E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 5,464.25 5,330.00 -134.25 -2.5% 5,496.50
High 5,473.25 5,345.50 -127.75 -2.3% 5,600.75
Low 5,331.75 5,120.00 -211.75 -4.0% 5,331.75
Close 5,376.00 5,217.50 -158.50 -2.9% 5,376.00
Range 141.50 225.50 84.00 59.4% 269.00
ATR 83.58 95.89 12.32 14.7% 0.00
Volume 3,239,738 3,436,090 196,352 6.1% 11,899,536
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,904.25 5,786.25 5,341.50
R3 5,678.75 5,560.75 5,279.50
R2 5,453.25 5,453.25 5,258.75
R1 5,335.25 5,335.25 5,238.25 5,281.50
PP 5,227.75 5,227.75 5,227.75 5,200.75
S1 5,109.75 5,109.75 5,196.75 5,056.00
S2 5,002.25 5,002.25 5,176.25
S3 4,776.75 4,884.25 5,155.50
S4 4,551.25 4,658.75 5,093.50
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 5,120.00 480.75 9.2% 151.00 2.9% 20% False True 2,727,595
10 5,629.75 5,120.00 509.75 9.8% 115.75 2.2% 19% False True 2,376,575
20 5,721.25 5,120.00 601.25 11.5% 90.50 1.7% 16% False True 2,061,897
40 5,721.25 5,120.00 601.25 11.5% 68.50 1.3% 16% False True 1,565,461
60 5,721.25 5,120.00 601.25 11.5% 61.75 1.2% 16% False True 1,046,800
80 5,721.25 5,019.75 701.50 13.4% 63.75 1.2% 28% False False 785,748
100 5,721.25 5,019.75 701.50 13.4% 61.50 1.2% 28% False False 628,967
120 5,721.25 5,019.75 701.50 13.4% 60.25 1.2% 28% False False 524,205
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 16.30
Widest range in 203 trading days
Fibonacci Retracements and Extensions
4.250 6,304.00
2.618 5,935.75
1.618 5,710.25
1.000 5,571.00
0.618 5,484.75
HIGH 5,345.50
0.618 5,259.25
0.500 5,232.75
0.382 5,206.25
LOW 5,120.00
0.618 4,980.75
1.000 4,894.50
1.618 4,755.25
2.618 4,529.75
4.250 4,161.50
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 5,232.75 5,360.50
PP 5,227.75 5,312.75
S1 5,222.50 5,265.00

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

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