E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 5,412.50 5,434.00 21.50 0.4% 5,359.25
High 5,439.50 5,450.25 10.75 0.2% 5,449.25
Low 5,402.25 5,398.50 -3.75 -0.1% 5,309.00
Close 5,435.25 5,448.25 13.00 0.2% 5,419.50
Range 37.25 51.75 14.50 38.9% 140.25
ATR 53.42 53.30 -0.12 -0.2% 0.00
Volume 30,707 58,472 27,765 90.4% 107,724
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,587.50 5,569.75 5,476.75
R3 5,535.75 5,518.00 5,462.50
R2 5,484.00 5,484.00 5,457.75
R1 5,466.25 5,466.25 5,453.00 5,475.00
PP 5,432.25 5,432.25 5,432.25 5,436.75
S1 5,414.50 5,414.50 5,443.50 5,423.50
S2 5,380.50 5,380.50 5,438.75
S3 5,328.75 5,362.75 5,434.00
S4 5,277.00 5,311.00 5,419.75
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 5,450.25 5,365.25 85.00 1.6% 48.00 0.9% 98% True False 33,189
10 5,450.25 5,267.25 183.00 3.4% 55.25 1.0% 99% True False 24,641
20 5,450.25 5,267.25 183.00 3.4% 50.50 0.9% 99% True False 15,189
40 5,450.25 5,019.75 430.50 7.9% 55.25 1.0% 100% True False 8,761
60 5,450.25 5,019.75 430.50 7.9% 56.75 1.0% 100% True False 6,456
80 5,450.25 5,019.75 430.50 7.9% 55.50 1.0% 100% True False 5,045
100 5,450.25 4,915.00 535.25 9.8% 53.50 1.0% 100% True False 4,090
120 5,450.25 4,803.25 647.00 11.9% 51.75 1.0% 100% True False 3,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,670.25
2.618 5,585.75
1.618 5,534.00
1.000 5,502.00
0.618 5,482.25
HIGH 5,450.25
0.618 5,430.50
0.500 5,424.50
0.382 5,418.25
LOW 5,398.50
0.618 5,366.50
1.000 5,346.75
1.618 5,314.75
2.618 5,263.00
4.250 5,178.50
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 5,440.25 5,439.25
PP 5,432.25 5,430.25
S1 5,424.50 5,421.50

Download as Excel Spreadsheet

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

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