E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 29-Jul-2024
Day Change Summary
Previous Current
26-Jul-2024 29-Jul-2024 Change Change % Previous Week
Open 5,446.00 5,496.50 50.50 0.9% 5,564.50
High 5,528.25 5,534.50 6.25 0.1% 5,629.75
Low 5,445.25 5,481.00 35.75 0.7% 5,432.50
Close 5,499.00 5,503.00 4.00 0.1% 5,499.00
Range 83.00 53.50 -29.50 -35.5% 197.25
ATR 66.54 65.61 -0.93 -1.4% 0.00
Volume 1,977,698 1,697,647 -280,051 -14.2% 10,102,045
Daily Pivots for day following 29-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,666.75 5,638.25 5,532.50
R3 5,613.25 5,584.75 5,517.75
R2 5,559.75 5,559.75 5,512.75
R1 5,531.25 5,531.25 5,508.00 5,545.50
PP 5,506.25 5,506.25 5,506.25 5,513.25
S1 5,477.75 5,477.75 5,498.00 5,492.00
S2 5,452.75 5,452.75 5,493.25
S3 5,399.25 5,424.25 5,488.25
S4 5,345.75 5,370.75 5,473.50
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,112.25 6,002.75 5,607.50
R3 5,915.00 5,805.50 5,553.25
R2 5,717.75 5,717.75 5,535.25
R1 5,608.25 5,608.25 5,517.00 5,564.50
PP 5,520.50 5,520.50 5,520.50 5,498.50
S1 5,411.00 5,411.00 5,481.00 5,367.00
S2 5,323.25 5,323.25 5,462.75
S3 5,126.00 5,213.75 5,444.75
S4 4,928.75 5,016.50 5,390.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,629.75 5,432.50 197.25 3.6% 80.50 1.5% 36% False False 2,025,554
10 5,721.25 5,432.50 288.75 5.2% 75.75 1.4% 24% False False 1,997,962
20 5,721.25 5,432.50 288.75 5.2% 63.25 1.1% 24% False False 1,668,537
40 5,721.25 5,267.25 454.00 8.3% 57.50 1.0% 52% False False 1,226,936
60 5,721.25 5,092.00 629.25 11.4% 53.50 1.0% 65% False False 819,683
80 5,721.25 5,019.75 701.50 12.7% 59.50 1.1% 69% False False 615,393
100 5,721.25 5,019.75 701.50 12.7% 57.25 1.0% 69% False False 492,625
120 5,721.25 5,019.75 701.50 12.7% 55.25 1.0% 69% False False 410,559
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 14.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,762.00
2.618 5,674.50
1.618 5,621.00
1.000 5,588.00
0.618 5,567.50
HIGH 5,534.50
0.618 5,514.00
0.500 5,507.75
0.382 5,501.50
LOW 5,481.00
0.618 5,448.00
1.000 5,427.50
1.618 5,394.50
2.618 5,341.00
4.250 5,253.50
Fisher Pivots for day following 29-Jul-2024
Pivot 1 day 3 day
R1 5,507.75 5,496.50
PP 5,506.25 5,490.00
S1 5,504.50 5,483.50

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

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