E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 10-Jun-2024
Day Change Summary
Previous Current
07-Jun-2024 10-Jun-2024 Change Change % Previous Week
Open 5,426.25 5,412.50 -13.75 -0.3% 5,359.25
High 5,449.25 5,439.50 -9.75 -0.2% 5,449.25
Low 5,392.50 5,402.25 9.75 0.2% 5,309.00
Close 5,419.50 5,435.25 15.75 0.3% 5,419.50
Range 56.75 37.25 -19.50 -34.4% 140.25
ATR 54.67 53.42 -1.24 -2.3% 0.00
Volume 29,166 30,707 1,541 5.3% 107,724
Daily Pivots for day following 10-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,537.50 5,523.50 5,455.75
R3 5,500.25 5,486.25 5,445.50
R2 5,463.00 5,463.00 5,442.00
R1 5,449.00 5,449.00 5,438.75 5,456.00
PP 5,425.75 5,425.75 5,425.75 5,429.00
S1 5,411.75 5,411.75 5,431.75 5,418.75
S2 5,388.50 5,388.50 5,428.50
S3 5,351.25 5,374.50 5,425.00
S4 5,314.00 5,337.25 5,414.75
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,813.25 5,756.75 5,496.75
R3 5,673.00 5,616.50 5,458.00
R2 5,532.75 5,532.75 5,445.25
R1 5,476.25 5,476.25 5,432.25 5,504.50
PP 5,392.50 5,392.50 5,392.50 5,406.75
S1 5,336.00 5,336.00 5,406.75 5,364.25
S2 5,252.25 5,252.25 5,393.75
S3 5,112.00 5,195.75 5,381.00
S4 4,971.75 5,055.50 5,342.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,449.25 5,324.00 125.25 2.3% 47.75 0.9% 89% False False 25,645
10 5,449.25 5,267.25 182.00 3.3% 54.00 1.0% 92% False False 19,658
20 5,449.25 5,267.25 182.00 3.3% 49.25 0.9% 92% False False 12,322
40 5,449.25 5,019.75 429.50 7.9% 57.00 1.0% 97% False False 7,408
60 5,449.25 5,019.75 429.50 7.9% 57.00 1.0% 97% False False 5,545
80 5,449.25 5,019.75 429.50 7.9% 55.50 1.0% 97% False False 4,321
100 5,449.25 4,862.25 587.00 10.8% 53.50 1.0% 98% False False 3,507
120 5,449.25 4,803.25 646.00 11.9% 51.50 0.9% 98% False False 2,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,597.75
2.618 5,537.00
1.618 5,499.75
1.000 5,476.75
0.618 5,462.50
HIGH 5,439.50
0.618 5,425.25
0.500 5,421.00
0.382 5,416.50
LOW 5,402.25
0.618 5,379.25
1.000 5,365.00
1.618 5,342.00
2.618 5,304.75
4.250 5,244.00
Fisher Pivots for day following 10-Jun-2024
Pivot 1 day 3 day
R1 5,430.50 5,430.50
PP 5,425.75 5,425.75
S1 5,421.00 5,421.00

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

View Archives - Comment on this page... - Back to Index of Symbols