E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 5,384.75 5,382.50 -2.25 0.0% 5,392.00
High 5,400.75 5,384.00 -16.75 -0.3% 5,430.75
Low 5,359.25 5,330.00 -29.25 -0.5% 5,335.50
Close 5,386.75 5,345.75 -41.00 -0.8% 5,383.75
Range 41.50 54.00 12.50 30.1% 95.25
ATR 51.99 52.33 0.34 0.7% 0.00
Volume 8,641 16,761 8,120 94.0% 37,769
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 5,515.25 5,484.50 5,375.50
R3 5,461.25 5,430.50 5,360.50
R2 5,407.25 5,407.25 5,355.75
R1 5,376.50 5,376.50 5,350.75 5,365.00
PP 5,353.25 5,353.25 5,353.25 5,347.50
S1 5,322.50 5,322.50 5,340.75 5,311.00
S2 5,299.25 5,299.25 5,335.75
S3 5,245.25 5,268.50 5,331.00
S4 5,191.25 5,214.50 5,316.00
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 5,669.00 5,621.75 5,436.25
R3 5,573.75 5,526.50 5,410.00
R2 5,478.50 5,478.50 5,401.25
R1 5,431.25 5,431.25 5,392.50 5,407.25
PP 5,383.25 5,383.25 5,383.25 5,371.50
S1 5,336.00 5,336.00 5,375.00 5,312.00
S2 5,288.00 5,288.00 5,366.25
S3 5,192.75 5,240.75 5,357.50
S4 5,097.50 5,145.50 5,331.25
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 5,330.00 100.75 1.9% 55.25 1.0% 16% False True 10,709
10 5,430.75 5,324.50 106.25 2.0% 45.50 0.9% 20% False False 7,189
20 5,430.75 5,092.00 338.75 6.3% 48.00 0.9% 75% False False 4,612
40 5,430.75 5,019.75 411.00 7.7% 61.25 1.1% 79% False False 3,528
60 5,430.75 5,019.75 411.00 7.7% 57.50 1.1% 79% False False 2,851
80 5,430.75 5,019.75 411.00 7.7% 54.25 1.0% 79% False False 2,199
100 5,430.75 4,803.25 627.50 11.7% 53.00 1.0% 86% False False 1,796
120 5,430.75 4,698.75 732.00 13.7% 49.75 0.9% 88% False False 1,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,613.50
2.618 5,525.25
1.618 5,471.25
1.000 5,438.00
0.618 5,417.25
HIGH 5,384.00
0.618 5,363.25
0.500 5,357.00
0.382 5,350.75
LOW 5,330.00
0.618 5,296.75
1.000 5,276.00
1.618 5,242.75
2.618 5,188.75
4.250 5,100.50
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 5,357.00 5,365.50
PP 5,353.25 5,358.75
S1 5,349.50 5,352.25

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

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