E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 5,454.75 5,574.75 120.00 2.2% 5,564.50
High 5,588.50 5,600.75 12.25 0.2% 5,629.75
Low 5,451.50 5,444.75 -6.75 -0.1% 5,432.50
Close 5,558.00 5,480.25 -77.75 -1.4% 5,499.00
Range 137.00 156.00 19.00 13.9% 197.25
ATR 72.63 78.58 5.96 8.2% 0.00
Volume 2,156,505 2,751,690 595,185 27.6% 10,102,045
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,976.50 5,884.50 5,566.00
R3 5,820.50 5,728.50 5,523.25
R2 5,664.50 5,664.50 5,508.75
R1 5,572.50 5,572.50 5,494.50 5,540.50
PP 5,508.50 5,508.50 5,508.50 5,492.50
S1 5,416.50 5,416.50 5,466.00 5,384.50
S2 5,352.50 5,352.50 5,451.75
S3 5,196.50 5,260.50 5,437.25
S4 5,040.50 5,104.50 5,394.50
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 5,600.75 5,433.00 167.75 3.1% 104.75 1.9% 28% True False 2,127,499
10 5,629.75 5,432.50 197.25 3.6% 91.75 1.7% 24% False False 2,086,842
20 5,721.25 5,432.50 288.75 5.3% 75.50 1.4% 17% False False 1,838,824
40 5,721.25 5,365.25 356.00 6.5% 61.75 1.1% 32% False False 1,399,755
60 5,721.25 5,246.75 474.50 8.7% 56.75 1.0% 49% False False 935,572
80 5,721.25 5,019.75 701.50 12.8% 61.50 1.1% 66% False False 702,348
100 5,721.25 5,019.75 701.50 12.8% 59.00 1.1% 66% False False 562,224
120 5,721.25 5,019.75 701.50 12.8% 57.75 1.1% 66% False False 468,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.45
Widest range in 201 trading days
Fibonacci Retracements and Extensions
4.250 6,263.75
2.618 6,009.25
1.618 5,853.25
1.000 5,756.75
0.618 5,697.25
HIGH 5,600.75
0.618 5,541.25
0.500 5,522.75
0.382 5,504.25
LOW 5,444.75
0.618 5,348.25
1.000 5,288.75
1.618 5,192.25
2.618 5,036.25
4.250 4,781.75
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 5,522.75 5,517.00
PP 5,508.50 5,504.75
S1 5,494.50 5,492.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.