E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 02-May-2024
Day Change Summary
Previous Current
01-May-2024 02-May-2024 Change Change % Previous Week
Open 5,109.25 5,112.75 3.50 0.1% 5,073.00
High 5,182.50 5,169.25 -13.25 -0.3% 5,204.00
Low 5,094.75 5,092.00 -2.75 -0.1% 5,062.50
Close 5,102.75 5,148.00 45.25 0.9% 5,189.25
Range 87.75 77.25 -10.50 -12.0% 141.50
ATR 70.38 70.87 0.49 0.7% 0.00
Volume 3,019 2,948 -71 -2.4% 14,459
Daily Pivots for day following 02-May-2024
Classic Woodie Camarilla DeMark
R4 5,368.25 5,335.25 5,190.50
R3 5,291.00 5,258.00 5,169.25
R2 5,213.75 5,213.75 5,162.25
R1 5,180.75 5,180.75 5,155.00 5,197.25
PP 5,136.50 5,136.50 5,136.50 5,144.50
S1 5,103.50 5,103.50 5,141.00 5,120.00
S2 5,059.25 5,059.25 5,133.75
S3 4,982.00 5,026.25 5,126.75
S4 4,904.75 4,949.00 5,105.50
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 5,212.00 5,092.00 120.00 2.3% 67.75 1.3% 47% False True 2,452
10 5,212.00 5,019.75 192.25 3.7% 74.75 1.5% 67% False False 2,750
20 5,340.25 5,019.75 320.50 6.2% 75.25 1.5% 40% False False 2,548
40 5,391.25 5,019.75 371.50 7.2% 63.25 1.2% 35% False False 2,097
60 5,391.25 5,019.75 371.50 7.2% 58.00 1.1% 35% False False 1,484
80 5,391.25 4,845.00 546.25 10.6% 54.50 1.1% 55% False False 1,167
100 5,391.25 4,733.00 658.25 12.8% 51.50 1.0% 63% False False 941
120 5,391.25 4,504.75 886.50 17.2% 45.75 0.9% 73% False False 791
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 17.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,497.50
2.618 5,371.50
1.618 5,294.25
1.000 5,246.50
0.618 5,217.00
HIGH 5,169.25
0.618 5,139.75
0.500 5,130.50
0.382 5,121.50
LOW 5,092.00
0.618 5,044.25
1.000 5,014.75
1.618 4,967.00
2.618 4,889.75
4.250 4,763.75
Fisher Pivots for day following 02-May-2024
Pivot 1 day 3 day
R1 5,142.25 5,148.50
PP 5,136.50 5,148.25
S1 5,130.50 5,148.00

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

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