E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 14-May-2024
Day Change Summary
Previous Current
13-May-2024 14-May-2024 Change Change % Previous Week
Open 5,300.50 5,301.75 1.25 0.0% 5,223.25
High 5,322.75 5,334.00 11.25 0.2% 5,322.75
Low 5,292.75 5,279.00 -13.75 -0.3% 5,213.25
Close 5,305.00 5,329.25 24.25 0.5% 5,305.50
Range 30.00 55.00 25.00 83.3% 109.50
ATR 58.57 58.31 -0.25 -0.4% 0.00
Volume 1,127 2,233 1,106 98.1% 6,559
Daily Pivots for day following 14-May-2024
Classic Woodie Camarilla DeMark
R4 5,479.00 5,459.25 5,359.50
R3 5,424.00 5,404.25 5,344.50
R2 5,369.00 5,369.00 5,339.25
R1 5,349.25 5,349.25 5,334.25 5,359.00
PP 5,314.00 5,314.00 5,314.00 5,319.00
S1 5,294.25 5,294.25 5,324.25 5,304.00
S2 5,259.00 5,259.00 5,319.25
S3 5,204.00 5,239.25 5,314.00
S4 5,149.00 5,184.25 5,299.00
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 5,334.00 5,246.75 87.25 1.6% 38.75 0.7% 95% True False 1,438
10 5,334.00 5,092.00 242.00 4.5% 50.50 0.9% 98% True False 2,034
20 5,334.00 5,019.75 314.25 5.9% 61.00 1.1% 98% True False 2,340
40 5,391.25 5,019.75 371.50 7.0% 60.00 1.1% 83% False False 2,111
60 5,391.25 5,019.75 371.50 7.0% 57.50 1.1% 83% False False 1,695
80 5,391.25 4,967.50 423.75 8.0% 54.25 1.0% 85% False False 1,335
100 5,391.25 4,803.25 588.00 11.0% 52.25 1.0% 89% False False 1,080
120 5,391.25 4,693.50 697.75 13.1% 47.25 0.9% 91% False False 906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.90
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,567.75
2.618 5,478.00
1.618 5,423.00
1.000 5,389.00
0.618 5,368.00
HIGH 5,334.00
0.618 5,313.00
0.500 5,306.50
0.382 5,300.00
LOW 5,279.00
0.618 5,245.00
1.000 5,224.00
1.618 5,190.00
2.618 5,135.00
4.250 5,045.25
Fisher Pivots for day following 14-May-2024
Pivot 1 day 3 day
R1 5,321.75 5,321.75
PP 5,314.00 5,314.00
S1 5,306.50 5,306.50

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

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