E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 16-Jul-2024
Day Change Summary
Previous Current
15-Jul-2024 16-Jul-2024 Change Change % Previous Week
Open 5,681.00 5,688.75 7.75 0.1% 5,612.00
High 5,718.75 5,721.25 2.50 0.0% 5,708.25
Low 5,665.50 5,673.00 7.50 0.1% 5,610.75
Close 5,683.00 5,717.25 34.25 0.6% 5,664.75
Range 53.25 48.25 -5.00 -9.4% 97.50
ATR 51.41 51.19 -0.23 -0.4% 0.00
Volume 1,701,349 1,485,113 -216,236 -12.7% 6,900,181
Daily Pivots for day following 16-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,848.50 5,831.25 5,743.75
R3 5,800.25 5,783.00 5,730.50
R2 5,752.00 5,752.00 5,726.00
R1 5,734.75 5,734.75 5,721.75 5,743.50
PP 5,703.75 5,703.75 5,703.75 5,708.25
S1 5,686.50 5,686.50 5,712.75 5,695.00
S2 5,655.50 5,655.50 5,708.50
S3 5,607.25 5,638.25 5,704.00
S4 5,559.00 5,590.00 5,690.75
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,953.75 5,906.75 5,718.50
R3 5,856.25 5,809.25 5,691.50
R2 5,758.75 5,758.75 5,682.50
R1 5,711.75 5,711.75 5,673.75 5,735.25
PP 5,661.25 5,661.25 5,661.25 5,673.00
S1 5,614.25 5,614.25 5,655.75 5,637.75
S2 5,563.75 5,563.75 5,647.00
S3 5,466.25 5,516.75 5,638.00
S4 5,368.75 5,419.25 5,611.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,721.25 5,621.25 100.00 1.7% 65.25 1.1% 96% True False 1,608,377
10 5,721.25 5,502.75 218.50 3.8% 51.50 0.9% 98% True False 1,344,387
20 5,721.25 5,489.75 231.50 4.0% 48.25 0.8% 98% True False 1,431,476
40 5,721.25 5,267.25 454.00 7.9% 49.50 0.9% 99% True False 766,561
60 5,721.25 5,019.75 701.50 12.3% 52.75 0.9% 99% True False 511,850
80 5,721.25 5,019.75 701.50 12.3% 54.50 1.0% 99% True False 384,367
100 5,721.25 5,019.75 701.50 12.3% 54.00 0.9% 99% True False 307,706
120 5,721.25 4,967.50 753.75 13.2% 53.00 0.9% 99% True False 256,465
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 11.65
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,926.25
2.618 5,847.50
1.618 5,799.25
1.000 5,769.50
0.618 5,751.00
HIGH 5,721.25
0.618 5,702.75
0.500 5,697.00
0.382 5,691.50
LOW 5,673.00
0.618 5,643.25
1.000 5,624.75
1.618 5,595.00
2.618 5,546.75
4.250 5,468.00
Fisher Pivots for day following 16-Jul-2024
Pivot 1 day 3 day
R1 5,710.50 5,702.00
PP 5,703.75 5,686.50
S1 5,697.00 5,671.25

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

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