E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 23-May-2024
Day Change Summary
Previous Current
22-May-2024 23-May-2024 Change Change % Previous Week
Open 5,407.75 5,403.00 -4.75 -0.1% 5,300.50
High 5,411.25 5,430.75 19.50 0.4% 5,410.50
Low 5,369.50 5,335.50 -34.00 -0.6% 5,279.00
Close 5,390.25 5,347.00 -43.25 -0.8% 5,388.50
Range 41.75 95.25 53.50 128.1% 131.50
ATR 50.23 53.45 3.22 6.4% 0.00
Volume 10,124 9,976 -148 -1.5% 12,086
Daily Pivots for day following 23-May-2024
Classic Woodie Camarilla DeMark
R4 5,656.75 5,597.25 5,399.50
R3 5,561.50 5,502.00 5,373.25
R2 5,466.25 5,466.25 5,364.50
R1 5,406.75 5,406.75 5,355.75 5,389.00
PP 5,371.00 5,371.00 5,371.00 5,362.25
S1 5,311.50 5,311.50 5,338.25 5,293.50
S2 5,275.75 5,275.75 5,329.50
S3 5,180.50 5,216.25 5,320.75
S4 5,085.25 5,121.00 5,294.50
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 5,430.75 5,335.50 95.25 1.8% 41.75 0.8% 12% True True 6,347
10 5,430.75 5,279.00 151.75 2.8% 43.25 0.8% 45% True False 4,397
20 5,430.75 5,092.00 338.75 6.3% 49.75 0.9% 75% True False 3,254
40 5,430.75 5,019.75 411.00 7.7% 61.00 1.1% 80% True False 2,798
60 5,430.75 5,019.75 411.00 7.7% 57.50 1.1% 80% True False 2,313
80 5,430.75 4,967.50 463.25 8.7% 55.25 1.0% 82% True False 1,788
100 5,430.75 4,803.25 627.50 11.7% 53.00 1.0% 87% True False 1,463
120 5,430.75 4,698.75 732.00 13.7% 49.00 0.9% 89% True False 1,225
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.33
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,835.50
2.618 5,680.00
1.618 5,584.75
1.000 5,526.00
0.618 5,489.50
HIGH 5,430.75
0.618 5,394.25
0.500 5,383.00
0.382 5,372.00
LOW 5,335.50
0.618 5,276.75
1.000 5,240.25
1.618 5,181.50
2.618 5,086.25
4.250 4,930.75
Fisher Pivots for day following 23-May-2024
Pivot 1 day 3 day
R1 5,383.00 5,383.00
PP 5,371.00 5,371.00
S1 5,359.00 5,359.00

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

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