E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 5,364.25 5,372.50 8.25 0.2% 5,330.00
High 5,396.75 5,461.25 64.50 1.2% 5,385.25
Low 5,347.75 5,367.50 19.75 0.4% 5,120.00
Close 5,369.75 5,459.00 89.25 1.7% 5,370.25
Range 49.00 93.75 44.75 91.3% 265.25
ATR 100.99 100.47 -0.52 -0.5% 0.00
Volume 1,219,995 1,271,171 51,176 4.2% 11,179,750
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,710.50 5,678.50 5,510.50
R3 5,616.75 5,584.75 5,484.75
R2 5,523.00 5,523.00 5,476.25
R1 5,491.00 5,491.00 5,467.50 5,507.00
PP 5,429.25 5,429.25 5,429.25 5,437.25
S1 5,397.25 5,397.25 5,450.50 5,413.25
S2 5,335.50 5,335.50 5,441.75
S3 5,241.75 5,303.50 5,433.25
S4 5,148.00 5,209.75 5,407.50
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,087.50 5,994.25 5,516.25
R3 5,822.25 5,729.00 5,443.25
R2 5,557.00 5,557.00 5,419.00
R1 5,463.75 5,463.75 5,394.50 5,510.50
PP 5,291.75 5,291.75 5,291.75 5,315.25
S1 5,198.50 5,198.50 5,346.00 5,245.00
S2 5,026.50 5,026.50 5,321.50
S3 4,761.25 4,933.25 5,297.25
S4 4,496.00 4,668.00 5,224.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,461.25 5,182.00 279.25 5.1% 110.00 2.0% 99% True False 1,612,551
10 5,600.75 5,120.00 480.75 8.8% 133.00 2.4% 71% False False 2,181,884
20 5,717.75 5,120.00 597.75 10.9% 106.75 2.0% 57% False False 2,118,365
40 5,721.25 5,120.00 601.25 11.0% 77.50 1.4% 56% False False 1,774,921
60 5,721.25 5,120.00 601.25 11.0% 68.50 1.3% 56% False False 1,217,162
80 5,721.25 5,019.75 701.50 12.9% 66.25 1.2% 63% False False 913,479
100 5,721.25 5,019.75 701.50 12.9% 65.00 1.2% 63% False False 731,167
120 5,721.25 5,019.75 701.50 12.9% 63.00 1.2% 63% False False 609,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,859.75
2.618 5,706.75
1.618 5,613.00
1.000 5,555.00
0.618 5,519.25
HIGH 5,461.25
0.618 5,425.50
0.500 5,414.50
0.382 5,403.25
LOW 5,367.50
0.618 5,309.50
1.000 5,273.75
1.618 5,215.75
2.618 5,122.00
4.250 4,969.00
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 5,444.00 5,436.00
PP 5,429.25 5,413.25
S1 5,414.50 5,390.50

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

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