E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 5,574.75 5,464.25 -110.50 -2.0% 5,496.50
High 5,600.75 5,473.25 -127.50 -2.3% 5,600.75
Low 5,444.75 5,331.75 -113.00 -2.1% 5,331.75
Close 5,480.25 5,376.00 -104.25 -1.9% 5,376.00
Range 156.00 141.50 -14.50 -9.3% 269.00
ATR 78.58 83.58 4.99 6.4% 0.00
Volume 2,751,690 3,239,738 488,048 17.7% 11,899,536
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,818.25 5,738.50 5,453.75
R3 5,676.75 5,597.00 5,415.00
R2 5,535.25 5,535.25 5,402.00
R1 5,455.50 5,455.50 5,389.00 5,424.50
PP 5,393.75 5,393.75 5,393.75 5,378.25
S1 5,314.00 5,314.00 5,363.00 5,283.00
S2 5,252.25 5,252.25 5,350.00
S3 5,110.75 5,172.50 5,337.00
S4 4,969.25 5,031.00 5,298.25
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,243.25 6,078.50 5,524.00
R3 5,974.25 5,809.50 5,450.00
R2 5,705.25 5,705.25 5,425.25
R1 5,540.50 5,540.50 5,400.75 5,488.50
PP 5,436.25 5,436.25 5,436.25 5,410.00
S1 5,271.50 5,271.50 5,351.25 5,219.50
S2 5,167.25 5,167.25 5,326.75
S3 4,898.25 5,002.50 5,302.00
S4 4,629.25 4,733.50 5,228.00
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 5,331.75 269.00 5.0% 116.50 2.2% 16% False True 2,379,907
10 5,629.75 5,331.75 298.00 5.5% 99.50 1.8% 15% False True 2,200,158
20 5,721.25 5,331.75 389.50 7.2% 80.50 1.5% 11% False True 1,939,152
40 5,721.25 5,331.75 389.50 7.2% 63.50 1.2% 11% False True 1,480,183
60 5,721.25 5,246.75 474.50 8.8% 58.50 1.1% 27% False False 989,545
80 5,721.25 5,019.75 701.50 13.0% 62.25 1.2% 51% False False 742,829
100 5,721.25 5,019.75 701.50 13.0% 60.00 1.1% 51% False False 594,615
120 5,721.25 5,019.75 701.50 13.0% 58.75 1.1% 51% False False 495,572
Crabel Price Patterns
NR True
NR4 False
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 15.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,074.50
2.618 5,843.75
1.618 5,702.25
1.000 5,614.75
0.618 5,560.75
HIGH 5,473.25
0.618 5,419.25
0.500 5,402.50
0.382 5,385.75
LOW 5,331.75
0.618 5,244.25
1.000 5,190.25
1.618 5,102.75
2.618 4,961.25
4.250 4,730.50
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 5,402.50 5,466.25
PP 5,393.75 5,436.25
S1 5,384.75 5,406.00

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

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