E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 26-Apr-2024
Day Change Summary
Previous Current
25-Apr-2024 26-Apr-2024 Change Change % Previous Week
Open 5,129.75 5,183.75 54.00 1.1% 5,073.00
High 5,190.00 5,204.00 14.00 0.3% 5,204.00
Low 5,078.75 5,162.50 83.75 1.6% 5,062.50
Close 5,139.75 5,189.25 49.50 1.0% 5,189.25
Range 111.25 41.50 -69.75 -62.7% 141.50
ATR 69.72 69.33 -0.39 -0.6% 0.00
Volume 4,055 2,769 -1,286 -31.7% 14,459
Daily Pivots for day following 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,309.75 5,291.00 5,212.00
R3 5,268.25 5,249.50 5,200.75
R2 5,226.75 5,226.75 5,196.75
R1 5,208.00 5,208.00 5,193.00 5,217.50
PP 5,185.25 5,185.25 5,185.25 5,190.00
S1 5,166.50 5,166.50 5,185.50 5,176.00
S2 5,143.75 5,143.75 5,181.75
S3 5,102.25 5,125.00 5,177.75
S4 5,060.75 5,083.50 5,166.50
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,576.50 5,524.25 5,267.00
R3 5,435.00 5,382.75 5,228.25
R2 5,293.50 5,293.50 5,215.25
R1 5,241.25 5,241.25 5,202.25 5,267.50
PP 5,152.00 5,152.00 5,152.00 5,165.00
S1 5,099.75 5,099.75 5,176.25 5,126.00
S2 5,010.50 5,010.50 5,163.25
S3 4,869.00 4,958.25 5,150.25
S4 4,727.50 4,816.75 5,111.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,204.00 5,062.50 141.50 2.7% 71.25 1.4% 90% True False 2,891
10 5,271.00 5,019.75 251.25 4.8% 74.25 1.4% 67% False False 2,938
20 5,391.25 5,019.75 371.50 7.2% 73.50 1.4% 46% False False 2,425
40 5,391.25 5,019.75 371.50 7.2% 61.00 1.2% 46% False False 1,906
60 5,391.25 4,975.50 415.75 8.0% 56.75 1.1% 51% False False 1,342
80 5,391.25 4,803.25 588.00 11.3% 53.50 1.0% 66% False False 1,048
100 5,391.25 4,698.75 692.50 13.3% 49.00 0.9% 71% False False 847
120 5,391.25 4,476.75 914.50 17.6% 44.25 0.9% 78% False False 714
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23.38
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,380.50
2.618 5,312.75
1.618 5,271.25
1.000 5,245.50
0.618 5,229.75
HIGH 5,204.00
0.618 5,188.25
0.500 5,183.25
0.382 5,178.25
LOW 5,162.50
0.618 5,136.75
1.000 5,121.00
1.618 5,095.25
2.618 5,053.75
4.250 4,986.00
Fisher Pivots for day following 26-Apr-2024
Pivot 1 day 3 day
R1 5,187.25 5,173.25
PP 5,185.25 5,157.25
S1 5,183.25 5,141.50

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

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