E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 5,533.50 5,563.75 30.25 0.5% 5,538.50
High 5,569.75 5,595.75 26.00 0.5% 5,585.00
Low 5,502.75 5,559.75 57.00 1.0% 5,510.25
Close 5,568.75 5,590.25 21.50 0.4% 5,521.50
Range 67.00 36.00 -31.00 -46.3% 74.75
ATR 50.23 49.21 -1.02 -2.0% 0.00
Volume 1,315,097 808,966 -506,131 -38.5% 6,861,812
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,690.00 5,676.00 5,610.00
R3 5,654.00 5,640.00 5,600.25
R2 5,618.00 5,618.00 5,596.75
R1 5,604.00 5,604.00 5,593.50 5,611.00
PP 5,582.00 5,582.00 5,582.00 5,585.50
S1 5,568.00 5,568.00 5,587.00 5,575.00
S2 5,546.00 5,546.00 5,583.75
S3 5,510.00 5,532.00 5,580.25
S4 5,474.00 5,496.00 5,570.50
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 5,595.75 5,502.75 93.00 1.7% 50.50 0.9% 94% True False 1,333,863
10 5,595.75 5,502.75 93.00 1.7% 46.00 0.8% 94% True False 1,362,221
20 5,595.75 5,365.25 230.50 4.1% 47.75 0.9% 98% True False 960,686
40 5,595.75 5,246.75 349.00 6.2% 47.25 0.8% 98% True False 483,946
60 5,595.75 5,019.75 576.00 10.3% 56.75 1.0% 99% True False 323,523
80 5,595.75 5,019.75 576.00 10.3% 55.00 1.0% 99% True False 243,074
100 5,595.75 5,019.75 576.00 10.3% 54.25 1.0% 99% True False 194,525
120 5,595.75 4,845.00 750.75 13.4% 52.50 0.9% 99% True False 162,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16.93
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,748.75
2.618 5,690.00
1.618 5,654.00
1.000 5,631.75
0.618 5,618.00
HIGH 5,595.75
0.618 5,582.00
0.500 5,577.75
0.382 5,573.50
LOW 5,559.75
0.618 5,537.50
1.000 5,523.75
1.618 5,501.50
2.618 5,465.50
4.250 5,406.75
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 5,586.00 5,576.50
PP 5,582.00 5,563.00
S1 5,577.75 5,549.25

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

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