E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 09-Jul-2024
Day Change Summary
Previous Current
08-Jul-2024 09-Jul-2024 Change Change % Previous Week
Open 5,612.00 5,627.75 15.75 0.3% 5,534.25
High 5,637.50 5,645.75 8.25 0.1% 5,626.00
Low 5,610.75 5,626.25 15.50 0.3% 5,502.75
Close 5,625.25 5,631.25 6.00 0.1% 5,621.50
Range 26.75 19.50 -7.25 -27.1% 123.25
ATR 47.06 45.17 -1.90 -4.0% 0.00
Volume 981,186 1,063,568 82,382 8.4% 4,789,591
Daily Pivots for day following 09-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,693.00 5,681.50 5,642.00
R3 5,673.50 5,662.00 5,636.50
R2 5,654.00 5,654.00 5,634.75
R1 5,642.50 5,642.50 5,633.00 5,648.25
PP 5,634.50 5,634.50 5,634.50 5,637.25
S1 5,623.00 5,623.00 5,629.50 5,628.75
S2 5,615.00 5,615.00 5,627.75
S3 5,595.50 5,603.50 5,626.00
S4 5,576.00 5,584.00 5,620.50
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 5,645.75 5,502.75 143.00 2.5% 38.00 0.7% 90% True False 1,080,398
10 5,645.75 5,502.75 143.00 2.5% 40.50 0.7% 90% True False 1,228,579
20 5,645.75 5,398.50 247.25 4.4% 44.75 0.8% 94% True False 1,120,744
40 5,645.75 5,267.25 378.50 6.7% 46.75 0.8% 96% True False 565,819
60 5,645.75 5,019.75 626.00 11.1% 54.00 1.0% 98% True False 378,058
80 5,645.75 5,019.75 626.00 11.1% 54.25 1.0% 98% True False 283,973
100 5,645.75 5,019.75 626.00 11.1% 53.50 0.9% 98% True False 227,299
120 5,645.75 4,845.00 800.75 14.2% 52.00 0.9% 98% True False 189,457
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.60
Narrowest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 5,728.50
2.618 5,696.75
1.618 5,677.25
1.000 5,665.25
0.618 5,657.75
HIGH 5,645.75
0.618 5,638.25
0.500 5,636.00
0.382 5,633.75
LOW 5,626.25
0.618 5,614.25
1.000 5,606.75
1.618 5,594.75
2.618 5,575.25
4.250 5,543.50
Fisher Pivots for day following 09-Jul-2024
Pivot 1 day 3 day
R1 5,636.00 5,626.00
PP 5,634.50 5,620.75
S1 5,632.75 5,615.50

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

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