E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 5,112.75 5,164.00 51.25 1.0% 5,195.50
High 5,169.25 5,226.25 57.00 1.1% 5,226.25
Low 5,092.00 5,155.75 63.75 1.3% 5,092.00
Close 5,148.00 5,212.00 64.00 1.2% 5,212.00
Range 77.25 70.50 -6.75 -8.7% 134.25
ATR 70.87 71.40 0.53 0.7% 0.00
Volume 2,948 4,462 1,514 51.4% 13,954
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 5,409.50 5,381.25 5,250.75
R3 5,339.00 5,310.75 5,231.50
R2 5,268.50 5,268.50 5,225.00
R1 5,240.25 5,240.25 5,218.50 5,254.50
PP 5,198.00 5,198.00 5,198.00 5,205.00
S1 5,169.75 5,169.75 5,205.50 5,184.00
S2 5,127.50 5,127.50 5,199.00
S3 5,057.00 5,099.25 5,192.50
S4 4,986.50 5,028.75 5,173.25
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 5,579.50 5,530.00 5,285.75
R3 5,445.25 5,395.75 5,249.00
R2 5,311.00 5,311.00 5,236.50
R1 5,261.50 5,261.50 5,224.25 5,286.25
PP 5,176.75 5,176.75 5,176.75 5,189.00
S1 5,127.25 5,127.25 5,199.75 5,152.00
S2 5,042.50 5,042.50 5,187.50
S3 4,908.25 4,993.00 5,175.00
S4 4,774.00 4,858.75 5,138.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,226.25 5,092.00 134.25 2.6% 73.50 1.4% 89% True False 2,790
10 5,226.25 5,062.50 163.75 3.1% 72.25 1.4% 91% True False 2,841
20 5,340.25 5,019.75 320.50 6.1% 74.75 1.4% 60% False False 2,637
40 5,391.25 5,019.75 371.50 7.1% 63.00 1.2% 52% False False 2,186
60 5,391.25 5,019.75 371.50 7.1% 58.25 1.1% 52% False False 1,556
80 5,391.25 4,845.00 546.25 10.5% 55.00 1.1% 67% False False 1,223
100 5,391.25 4,754.00 637.25 12.2% 52.00 1.0% 72% False False 984
120 5,391.25 4,566.00 825.25 15.8% 46.00 0.9% 78% False False 828
Crabel Price Patterns
NR True
NR4 True
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 17.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,526.00
2.618 5,410.75
1.618 5,340.25
1.000 5,296.75
0.618 5,269.75
HIGH 5,226.25
0.618 5,199.25
0.500 5,191.00
0.382 5,182.75
LOW 5,155.75
0.618 5,112.25
1.000 5,085.25
1.618 5,041.75
2.618 4,971.25
4.250 4,856.00
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 5,205.00 5,194.50
PP 5,198.00 5,176.75
S1 5,191.00 5,159.00

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

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