E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 5,629.50 5,619.50 -10.00 -0.2% 5,364.25
High 5,643.75 5,655.25 11.50 0.2% 5,586.25
Low 5,607.75 5,613.50 5.75 0.1% 5,347.75
Close 5,619.75 5,641.50 21.75 0.4% 5,578.25
Range 36.00 41.75 5.75 16.0% 238.50
ATR 87.73 84.45 -3.28 -3.7% 0.00
Volume 1,020,393 1,086,814 66,421 6.5% 6,416,867
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,762.00 5,743.50 5,664.50
R3 5,720.25 5,701.75 5,653.00
R2 5,678.50 5,678.50 5,649.25
R1 5,660.00 5,660.00 5,645.25 5,669.25
PP 5,636.75 5,636.75 5,636.75 5,641.50
S1 5,618.25 5,618.25 5,637.75 5,627.50
S2 5,595.00 5,595.00 5,633.75
S3 5,553.25 5,576.50 5,630.00
S4 5,511.50 5,534.75 5,618.50
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 5,655.25 5,471.75 183.50 3.3% 58.75 1.0% 93% True False 1,148,338
10 5,655.25 5,182.00 473.25 8.4% 73.00 1.3% 97% True False 1,285,905
20 5,655.25 5,120.00 535.25 9.5% 100.25 1.8% 97% True False 1,873,987
40 5,721.25 5,120.00 601.25 10.7% 79.50 1.4% 87% False False 1,714,933
60 5,721.25 5,120.00 601.25 10.7% 70.00 1.2% 87% False False 1,333,891
80 5,721.25 5,092.00 629.25 11.2% 65.00 1.2% 87% False False 1,001,298
100 5,721.25 5,019.75 701.50 12.4% 66.75 1.2% 89% False False 801,523
120 5,721.25 5,019.75 701.50 12.4% 63.75 1.1% 89% False False 668,167
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,832.75
2.618 5,764.50
1.618 5,722.75
1.000 5,697.00
0.618 5,681.00
HIGH 5,655.25
0.618 5,639.25
0.500 5,634.50
0.382 5,629.50
LOW 5,613.50
0.618 5,587.75
1.000 5,571.75
1.618 5,546.00
2.618 5,504.25
4.250 5,436.00
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 5,639.00 5,631.00
PP 5,636.75 5,620.75
S1 5,634.50 5,610.25

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

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