E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 24-Jul-2024
Day Change Summary
Previous Current
23-Jul-2024 24-Jul-2024 Change Change % Previous Week
Open 5,607.75 5,585.00 -22.75 -0.4% 5,681.00
High 5,629.75 5,585.00 -44.75 -0.8% 5,721.25
Low 5,587.75 5,462.00 -125.75 -2.3% 5,542.00
Close 5,599.25 5,472.00 -127.25 -2.3% 5,553.75
Range 42.00 123.00 81.00 192.9% 179.25
ATR 56.44 62.22 5.77 10.2% 0.00
Volume 1,385,653 2,178,690 793,037 57.2% 9,881,284
Daily Pivots for day following 24-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,875.25 5,796.75 5,539.75
R3 5,752.25 5,673.75 5,505.75
R2 5,629.25 5,629.25 5,494.50
R1 5,550.75 5,550.75 5,483.25 5,528.50
PP 5,506.25 5,506.25 5,506.25 5,495.25
S1 5,427.75 5,427.75 5,460.75 5,405.50
S2 5,383.25 5,383.25 5,449.50
S3 5,260.25 5,304.75 5,438.25
S4 5,137.25 5,181.75 5,404.25
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,143.50 6,027.75 5,652.25
R3 5,964.25 5,848.50 5,603.00
R2 5,785.00 5,785.00 5,586.50
R1 5,669.25 5,669.25 5,570.25 5,637.50
PP 5,605.75 5,605.75 5,605.75 5,589.75
S1 5,490.00 5,490.00 5,537.25 5,458.25
S2 5,426.50 5,426.50 5,521.00
S3 5,247.25 5,310.75 5,504.50
S4 5,068.00 5,131.50 5,455.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,664.00 5,462.00 202.00 3.7% 77.25 1.4% 5% False True 1,974,244
10 5,721.25 5,462.00 259.25 4.7% 74.00 1.4% 4% False True 1,877,274
20 5,721.25 5,462.00 259.25 4.7% 58.75 1.1% 4% False True 1,555,879
40 5,721.25 5,267.25 454.00 8.3% 55.00 1.0% 45% False False 1,063,843
60 5,721.25 5,092.00 629.25 11.5% 53.25 1.0% 60% False False 710,401
80 5,721.25 5,019.75 701.50 12.8% 58.25 1.1% 64% False False 533,407
100 5,721.25 5,019.75 701.50 12.8% 56.25 1.0% 64% False False 427,003
120 5,721.25 4,975.50 745.75 13.6% 55.00 1.0% 67% False False 355,872
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 13.08
Widest range in 195 trading days
Fibonacci Retracements and Extensions
4.250 6,107.75
2.618 5,907.00
1.618 5,784.00
1.000 5,708.00
0.618 5,661.00
HIGH 5,585.00
0.618 5,538.00
0.500 5,523.50
0.382 5,509.00
LOW 5,462.00
0.618 5,386.00
1.000 5,339.00
1.618 5,263.00
2.618 5,140.00
4.250 4,939.25
Fisher Pivots for day following 24-Jul-2024
Pivot 1 day 3 day
R1 5,523.50 5,546.00
PP 5,506.25 5,521.25
S1 5,489.25 5,496.50

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

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