E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 5,457.50 5,481.25 23.75 0.4% 5,330.00
High 5,487.75 5,571.75 84.00 1.5% 5,385.25
Low 5,438.75 5,471.75 33.00 0.6% 5,120.00
Close 5,477.00 5,567.50 90.50 1.7% 5,370.25
Range 49.00 100.00 51.00 104.1% 265.25
ATR 96.80 97.03 0.23 0.2% 0.00
Volume 1,301,826 1,440,377 138,551 10.6% 11,179,750
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,837.00 5,802.25 5,622.50
R3 5,737.00 5,702.25 5,595.00
R2 5,637.00 5,637.00 5,585.75
R1 5,602.25 5,602.25 5,576.75 5,619.50
PP 5,537.00 5,537.00 5,537.00 5,545.75
S1 5,502.25 5,502.25 5,558.25 5,519.50
S2 5,437.00 5,437.00 5,549.25
S3 5,337.00 5,402.25 5,540.00
S4 5,237.00 5,302.25 5,512.50
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 5,571.75 5,319.50 252.25 4.5% 71.50 1.3% 98% True False 1,329,077
10 5,571.75 5,120.00 451.75 8.1% 118.50 2.1% 99% True False 1,965,285
20 5,629.75 5,120.00 509.75 9.2% 105.25 1.9% 88% False False 2,026,064
40 5,721.25 5,120.00 601.25 10.8% 79.00 1.4% 74% False False 1,751,288
60 5,721.25 5,120.00 601.25 10.8% 70.25 1.3% 74% False False 1,262,775
80 5,721.25 5,078.75 642.50 11.5% 66.00 1.2% 76% False False 947,672
100 5,721.25 5,019.75 701.50 12.6% 66.00 1.2% 78% False False 758,550
120 5,721.25 5,019.75 701.50 12.6% 63.00 1.1% 78% False False 632,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,996.75
2.618 5,833.50
1.618 5,733.50
1.000 5,671.75
0.618 5,633.50
HIGH 5,571.75
0.618 5,533.50
0.500 5,521.75
0.382 5,510.00
LOW 5,471.75
0.618 5,410.00
1.000 5,371.75
1.618 5,310.00
2.618 5,210.00
4.250 5,046.75
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 5,552.25 5,535.00
PP 5,537.00 5,502.25
S1 5,521.75 5,469.50

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

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