E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 5,561.75 5,545.00 -16.75 -0.3% 5,500.00
High 5,588.00 5,550.75 -37.25 -0.7% 5,588.00
Low 5,525.50 5,519.00 -6.50 -0.1% 5,489.75
Close 5,544.50 5,534.25 -10.25 -0.2% 5,534.25
Range 62.50 31.75 -30.75 -49.2% 98.25
ATR 53.08 51.56 -1.52 -2.9% 0.00
Volume 1,811,776 1,392,213 -419,563 -23.2% 6,891,490
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,630.00 5,613.75 5,551.75
R3 5,598.25 5,582.00 5,543.00
R2 5,566.50 5,566.50 5,540.00
R1 5,550.25 5,550.25 5,537.25 5,542.50
PP 5,534.75 5,534.75 5,534.75 5,530.75
S1 5,518.50 5,518.50 5,531.25 5,510.75
S2 5,503.00 5,503.00 5,528.50
S3 5,471.25 5,486.75 5,525.50
S4 5,439.50 5,455.00 5,516.75
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,832.00 5,781.50 5,588.25
R3 5,733.75 5,683.25 5,561.25
R2 5,635.50 5,635.50 5,552.25
R1 5,585.00 5,585.00 5,543.25 5,610.25
PP 5,537.25 5,537.25 5,537.25 5,550.00
S1 5,486.75 5,486.75 5,525.25 5,512.00
S2 5,439.00 5,439.00 5,516.25
S3 5,340.75 5,388.50 5,507.25
S4 5,242.50 5,290.25 5,480.25
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% 46.50 0.8% 57% False False 1,591,283
10 5,588.00 5,392.50 195.50 3.5% 49.75 0.9% 73% False False 874,790
20 5,588.00 5,267.25 320.75 5.8% 54.25 1.0% 83% False False 445,131
40 5,588.00 5,078.75 509.25 9.2% 52.50 0.9% 89% False False 224,045
60 5,588.00 5,019.75 568.25 10.3% 58.00 1.0% 91% False False 150,100
80 5,588.00 5,019.75 568.25 10.3% 55.75 1.0% 91% False False 112,894
100 5,588.00 4,967.50 620.50 11.2% 54.25 1.0% 91% False False 90,359
120 5,588.00 4,803.25 784.75 14.2% 52.75 1.0% 93% False False 75,325
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 12.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,685.75
2.618 5,633.75
1.618 5,602.00
1.000 5,582.50
0.618 5,570.25
HIGH 5,550.75
0.618 5,538.50
0.500 5,535.00
0.382 5,531.25
LOW 5,519.00
0.618 5,499.50
1.000 5,487.25
1.618 5,467.75
2.618 5,436.00
4.250 5,384.00
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 5,535.00 5,553.50
PP 5,534.75 5,547.00
S1 5,534.50 5,540.75

Download as Excel Spreadsheet

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

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