E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 22-May-2024
Day Change Summary
Previous Current
21-May-2024 22-May-2024 Change Change % Previous Week
Open 5,393.00 5,407.75 14.75 0.3% 5,300.50
High 5,409.50 5,411.25 1.75 0.0% 5,410.50
Low 5,384.75 5,369.50 -15.25 -0.3% 5,279.00
Close 5,407.50 5,390.25 -17.25 -0.3% 5,388.50
Range 24.75 41.75 17.00 68.7% 131.50
ATR 50.89 50.23 -0.65 -1.3% 0.00
Volume 6,220 10,124 3,904 62.8% 12,086
Daily Pivots for day following 22-May-2024
Classic Woodie Camarilla DeMark
R4 5,515.50 5,494.75 5,413.25
R3 5,473.75 5,453.00 5,401.75
R2 5,432.00 5,432.00 5,398.00
R1 5,411.25 5,411.25 5,394.00 5,400.75
PP 5,390.25 5,390.25 5,390.25 5,385.00
S1 5,369.50 5,369.50 5,386.50 5,359.00
S2 5,348.50 5,348.50 5,382.50
S3 5,306.75 5,327.75 5,378.75
S4 5,265.00 5,286.00 5,367.25
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 5,753.75 5,702.75 5,460.75
R3 5,622.25 5,571.25 5,424.75
R2 5,490.75 5,490.75 5,412.50
R1 5,439.75 5,439.75 5,400.50 5,465.25
PP 5,359.25 5,359.25 5,359.25 5,372.00
S1 5,308.25 5,308.25 5,376.50 5,333.75
S2 5,227.75 5,227.75 5,364.50
S3 5,096.25 5,176.75 5,352.25
S4 4,964.75 5,045.25 5,316.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,411.25 5,367.00 44.25 0.8% 29.50 0.5% 53% True False 4,893
10 5,411.25 5,254.00 157.25 2.9% 38.50 0.7% 87% True False 3,486
20 5,411.25 5,078.75 332.50 6.2% 50.50 0.9% 94% True False 2,958
40 5,411.25 5,019.75 391.50 7.3% 59.75 1.1% 95% True False 2,584
60 5,411.25 5,019.75 391.50 7.3% 56.25 1.0% 95% True False 2,148
80 5,411.25 4,967.50 443.75 8.2% 54.50 1.0% 95% True False 1,666
100 5,411.25 4,803.25 608.00 11.3% 52.50 1.0% 97% True False 1,363
120 5,411.25 4,698.75 712.50 13.2% 48.25 0.9% 97% True False 1,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.03
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,588.75
2.618 5,520.50
1.618 5,478.75
1.000 5,453.00
0.618 5,437.00
HIGH 5,411.25
0.618 5,395.25
0.500 5,390.50
0.382 5,385.50
LOW 5,369.50
0.618 5,343.75
1.000 5,327.75
1.618 5,302.00
2.618 5,260.25
4.250 5,192.00
Fisher Pivots for day following 22-May-2024
Pivot 1 day 3 day
R1 5,390.50 5,390.50
PP 5,390.25 5,390.25
S1 5,390.25 5,390.25

Download as Excel Spreadsheet

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

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