E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 5,122.75 5,103.00 -19.75 -0.4% 5,226.00
High 5,151.75 5,113.25 -38.50 -0.7% 5,271.00
Low 5,094.50 5,019.75 -74.75 -1.5% 5,019.75
Close 5,105.75 5,059.75 -46.00 -0.9% 5,059.75
Range 57.25 93.50 36.25 63.3% 251.25
ATR 64.01 66.12 2.11 3.3% 0.00
Volume 2,717 3,553 836 30.8% 14,923
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,344.75 5,295.75 5,111.25
R3 5,251.25 5,202.25 5,085.50
R2 5,157.75 5,157.75 5,077.00
R1 5,108.75 5,108.75 5,068.25 5,086.50
PP 5,064.25 5,064.25 5,064.25 5,053.00
S1 5,015.25 5,015.25 5,051.25 4,993.00
S2 4,970.75 4,970.75 5,042.50
S3 4,877.25 4,921.75 5,034.00
S4 4,783.75 4,828.25 5,008.25
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,870.50 5,716.50 5,198.00
R3 5,619.25 5,465.25 5,128.75
R2 5,368.00 5,368.00 5,105.75
R1 5,214.00 5,214.00 5,082.75 5,165.50
PP 5,116.75 5,116.75 5,116.75 5,092.50
S1 4,962.75 4,962.75 5,036.75 4,914.00
S2 4,865.50 4,865.50 5,013.75
S3 4,614.25 4,711.50 4,990.75
S4 4,363.00 4,460.25 4,921.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,271.00 5,019.75 251.25 5.0% 77.25 1.5% 16% False True 2,984
10 5,340.25 5,019.75 320.50 6.3% 77.00 1.5% 12% False True 2,433
20 5,391.25 5,019.75 371.50 7.3% 62.75 1.2% 11% False True 1,996
40 5,391.25 5,019.75 371.50 7.3% 56.00 1.1% 11% False True 1,570
60 5,391.25 4,967.50 423.75 8.4% 54.25 1.1% 22% False False 1,133
80 5,391.25 4,803.25 588.00 11.6% 51.00 1.0% 44% False False 870
100 5,391.25 4,698.50 692.75 13.7% 46.25 0.9% 52% False False 703
120 5,391.25 4,255.50 1,135.75 22.4% 43.50 0.9% 71% False False 603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 18.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,510.50
2.618 5,358.00
1.618 5,264.50
1.000 5,206.75
0.618 5,171.00
HIGH 5,113.25
0.618 5,077.50
0.500 5,066.50
0.382 5,055.50
LOW 5,019.75
0.618 4,962.00
1.000 4,926.25
1.618 4,868.50
2.618 4,775.00
4.250 4,622.50
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 5,066.50 5,098.50
PP 5,064.25 5,085.50
S1 5,062.00 5,072.50

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

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