E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 5,548.25 5,534.25 -14.00 -0.3% 5,538.50
High 5,585.00 5,541.00 -44.00 -0.8% 5,585.00
Low 5,510.75 5,504.50 -6.25 -0.1% 5,510.25
Close 5,521.50 5,533.75 12.25 0.2% 5,521.50
Range 74.25 36.50 -37.75 -50.8% 74.75
ATR 49.89 48.94 -0.96 -1.9% 0.00
Volume 1,855,777 1,432,355 -423,422 -22.8% 6,861,812
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,636.00 5,621.25 5,553.75
R3 5,599.50 5,584.75 5,543.75
R2 5,563.00 5,563.00 5,540.50
R1 5,548.25 5,548.25 5,537.00 5,537.50
PP 5,526.50 5,526.50 5,526.50 5,521.00
S1 5,511.75 5,511.75 5,530.50 5,501.00
S2 5,490.00 5,490.00 5,527.00
S3 5,453.50 5,475.25 5,523.75
S4 5,417.00 5,438.75 5,513.75
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,763.25 5,717.00 5,562.50
R3 5,688.50 5,642.25 5,542.00
R2 5,613.75 5,613.75 5,535.25
R1 5,567.50 5,567.50 5,528.25 5,553.25
PP 5,539.00 5,539.00 5,539.00 5,531.75
S1 5,492.75 5,492.75 5,514.75 5,478.50
S2 5,464.25 5,464.25 5,507.75
S3 5,389.50 5,418.00 5,501.00
S4 5,314.75 5,343.25 5,480.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,585.00 5,504.50 80.50 1.5% 42.75 0.8% 36% False True 1,376,761
10 5,588.00 5,489.75 98.25 1.8% 45.00 0.8% 45% False False 1,518,565
20 5,588.00 5,309.00 279.00 5.0% 48.50 0.9% 81% False False 856,031
40 5,588.00 5,155.75 432.25 7.8% 47.75 0.9% 87% False False 430,991
60 5,588.00 5,019.75 568.25 10.3% 56.75 1.0% 90% False False 288,177
80 5,588.00 5,019.75 568.25 10.3% 55.50 1.0% 90% False False 216,544
100 5,588.00 5,019.75 568.25 10.3% 53.75 1.0% 90% False False 173,287
120 5,588.00 4,845.00 743.00 13.4% 52.25 0.9% 93% False False 144,442
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 15.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,696.00
2.618 5,636.50
1.618 5,600.00
1.000 5,577.50
0.618 5,563.50
HIGH 5,541.00
0.618 5,527.00
0.500 5,522.75
0.382 5,518.50
LOW 5,504.50
0.618 5,482.00
1.000 5,468.00
1.618 5,445.50
2.618 5,409.00
4.250 5,349.50
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 5,530.00 5,544.75
PP 5,526.50 5,541.00
S1 5,522.75 5,537.50

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

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