E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 10-May-2024
Day Change Summary
Previous Current
09-May-2024 10-May-2024 Change Change % Previous Week
Open 5,268.75 5,302.75 34.00 0.6% 5,223.25
High 5,303.25 5,322.75 19.50 0.4% 5,322.75
Low 5,254.00 5,292.25 38.25 0.7% 5,213.25
Close 5,298.00 5,305.50 7.50 0.1% 5,305.50
Range 49.25 30.50 -18.75 -38.1% 109.50
ATR 63.09 60.77 -2.33 -3.7% 0.00
Volume 872 2,161 1,289 147.8% 6,559
Daily Pivots for day following 10-May-2024
Classic Woodie Camarilla DeMark
R4 5,398.25 5,382.50 5,322.25
R3 5,367.75 5,352.00 5,314.00
R2 5,337.25 5,337.25 5,311.00
R1 5,321.50 5,321.50 5,308.25 5,329.50
PP 5,306.75 5,306.75 5,306.75 5,310.75
S1 5,291.00 5,291.00 5,302.75 5,299.00
S2 5,276.25 5,276.25 5,300.00
S3 5,245.75 5,260.50 5,297.00
S4 5,215.25 5,230.00 5,288.75
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 5,609.00 5,566.75 5,365.75
R3 5,499.50 5,457.25 5,335.50
R2 5,390.00 5,390.00 5,325.50
R1 5,347.75 5,347.75 5,315.50 5,369.00
PP 5,280.50 5,280.50 5,280.50 5,291.00
S1 5,238.25 5,238.25 5,295.50 5,259.50
S2 5,171.00 5,171.00 5,285.50
S3 5,061.50 5,128.75 5,275.50
S4 4,952.00 5,019.25 5,245.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,322.75 5,213.25 109.50 2.1% 37.00 0.7% 84% True False 1,311
10 5,322.75 5,092.00 230.75 4.3% 55.25 1.0% 93% True False 2,051
20 5,322.75 5,019.75 303.00 5.7% 64.75 1.2% 94% True False 2,494
40 5,391.25 5,019.75 371.50 7.0% 61.00 1.1% 77% False False 2,156
60 5,391.25 5,019.75 371.50 7.0% 57.50 1.1% 77% False False 1,654
80 5,391.25 4,862.25 529.00 10.0% 54.50 1.0% 84% False False 1,303
100 5,391.25 4,803.25 588.00 11.1% 52.00 1.0% 85% False False 1,046
120 5,391.25 4,663.50 727.75 13.7% 46.75 0.9% 88% False False 879
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 10.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,452.50
2.618 5,402.50
1.618 5,372.00
1.000 5,353.25
0.618 5,341.50
HIGH 5,322.75
0.618 5,311.00
0.500 5,307.50
0.382 5,304.00
LOW 5,292.25
0.618 5,273.50
1.000 5,261.75
1.618 5,243.00
2.618 5,212.50
4.250 5,162.50
Fisher Pivots for day following 10-May-2024
Pivot 1 day 3 day
R1 5,307.50 5,298.50
PP 5,306.75 5,291.75
S1 5,306.25 5,284.75

Download as Excel Spreadsheet

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

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