E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 5,631.75 5,684.25 52.50 0.9% 5,534.25
High 5,690.50 5,707.75 17.25 0.3% 5,626.00
Low 5,630.75 5,630.00 -0.75 0.0% 5,502.75
Close 5,688.00 5,639.75 -48.25 -0.8% 5,621.50
Range 59.75 77.75 18.00 30.1% 123.25
ATR 46.21 48.46 2.25 4.9% 0.00
Volume 1,200,224 1,970,766 770,542 64.2% 4,789,591
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,892.50 5,843.75 5,682.50
R3 5,814.75 5,766.00 5,661.25
R2 5,737.00 5,737.00 5,654.00
R1 5,688.25 5,688.25 5,647.00 5,673.75
PP 5,659.25 5,659.25 5,659.25 5,652.00
S1 5,610.50 5,610.50 5,632.50 5,596.00
S2 5,581.50 5,581.50 5,625.50
S3 5,503.75 5,532.75 5,618.25
S4 5,426.00 5,455.00 5,597.00
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 5,707.75 5,585.00 122.75 2.2% 45.00 0.8% 45% True False 1,289,783
10 5,707.75 5,502.75 205.00 3.6% 47.75 0.8% 67% True False 1,311,823
20 5,707.75 5,444.75 263.00 4.7% 47.00 0.8% 74% True False 1,274,835
40 5,707.75 5,267.25 440.50 7.8% 48.75 0.9% 85% True False 645,012
60 5,707.75 5,019.75 688.00 12.2% 52.50 0.9% 90% True False 430,786
80 5,707.75 5,019.75 688.00 12.2% 54.50 1.0% 90% True False 323,550
100 5,707.75 5,019.75 688.00 12.2% 54.00 1.0% 90% True False 259,003
120 5,707.75 4,915.00 792.75 14.1% 52.50 0.9% 91% True False 215,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.88
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,038.25
2.618 5,911.25
1.618 5,833.50
1.000 5,785.50
0.618 5,755.75
HIGH 5,707.75
0.618 5,678.00
0.500 5,669.00
0.382 5,659.75
LOW 5,630.00
0.618 5,582.00
1.000 5,552.25
1.618 5,504.25
2.618 5,426.50
4.250 5,299.50
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 5,669.00 5,667.00
PP 5,659.25 5,658.00
S1 5,649.50 5,648.75

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

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