E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 5,301.75 5,327.50 25.75 0.5% 5,223.25
High 5,334.00 5,397.50 63.50 1.2% 5,322.75
Low 5,279.00 5,324.50 45.50 0.9% 5,213.25
Close 5,329.25 5,394.00 64.75 1.2% 5,305.50
Range 55.00 73.00 18.00 32.7% 109.50
ATR 58.31 59.36 1.05 1.8% 0.00
Volume 2,233 4,007 1,774 79.4% 6,559
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 5,591.00 5,565.50 5,434.25
R3 5,518.00 5,492.50 5,414.00
R2 5,445.00 5,445.00 5,407.50
R1 5,419.50 5,419.50 5,400.75 5,432.25
PP 5,372.00 5,372.00 5,372.00 5,378.50
S1 5,346.50 5,346.50 5,387.25 5,359.25
S2 5,299.00 5,299.00 5,380.50
S3 5,226.00 5,273.50 5,374.00
S4 5,153.00 5,200.50 5,353.75
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 5,397.50 5,254.00 143.50 2.7% 47.50 0.9% 98% True False 2,080
10 5,397.50 5,092.00 305.50 5.7% 49.00 0.9% 99% True False 2,133
20 5,397.50 5,019.75 377.75 7.0% 61.00 1.1% 99% True False 2,430
40 5,397.50 5,019.75 377.75 7.0% 60.50 1.1% 99% True False 2,178
60 5,397.50 5,019.75 377.75 7.0% 57.75 1.1% 99% True False 1,758
80 5,397.50 4,967.50 430.00 8.0% 54.75 1.0% 99% True False 1,384
100 5,397.50 4,803.25 594.25 11.0% 52.25 1.0% 99% True False 1,119
120 5,397.50 4,694.00 703.50 13.0% 47.75 0.9% 100% True False 939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.75
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,707.75
2.618 5,588.50
1.618 5,515.50
1.000 5,470.50
0.618 5,442.50
HIGH 5,397.50
0.618 5,369.50
0.500 5,361.00
0.382 5,352.50
LOW 5,324.50
0.618 5,279.50
1.000 5,251.50
1.618 5,206.50
2.618 5,133.50
4.250 5,014.25
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 5,383.00 5,375.50
PP 5,372.00 5,356.75
S1 5,361.00 5,338.25

Download as Excel Spreadsheet

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

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