E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 19-Aug-2024
Day Change Summary
Previous Current
16-Aug-2024 19-Aug-2024 Change Change % Previous Week
Open 5,568.50 5,584.00 15.50 0.3% 5,364.25
High 5,586.25 5,631.75 45.50 0.8% 5,586.25
Low 5,536.50 5,565.25 28.75 0.5% 5,347.75
Close 5,578.25 5,630.00 51.75 0.9% 5,578.25
Range 49.75 66.50 16.75 33.7% 238.50
ATR 93.65 91.71 -1.94 -2.1% 0.00
Volume 1,183,498 1,010,612 -172,886 -14.6% 6,416,867
Daily Pivots for day following 19-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,808.50 5,785.75 5,666.50
R3 5,742.00 5,719.25 5,648.25
R2 5,675.50 5,675.50 5,642.25
R1 5,652.75 5,652.75 5,636.00 5,664.00
PP 5,609.00 5,609.00 5,609.00 5,614.75
S1 5,586.25 5,586.25 5,624.00 5,597.50
S2 5,542.50 5,542.50 5,617.75
S3 5,476.00 5,519.75 5,611.75
S4 5,409.50 5,453.25 5,593.50
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,219.50 6,137.50 5,709.50
R3 5,981.00 5,899.00 5,643.75
R2 5,742.50 5,742.50 5,622.00
R1 5,660.50 5,660.50 5,600.00 5,701.50
PP 5,504.00 5,504.00 5,504.00 5,524.50
S1 5,422.00 5,422.00 5,556.50 5,463.00
S2 5,265.50 5,265.50 5,534.50
S3 5,027.00 5,183.50 5,512.75
S4 4,788.50 4,945.00 5,447.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,631.75 5,367.50 264.25 4.7% 71.75 1.3% 99% True False 1,241,496
10 5,631.75 5,182.00 449.75 8.0% 93.50 1.7% 100% True False 1,517,113
20 5,631.75 5,120.00 511.75 9.1% 104.50 1.9% 100% True False 1,946,844
40 5,721.25 5,120.00 601.25 10.7% 79.50 1.4% 85% False False 1,726,041
60 5,721.25 5,120.00 601.25 10.7% 71.00 1.3% 85% False False 1,299,071
80 5,721.25 5,078.75 642.50 11.4% 66.00 1.2% 86% False False 975,043
100 5,721.25 5,019.75 701.50 12.5% 66.50 1.2% 87% False False 780,477
120 5,721.25 5,019.75 701.50 12.5% 63.75 1.1% 87% False False 650,610
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 21.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,914.50
2.618 5,805.75
1.618 5,739.25
1.000 5,698.25
0.618 5,672.75
HIGH 5,631.75
0.618 5,606.25
0.500 5,598.50
0.382 5,590.75
LOW 5,565.25
0.618 5,524.25
1.000 5,498.75
1.618 5,457.75
2.618 5,391.25
4.250 5,282.50
Fisher Pivots for day following 19-Aug-2024
Pivot 1 day 3 day
R1 5,619.50 5,604.00
PP 5,609.00 5,577.75
S1 5,598.50 5,551.75

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

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