 130.8% 9,708
Daily Pivots for day following 09-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,501.50 5,475.00 5,354.25
R3 5,436.25 5,409.75 5,336.25
R2 5,371.00 5,371.00 5,330.25
R1 5,344.50 5,344.50 5,324.25 5,357.75
PP 5,305.75 5,305.75 5,305.75 5,312.25
S1 5,279.25 5,279.25 5,312.25 5,292.50
S2 5,240.50 5,240.50 5,306.25
S3 5,175.25 5,214.00 5,300.25
S4 5,110.00 5,148.75 5,282.25
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,743.75 5,669.75 5,389.25
R3 5,601.50 5,527.50 5,350.00
R2 5,459.25 5,459.25 5,337.00
R1 5,385.25 5,385.25 5,324.00 5,351.00
PP 5,317.00 5,317.00 5,317.00 5,300.00
S1 5,243.00 5,243.00 5,298.00 5,209.00
S2 5,174.75 5,174.75 5,285.00
S3 5,032.50 5,100.75 5,272.00
S4 4,890.25 4,958.50 5,232.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,366.50 5,249.00 117.50 2.2% 66.00 1.2% 59% False False 1,689
10 5,391.25 5,249.00 142.25 2.7% 54.00 1.0% 49% False False 1,499
20 5,391.25 5,224.00 167.25 3.1% 50.75 1.0% 56% False False 1,758
40 5,391.25 5,046.75 344.50 6.5% 51.25 1.0% 79% False False 1,057
60 5,391.25 4,845.00 546.25 10.3% 48.25 0.9% 87% False False 782
80 5,391.25 4,793.25 598.00 11.2% 46.75 0.9% 88% False False 591
100 5,391.25 4,606.00 785.25 14.8% 41.00 0.8% 91% False False 482
120 5,391.25 4,255.50 1,135.75 21.4% 40.25 0.8% 94% False False 421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,609.25
2.618 5,502.75
1.618 5,437.50
1.000 5,397.25
0.618 5,372.25
HIGH 5,332.00
0.618 5,307.00
0.500 5,299.50
0.382 5,291.75
LOW 5,266.75
0.618 5,226.50
1.000 5,201.50
1.618 5,161.25
2.618 5,096.00
4.250 4,989.50
Fisher Pivots for day following 09-Apr-2024
Pivot 1 day 3 day
R1 5,312.00 5,309.00
PP 5,305.75 5,299.75
S1 5,299.50 5,290.50

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

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