E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 5,107.50 5,171.00 63.50 1.2% 5,226.00
High 5,170.50 5,187.00 16.50 0.3% 5,271.00
Low 5,095.25 5,130.00 34.75 0.7% 5,019.75
Close 5,163.75 5,165.00 1.25 0.0% 5,059.75
Range 75.25 57.00 -18.25 -24.3% 251.25
ATR 67.26 66.53 -0.73 -1.1% 0.00
Volume 1,306 3,121 1,815 139.0% 14,923
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,331.75 5,305.25 5,196.25
R3 5,274.75 5,248.25 5,180.75
R2 5,217.75 5,217.75 5,175.50
R1 5,191.25 5,191.25 5,170.25 5,176.00
PP 5,160.75 5,160.75 5,160.75 5,153.00
S1 5,134.25 5,134.25 5,159.75 5,119.00
S2 5,103.75 5,103.75 5,154.50
S3 5,046.75 5,077.25 5,149.25
S4 4,989.75 5,020.25 5,133.75
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 5,187.00 5,019.75 167.25 3.2% 70.75 1.4% 87% True False 2,781
10 5,316.00 5,019.75 296.25 5.7% 77.00 1.5% 49% False False 2,749
20 5,391.25 5,019.75 371.50 7.2% 69.00 1.3% 39% False False 2,211
40 5,391.25 5,019.75 371.50 7.2% 59.00 1.1% 39% False False 1,742
60 5,391.25 4,967.50 423.75 8.2% 55.75 1.1% 47% False False 1,235
80 5,391.25 4,803.25 588.00 11.4% 52.75 1.0% 62% False False 964
100 5,391.25 4,698.75 692.50 13.4% 47.75 0.9% 67% False False 779
120 5,391.25 4,333.00 1,058.25 20.5% 44.00 0.9% 79% False False 657
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 18.78
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,429.25
2.618 5,336.25
1.618 5,279.25
1.000 5,244.00
0.618 5,222.25
HIGH 5,187.00
0.618 5,165.25
0.500 5,158.50
0.382 5,151.75
LOW 5,130.00
0.618 5,094.75
1.000 5,073.00
1.618 5,037.75
2.618 4,980.75
4.250 4,887.75
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 5,162.75 5,151.50
PP 5,160.75 5,138.25
S1 5,158.50 5,124.75

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

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