E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 5,548.00 5,561.75 13.75 0.2% 5,412.50
High 5,562.75 5,588.00 25.25 0.5% 5,519.50
Low 5,541.50 5,525.50 -16.00 -0.3% 5,398.50
Close 5,559.75 5,544.50 -15.25 -0.3% 5,502.25
Range 21.25 62.50 41.25 194.1% 121.00
ATR 52.36 53.08 0.72 1.4% 0.00
Volume 1,561,429 1,811,776 250,347 16.0% 1,827,247
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,740.25 5,704.75 5,579.00
R3 5,677.75 5,642.25 5,561.75
R2 5,615.25 5,615.25 5,556.00
R1 5,579.75 5,579.75 5,550.25 5,566.25
PP 5,552.75 5,552.75 5,552.75 5,546.00
S1 5,517.25 5,517.25 5,538.75 5,503.75
S2 5,490.25 5,490.25 5,533.00
S3 5,427.75 5,454.75 5,527.25
S4 5,365.25 5,392.25 5,510.00
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 5,588.00 5,462.50 125.50 2.3% 49.00 0.9% 65% True False 1,417,068
10 5,588.00 5,392.50 195.50 3.5% 49.25 0.9% 78% True False 738,068
20 5,588.00 5,267.25 320.75 5.8% 54.75 1.0% 86% True False 376,027
40 5,588.00 5,078.75 509.25 9.2% 53.00 1.0% 91% True False 189,317
60 5,588.00 5,019.75 568.25 10.2% 58.00 1.0% 92% True False 126,911
80 5,588.00 5,019.75 568.25 10.2% 55.50 1.0% 92% True False 95,495
100 5,588.00 4,967.50 620.50 11.2% 54.50 1.0% 93% True False 76,446
120 5,588.00 4,803.25 784.75 14.2% 52.50 0.9% 94% True False 63,723
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 12.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,853.50
2.618 5,751.50
1.618 5,689.00
1.000 5,650.50
0.618 5,626.50
HIGH 5,588.00
0.618 5,564.00
0.500 5,556.75
0.382 5,549.50
LOW 5,525.50
0.618 5,487.00
1.000 5,463.00
1.618 5,424.50
2.618 5,362.00
4.250 5,260.00
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 5,556.75 5,542.50
PP 5,552.75 5,540.75
S1 5,548.50 5,539.00

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

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