E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 5,591.00 5,612.00 21.00 0.4% 5,534.25
High 5,626.00 5,637.50 11.50 0.2% 5,626.00
Low 5,585.00 5,610.75 25.75 0.5% 5,502.75
Close 5,621.50 5,625.25 3.75 0.1% 5,621.50
Range 41.00 26.75 -14.25 -34.8% 123.25
ATR 48.63 47.06 -1.56 -3.2% 0.00
Volume 1,233,173 981,186 -251,987 -20.4% 4,789,591
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,704.75 5,691.75 5,640.00
R3 5,678.00 5,665.00 5,632.50
R2 5,651.25 5,651.25 5,630.25
R1 5,638.25 5,638.25 5,627.75 5,644.75
PP 5,624.50 5,624.50 5,624.50 5,627.75
S1 5,611.50 5,611.50 5,622.75 5,618.00
S2 5,597.75 5,597.75 5,620.25
S3 5,571.00 5,584.75 5,618.00
S4 5,544.25 5,558.00 5,610.50
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,953.25 5,910.50 5,689.25
R3 5,830.00 5,787.25 5,655.50
R2 5,706.75 5,706.75 5,644.00
R1 5,664.00 5,664.00 5,632.75 5,685.50
PP 5,583.50 5,583.50 5,583.50 5,594.00
S1 5,540.75 5,540.75 5,610.25 5,562.00
S2 5,460.25 5,460.25 5,599.00
S3 5,337.00 5,417.50 5,587.50
S4 5,213.75 5,294.25 5,553.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,637.50 5,502.75 134.75 2.4% 41.50 0.7% 91% True False 1,154,155
10 5,637.50 5,502.75 134.75 2.4% 43.25 0.8% 91% True False 1,263,258
20 5,637.50 5,392.50 245.00 4.4% 46.50 0.8% 95% True False 1,069,024
40 5,637.50 5,254.00 383.50 6.8% 47.50 0.8% 97% True False 539,252
60 5,637.50 5,019.75 617.75 11.0% 55.00 1.0% 98% True False 360,364
80 5,637.50 5,019.75 617.75 11.0% 54.50 1.0% 98% True False 270,735
100 5,637.50 5,019.75 617.75 11.0% 54.25 1.0% 98% True False 216,667
120 5,637.50 4,845.00 792.50 14.1% 52.25 0.9% 98% True False 180,595
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.45
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,751.25
2.618 5,707.50
1.618 5,680.75
1.000 5,664.25
0.618 5,654.00
HIGH 5,637.50
0.618 5,627.25
0.500 5,624.00
0.382 5,621.00
LOW 5,610.75
0.618 5,594.25
1.000 5,584.00
1.618 5,567.50
2.618 5,540.75
4.250 5,497.00
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 5,625.00 5,616.50
PP 5,624.50 5,607.50
S1 5,624.00 5,598.50

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

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