E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 18-Apr-2024
Day Change Summary
Previous Current
17-Apr-2024 18-Apr-2024 Change Change % Previous Week
Open 5,154.25 5,122.75 -31.50 -0.6% 5,323.75
High 5,177.00 5,151.75 -25.25 -0.5% 5,340.25
Low 5,104.25 5,094.50 -9.75 -0.2% 5,208.25
Close 5,119.50 5,105.75 -13.75 -0.3% 5,225.50
Range 72.75 57.25 -15.50 -21.3% 132.00
ATR 64.53 64.01 -0.52 -0.8% 0.00
Volume 2,201 2,717 516 23.4% 9,412
Daily Pivots for day following 18-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,289.00 5,254.75 5,137.25
R3 5,231.75 5,197.50 5,121.50
R2 5,174.50 5,174.50 5,116.25
R1 5,140.25 5,140.25 5,111.00 5,128.75
PP 5,117.25 5,117.25 5,117.25 5,111.50
S1 5,083.00 5,083.00 5,100.50 5,071.50
S2 5,060.00 5,060.00 5,095.25
S3 5,002.75 5,025.75 5,090.00
S4 4,945.50 4,968.50 5,074.25
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,654.00 5,571.75 5,298.00
R3 5,522.00 5,439.75 5,261.75
R2 5,390.00 5,390.00 5,249.75
R1 5,307.75 5,307.75 5,237.50 5,283.00
PP 5,258.00 5,258.00 5,258.00 5,245.50
S1 5,175.75 5,175.75 5,213.50 5,151.00
S2 5,126.00 5,126.00 5,201.25
S3 4,994.00 5,043.75 5,189.25
S4 4,862.00 4,911.75 5,153.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,307.25 5,094.50 212.75 4.2% 78.25 1.5% 5% False True 2,875
10 5,340.25 5,094.50 245.75 4.8% 75.75 1.5% 5% False True 2,347
20 5,391.25 5,094.50 296.75 5.8% 59.50 1.2% 4% False True 1,919
40 5,391.25 5,094.50 296.75 5.8% 56.00 1.1% 4% False True 1,489
60 5,391.25 4,967.50 423.75 8.3% 53.25 1.0% 33% False False 1,079
80 5,391.25 4,803.25 588.00 11.5% 50.25 1.0% 51% False False 825
100 5,391.25 4,698.50 692.75 13.6% 45.50 0.9% 59% False False 668
120 5,391.25 4,255.50 1,135.75 22.2% 43.00 0.8% 75% False False 575
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 18.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,395.00
2.618 5,301.75
1.618 5,244.50
1.000 5,209.00
0.618 5,187.25
HIGH 5,151.75
0.618 5,130.00
0.500 5,123.00
0.382 5,116.25
LOW 5,094.50
0.618 5,059.00
1.000 5,037.25
1.618 5,001.75
2.618 4,944.50
4.250 4,851.25
Fisher Pivots for day following 18-Apr-2024
Pivot 1 day 3 day
R1 5,123.00 5,137.00
PP 5,117.25 5,126.50
S1 5,111.50 5,116.25

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

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