E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 5,330.00 5,250.00 -80.00 -1.5% 5,496.50
High 5,345.50 5,342.00 -3.50 -0.1% 5,600.75
Low 5,120.00 5,221.75 101.75 2.0% 5,331.75
Close 5,217.50 5,266.25 48.75 0.9% 5,376.00
Range 225.50 120.25 -105.25 -46.7% 269.00
ATR 95.89 97.94 2.04 2.1% 0.00
Volume 3,436,090 2,172,067 -1,264,023 -36.8% 11,899,536
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,637.50 5,572.00 5,332.50
R3 5,517.25 5,451.75 5,299.25
R2 5,397.00 5,397.00 5,288.25
R1 5,331.50 5,331.50 5,277.25 5,364.25
PP 5,276.75 5,276.75 5,276.75 5,293.00
S1 5,211.25 5,211.25 5,255.25 5,244.00
S2 5,156.50 5,156.50 5,244.25
S3 5,036.25 5,091.00 5,233.25
S4 4,916.00 4,970.75 5,200.00
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 9.1% 156.00 3.0% 30% False False 2,751,218
10 5,600.75 5,120.00 480.75 9.1% 123.50 2.3% 30% False False 2,455,216
20 5,721.25 5,120.00 601.25 11.4% 95.50 1.8% 24% False False 2,117,322
40 5,721.25 5,120.00 601.25 11.4% 70.00 1.3% 24% False False 1,619,033
60 5,721.25 5,120.00 601.25 11.4% 63.00 1.2% 24% False False 1,082,987
80 5,721.25 5,019.75 701.50 13.3% 64.25 1.2% 35% False False 812,874
100 5,721.25 5,019.75 701.50 13.3% 62.50 1.2% 35% False False 650,643
120 5,721.25 5,019.75 701.50 13.3% 60.50 1.1% 35% False False 542,303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,853.00
2.618 5,656.75
1.618 5,536.50
1.000 5,462.25
0.618 5,416.25
HIGH 5,342.00
0.618 5,296.00
0.500 5,282.00
0.382 5,267.75
LOW 5,221.75
0.618 5,147.50
1.000 5,101.50
1.618 5,027.25
2.618 4,907.00
4.250 4,710.75
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 5,282.00 5,296.50
PP 5,276.75 5,286.50
S1 5,271.50 5,276.50

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

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