E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 06-May-2024
Day Change Summary
Previous Current
03-May-2024 06-May-2024 Change Change % Previous Week
Open 5,164.00 5,223.25 59.25 1.1% 5,195.50
High 5,226.25 5,265.50 39.25 0.8% 5,226.25
Low 5,155.75 5,213.25 57.50 1.1% 5,092.00
Close 5,212.00 5,264.75 52.75 1.0% 5,212.00
Range 70.50 52.25 -18.25 -25.9% 134.25
ATR 71.40 70.12 -1.28 -1.8% 0.00
Volume 4,462 1,380 -3,082 -69.1% 13,954
Daily Pivots for day following 06-May-2024
Classic Woodie Camarilla DeMark
R4 5,404.50 5,387.00 5,293.50
R3 5,352.25 5,334.75 5,279.00
R2 5,300.00 5,300.00 5,274.25
R1 5,282.50 5,282.50 5,269.50 5,291.25
PP 5,247.75 5,247.75 5,247.75 5,252.25
S1 5,230.25 5,230.25 5,260.00 5,239.00
S2 5,195.50 5,195.50 5,255.25
S3 5,143.25 5,178.00 5,250.50
S4 5,091.00 5,125.75 5,236.00
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 5,265.50 5,092.00 173.50 3.3% 76.75 1.5% 100% True False 2,826
10 5,265.50 5,078.75 186.75 3.5% 70.50 1.3% 100% True False 2,658
20 5,340.25 5,019.75 320.50 6.1% 75.75 1.4% 76% False False 2,677
40 5,391.25 5,019.75 371.50 7.1% 62.50 1.2% 66% False False 2,201
60 5,391.25 5,019.75 371.50 7.1% 59.00 1.1% 66% False False 1,577
80 5,391.25 4,845.00 546.25 10.4% 55.00 1.0% 77% False False 1,240
100 5,391.25 4,762.25 629.00 11.9% 52.25 1.0% 80% False False 996
120 5,391.25 4,566.00 825.25 15.7% 46.50 0.9% 85% False False 837
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 17.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,487.50
2.618 5,402.25
1.618 5,350.00
1.000 5,317.75
0.618 5,297.75
HIGH 5,265.50
0.618 5,245.50
0.500 5,239.50
0.382 5,233.25
LOW 5,213.25
0.618 5,181.00
1.000 5,161.00
1.618 5,128.75
2.618 5,076.50
4.250 4,991.25
Fisher Pivots for day following 06-May-2024
Pivot 1 day 3 day
R1 5,256.25 5,236.00
PP 5,247.75 5,207.50
S1 5,239.50 5,178.75

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

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