E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 17-Jul-2024
Day Change Summary
Previous Current
16-Jul-2024 17-Jul-2024 Change Change % Previous Week
Open 5,688.75 5,715.00 26.25 0.5% 5,612.00
High 5,721.25 5,717.75 -3.50 -0.1% 5,708.25
Low 5,673.00 5,631.75 -41.25 -0.7% 5,610.75
Close 5,717.25 5,639.00 -78.25 -1.4% 5,664.75
Range 48.25 86.00 37.75 78.2% 97.50
ATR 51.19 53.67 2.49 4.9% 0.00
Volume 1,485,113 2,059,862 574,749 38.7% 6,900,181
Daily Pivots for day following 17-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,920.75 5,866.00 5,686.25
R3 5,834.75 5,780.00 5,662.75
R2 5,748.75 5,748.75 5,654.75
R1 5,694.00 5,694.00 5,647.00 5,678.50
PP 5,662.75 5,662.75 5,662.75 5,655.00
S1 5,608.00 5,608.00 5,631.00 5,592.50
S2 5,576.75 5,576.75 5,623.25
S3 5,490.75 5,522.00 5,615.25
S4 5,404.75 5,436.00 5,591.75
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 1.8% 70.50 1.2% 18% False False 1,780,305
10 5,721.25 5,559.75 161.50 2.9% 53.50 0.9% 49% False False 1,418,864
20 5,721.25 5,502.75 218.50 3.9% 49.00 0.9% 62% False False 1,428,166
40 5,721.25 5,267.25 454.00 8.1% 51.00 0.9% 82% False False 818,007
60 5,721.25 5,062.50 658.75 11.7% 52.75 0.9% 88% False False 546,122
80 5,721.25 5,019.75 701.50 12.4% 55.25 1.0% 88% False False 410,091
100 5,721.25 5,019.75 701.50 12.4% 54.00 1.0% 88% False False 328,301
120 5,721.25 4,967.50 753.75 13.4% 53.50 0.9% 89% False False 273,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.85
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,083.25
2.618 5,943.00
1.618 5,857.00
1.000 5,803.75
0.618 5,771.00
HIGH 5,717.75
0.618 5,685.00
0.500 5,674.75
0.382 5,664.50
LOW 5,631.75
0.618 5,578.50
1.000 5,545.75
1.618 5,492.50
2.618 5,406.50
4.250 5,266.25
Fisher Pivots for day following 17-Jul-2024
Pivot 1 day 3 day
R1 5,674.75 5,676.50
PP 5,662.75 5,664.00
S1 5,651.00 5,651.50

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

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