E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 5,500.75 5,500.00 -0.75 0.0% 5,412.50
High 5,507.75 5,561.00 53.25 1.0% 5,519.50
Low 5,462.50 5,489.75 27.25 0.5% 5,398.50
Close 5,502.25 5,546.25 44.00 0.8% 5,502.25
Range 45.25 71.25 26.00 57.5% 121.00
ATR 53.48 54.75 1.27 2.4% 0.00
Volume 1,064,929 2,126,072 1,061,143 99.6% 1,827,247
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,746.00 5,717.50 5,585.50
R3 5,674.75 5,646.25 5,565.75
R2 5,603.50 5,603.50 5,559.25
R1 5,575.00 5,575.00 5,552.75 5,589.25
PP 5,532.25 5,532.25 5,532.25 5,539.50
S1 5,503.75 5,503.75 5,539.75 5,518.00
S2 5,461.00 5,461.00 5,533.25
S3 5,389.75 5,432.50 5,526.75
S4 5,318.50 5,361.25 5,507.00
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 5,561.00 5,398.50 162.50 2.9% 57.50 1.0% 91% True False 784,522
10 5,561.00 5,324.00 237.00 4.3% 52.50 0.9% 94% True False 405,083
20 5,561.00 5,267.25 293.75 5.3% 53.00 1.0% 95% True False 207,848
40 5,561.00 5,062.50 498.50 9.0% 54.50 1.0% 97% True False 105,100
60 5,561.00 5,019.75 541.25 9.8% 57.25 1.0% 97% True False 70,732
80 5,561.00 5,019.75 541.25 9.8% 55.25 1.0% 97% True False 53,335
100 5,561.00 4,967.50 593.50 10.7% 54.25 1.0% 98% True False 42,720
120 5,561.00 4,803.25 757.75 13.7% 52.25 0.9% 98% True False 35,613
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 10.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,863.75
2.618 5,747.50
1.618 5,676.25
1.000 5,632.25
0.618 5,605.00
HIGH 5,561.00
0.618 5,533.75
0.500 5,525.50
0.382 5,517.00
LOW 5,489.75
0.618 5,445.75
1.000 5,418.50
1.618 5,374.50
2.618 5,303.25
4.250 5,187.00
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 5,539.25 5,534.75
PP 5,532.25 5,523.25
S1 5,525.50 5,511.75

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

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