E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 5,501.75 5,500.75 -1.00 0.0% 5,412.50
High 5,517.75 5,507.75 -10.00 -0.2% 5,519.50
Low 5,473.00 5,462.50 -10.50 -0.2% 5,398.50
Close 5,503.50 5,502.25 -1.25 0.0% 5,502.25
Range 44.75 45.25 0.50 1.1% 121.00
ATR 54.12 53.48 -0.63 -1.2% 0.00
Volume 521,134 1,064,929 543,795 104.3% 1,827,247
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,626.50 5,609.75 5,527.25
R3 5,581.25 5,564.50 5,514.75
R2 5,536.00 5,536.00 5,510.50
R1 5,519.25 5,519.25 5,506.50 5,527.50
PP 5,490.75 5,490.75 5,490.75 5,495.00
S1 5,474.00 5,474.00 5,498.00 5,482.50
S2 5,445.50 5,445.50 5,494.00
S3 5,400.25 5,428.75 5,489.75
S4 5,355.00 5,383.50 5,477.25
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,836.50 5,790.25 5,568.75
R3 5,715.50 5,669.25 5,535.50
R2 5,594.50 5,594.50 5,524.50
R1 5,548.25 5,548.25 5,513.25 5,571.50
PP 5,473.50 5,473.50 5,473.50 5,485.00
S1 5,427.25 5,427.25 5,491.25 5,450.50
S2 5,352.50 5,352.50 5,480.00
S3 5,231.50 5,306.25 5,469.00
S4 5,110.50 5,185.25 5,435.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,519.50 5,398.50 121.00 2.2% 50.75 0.9% 86% False False 365,449
10 5,519.50 5,309.00 210.50 3.8% 52.25 0.9% 92% False False 193,497
20 5,519.50 5,267.25 252.25 4.6% 50.50 0.9% 93% False False 101,645
40 5,519.50 5,019.75 499.75 9.1% 55.00 1.0% 97% False False 52,037
60 5,519.50 5,019.75 499.75 9.1% 56.50 1.0% 97% False False 35,331
80 5,519.50 5,019.75 499.75 9.1% 55.50 1.0% 97% False False 26,763
100 5,519.50 4,967.50 552.00 10.0% 54.00 1.0% 97% False False 21,462
120 5,519.50 4,803.25 716.25 13.0% 52.00 0.9% 98% False False 17,896
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 11.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,700.00
2.618 5,626.25
1.618 5,581.00
1.000 5,553.00
0.618 5,535.75
HIGH 5,507.75
0.618 5,490.50
0.500 5,485.00
0.382 5,479.75
LOW 5,462.50
0.618 5,434.50
1.000 5,417.25
1.618 5,389.25
2.618 5,344.00
4.250 5,270.25
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 5,496.50 5,495.50
PP 5,490.75 5,488.75
S1 5,485.00 5,482.00

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

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