E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 18-Jul-2024
Day Change Summary
Previous Current
17-Jul-2024 18-Jul-2024 Change Change % Previous Week
Open 5,715.00 5,644.00 -71.00 -1.2% 5,612.00
High 5,717.75 5,664.00 -53.75 -0.9% 5,708.25
Low 5,631.75 5,570.25 -61.50 -1.1% 5,610.75
Close 5,639.00 5,594.50 -44.50 -0.8% 5,664.75
Range 86.00 93.75 7.75 9.0% 97.50
ATR 53.67 56.54 2.86 5.3% 0.00
Volume 2,059,862 2,528,379 468,517 22.7% 6,900,181
Daily Pivots for day following 18-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,890.75 5,836.50 5,646.00
R3 5,797.00 5,742.75 5,620.25
R2 5,703.25 5,703.25 5,611.75
R1 5,649.00 5,649.00 5,603.00 5,629.25
PP 5,609.50 5,609.50 5,609.50 5,599.75
S1 5,555.25 5,555.25 5,586.00 5,535.50
S2 5,515.75 5,515.75 5,577.25
S3 5,422.00 5,461.50 5,568.75
S4 5,328.25 5,367.75 5,543.00
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 5,570.25 151.00 2.7% 73.75 1.3% 16% False True 1,891,828
10 5,721.25 5,570.25 151.00 2.7% 59.25 1.1% 16% False True 1,590,805
20 5,721.25 5,502.75 218.50 3.9% 52.75 0.9% 42% False False 1,476,513
40 5,721.25 5,267.25 454.00 8.1% 52.75 0.9% 72% False False 881,131
60 5,721.25 5,078.75 642.50 11.5% 53.00 0.9% 80% False False 588,208
80 5,721.25 5,019.75 701.50 12.5% 56.00 1.0% 82% False False 441,672
100 5,721.25 5,019.75 701.50 12.5% 54.75 1.0% 82% False False 353,582
120 5,721.25 4,967.50 753.75 13.5% 54.00 1.0% 83% False False 294,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.45
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 6,062.50
2.618 5,909.50
1.618 5,815.75
1.000 5,757.75
0.618 5,722.00
HIGH 5,664.00
0.618 5,628.25
0.500 5,617.00
0.382 5,606.00
LOW 5,570.25
0.618 5,512.25
1.000 5,476.50
1.618 5,418.50
2.618 5,324.75
4.250 5,171.75
Fisher Pivots for day following 18-Jul-2024
Pivot 1 day 3 day
R1 5,617.00 5,645.75
PP 5,609.50 5,628.75
S1 5,602.00 5,611.50

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

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