E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 5,584.00 5,629.50 45.50 0.8% 5,364.25
High 5,631.75 5,643.75 12.00 0.2% 5,586.25
Low 5,565.25 5,607.75 42.50 0.8% 5,347.75
Close 5,630.00 5,619.75 -10.25 -0.2% 5,578.25
Range 66.50 36.00 -30.50 -45.9% 238.50
ATR 91.71 87.73 -3.98 -4.3% 0.00
Volume 1,010,612 1,020,393 9,781 1.0% 6,416,867
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,731.75 5,711.75 5,639.50
R3 5,695.75 5,675.75 5,629.75
R2 5,659.75 5,659.75 5,626.25
R1 5,639.75 5,639.75 5,623.00 5,631.75
PP 5,623.75 5,623.75 5,623.75 5,619.75
S1 5,603.75 5,603.75 5,616.50 5,595.75
S2 5,587.75 5,587.75 5,613.25
S3 5,551.75 5,567.75 5,609.75
S4 5,515.75 5,531.75 5,600.00
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 5,643.75 5,438.75 205.00 3.6% 60.25 1.1% 88% True False 1,191,341
10 5,643.75 5,182.00 461.75 8.2% 85.00 1.5% 95% True False 1,401,946
20 5,643.75 5,120.00 523.75 9.3% 104.25 1.9% 95% True False 1,928,581
40 5,721.25 5,120.00 601.25 10.7% 79.25 1.4% 83% False False 1,716,292
60 5,721.25 5,120.00 601.25 10.7% 70.00 1.2% 83% False False 1,315,912
80 5,721.25 5,092.00 629.25 11.2% 65.00 1.2% 84% False False 987,747
100 5,721.25 5,019.75 701.50 12.5% 66.50 1.2% 86% False False 790,666
120 5,721.25 5,019.75 701.50 12.5% 63.75 1.1% 86% False False 659,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 20.03
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 5,796.75
2.618 5,738.00
1.618 5,702.00
1.000 5,679.75
0.618 5,666.00
HIGH 5,643.75
0.618 5,630.00
0.500 5,625.75
0.382 5,621.50
LOW 5,607.75
0.618 5,585.50
1.000 5,571.75
1.618 5,549.50
2.618 5,513.50
4.250 5,454.75
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 5,625.75 5,610.00
PP 5,623.75 5,600.00
S1 5,621.75 5,590.00

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

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