E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 31-Jul-2024
Day Change Summary
Previous Current
30-Jul-2024 31-Jul-2024 Change Change % Previous Week
Open 5,504.50 5,454.75 -49.75 -0.9% 5,564.50
High 5,527.50 5,588.50 61.00 1.1% 5,629.75
Low 5,433.00 5,451.50 18.50 0.3% 5,432.50
Close 5,472.50 5,558.00 85.50 1.6% 5,499.00
Range 94.50 137.00 42.50 45.0% 197.25
ATR 67.67 72.63 4.95 7.3% 0.00
Volume 2,053,956 2,156,505 102,549 5.0% 10,102,045
Daily Pivots for day following 31-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,943.75 5,887.75 5,633.25
R3 5,806.75 5,750.75 5,595.75
R2 5,669.75 5,669.75 5,583.00
R1 5,613.75 5,613.75 5,570.50 5,641.75
PP 5,532.75 5,532.75 5,532.75 5,546.50
S1 5,476.75 5,476.75 5,545.50 5,504.75
S2 5,395.75 5,395.75 5,533.00
S3 5,258.75 5,339.75 5,520.25
S4 5,121.75 5,202.75 5,482.75
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 5,588.50 5,432.50 156.00 2.8% 93.75 1.7% 80% True False 2,154,778
10 5,664.00 5,432.50 231.50 4.2% 85.50 1.5% 54% False False 2,064,511
20 5,721.25 5,432.50 288.75 5.2% 69.50 1.3% 43% False False 1,741,687
40 5,721.25 5,324.00 397.25 7.1% 59.00 1.1% 59% False False 1,331,481
60 5,721.25 5,213.25 508.00 9.1% 55.00 1.0% 68% False False 889,734
80 5,721.25 5,019.75 701.50 12.6% 59.75 1.1% 77% False False 667,959
100 5,721.25 5,019.75 701.50 12.6% 58.25 1.0% 77% False False 534,715
120 5,721.25 5,019.75 701.50 12.6% 56.50 1.0% 77% False False 445,645
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 14.85
Widest range in 200 trading days
Fibonacci Retracements and Extensions
4.250 6,170.75
2.618 5,947.25
1.618 5,810.25
1.000 5,725.50
0.618 5,673.25
HIGH 5,588.50
0.618 5,536.25
0.500 5,520.00
0.382 5,503.75
LOW 5,451.50
0.618 5,366.75
1.000 5,314.50
1.618 5,229.75
2.618 5,092.75
4.250 4,869.25
Fisher Pivots for day following 31-Jul-2024
Pivot 1 day 3 day
R1 5,545.25 5,542.25
PP 5,532.75 5,526.50
S1 5,520.00 5,510.75

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

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