E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 24-Jun-2024
Day Change Summary
Previous Current
21-Jun-2024 24-Jun-2024 Change Change % Previous Week
Open 5,545.00 5,538.50 -6.50 -0.1% 5,500.00
High 5,550.75 5,558.50 7.75 0.1% 5,588.00
Low 5,519.00 5,510.25 -8.75 -0.2% 5,489.75
Close 5,534.25 5,517.00 -17.25 -0.3% 5,534.25
Range 31.75 48.25 16.50 52.0% 98.25
ATR 51.56 51.32 -0.24 -0.5% 0.00
Volume 1,392,213 1,410,359 18,146 1.3% 6,891,490
Daily Pivots for day following 24-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,673.25 5,643.50 5,543.50
R3 5,625.00 5,595.25 5,530.25
R2 5,576.75 5,576.75 5,525.75
R1 5,547.00 5,547.00 5,521.50 5,537.75
PP 5,528.50 5,528.50 5,528.50 5,524.00
S1 5,498.75 5,498.75 5,512.50 5,489.50
S2 5,480.25 5,480.25 5,508.25
S3 5,432.00 5,450.50 5,503.75
S4 5,383.75 5,402.25 5,490.50
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 5,489.75 98.25 1.8% 47.00 0.9% 28% False False 1,660,369
10 5,588.00 5,398.50 189.50 3.4% 49.00 0.9% 63% False False 1,012,909
20 5,588.00 5,267.25 320.75 5.8% 51.75 0.9% 78% False False 515,150
40 5,588.00 5,092.00 496.00 9.0% 50.75 0.9% 86% False False 259,202
60 5,588.00 5,019.75 568.25 10.3% 58.00 1.1% 88% False False 173,582
80 5,588.00 5,019.75 568.25 10.3% 56.00 1.0% 88% False False 130,522
100 5,588.00 4,967.50 620.50 11.2% 54.50 1.0% 89% False False 104,461
120 5,588.00 4,803.25 784.75 14.2% 52.75 1.0% 91% False False 87,077
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,763.50
2.618 5,684.75
1.618 5,636.50
1.000 5,606.75
0.618 5,588.25
HIGH 5,558.50
0.618 5,540.00
0.500 5,534.50
0.382 5,528.75
LOW 5,510.25
0.618 5,480.50
1.000 5,462.00
1.618 5,432.25
2.618 5,384.00
4.250 5,305.25
Fisher Pivots for day following 24-Jun-2024
Pivot 1 day 3 day
R1 5,534.50 5,549.00
PP 5,528.50 5,538.50
S1 5,522.75 5,527.75

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

View Archives - Comment on this page... - Back to Index of Symbols