E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 25-Jun-2024
Day Change Summary
Previous Current
24-Jun-2024 25-Jun-2024 Change Change % Previous Week
Open 5,538.50 5,516.00 -22.50 -0.4% 5,500.00
High 5,558.50 5,539.75 -18.75 -0.3% 5,588.00
Low 5,510.25 5,511.00 0.75 0.0% 5,489.75
Close 5,517.00 5,537.00 20.00 0.4% 5,534.25
Range 48.25 28.75 -19.50 -40.4% 98.25
ATR 51.32 49.71 -1.61 -3.1% 0.00
Volume 1,410,359 1,141,183 -269,176 -19.1% 6,891,490
Daily Pivots for day following 25-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,615.50 5,605.00 5,552.75
R3 5,586.75 5,576.25 5,545.00
R2 5,558.00 5,558.00 5,542.25
R1 5,547.50 5,547.50 5,539.75 5,552.75
PP 5,529.25 5,529.25 5,529.25 5,532.00
S1 5,518.75 5,518.75 5,534.25 5,524.00
S2 5,500.50 5,500.50 5,531.75
S3 5,471.75 5,490.00 5,529.00
S4 5,443.00 5,461.25 5,521.25
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 5,510.25 77.75 1.4% 38.50 0.7% 34% False False 1,463,392
10 5,588.00 5,398.50 189.50 3.4% 48.00 0.9% 73% False False 1,123,957
20 5,588.00 5,267.25 320.75 5.8% 51.00 0.9% 84% False False 571,807
40 5,588.00 5,092.00 496.00 9.0% 50.50 0.9% 90% False False 287,663
60 5,588.00 5,019.75 568.25 10.3% 58.25 1.1% 91% False False 192,583
80 5,588.00 5,019.75 568.25 10.3% 55.75 1.0% 91% False False 144,784
100 5,588.00 4,975.50 612.50 11.1% 54.25 1.0% 92% False False 115,870
120 5,588.00 4,803.25 784.75 14.2% 52.50 0.9% 94% False False 96,586
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,662.00
2.618 5,615.00
1.618 5,586.25
1.000 5,568.50
0.618 5,557.50
HIGH 5,539.75
0.618 5,528.75
0.500 5,525.50
0.382 5,522.00
LOW 5,511.00
0.618 5,493.25
1.000 5,482.25
1.618 5,464.50
2.618 5,435.75
4.250 5,388.75
Fisher Pivots for day following 25-Jun-2024
Pivot 1 day 3 day
R1 5,533.00 5,536.00
PP 5,529.25 5,535.25
S1 5,525.50 5,534.50

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

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