E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 5,642.00 5,597.75 -44.25 -0.8% 5,584.00
High 5,665.25 5,662.25 -3.00 -0.1% 5,665.25
Low 5,582.75 5,597.75 15.00 0.3% 5,565.25
Close 5,594.00 5,652.50 58.50 1.0% 5,652.50
Range 82.50 64.50 -18.00 -21.8% 100.00
ATR 84.31 83.16 -1.15 -1.4% 0.00
Volume 1,409,474 1,415,472 5,998 0.4% 5,942,765
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,831.00 5,806.25 5,688.00
R3 5,766.50 5,741.75 5,670.25
R2 5,702.00 5,702.00 5,664.25
R1 5,677.25 5,677.25 5,658.50 5,689.50
PP 5,637.50 5,637.50 5,637.50 5,643.75
S1 5,612.75 5,612.75 5,646.50 5,625.00
S2 5,573.00 5,573.00 5,640.75
S3 5,508.50 5,548.25 5,634.75
S4 5,444.00 5,483.75 5,617.00
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,927.75 5,890.00 5,707.50
R3 5,827.75 5,790.00 5,680.00
R2 5,727.75 5,727.75 5,670.75
R1 5,690.00 5,690.00 5,661.75 5,709.00
PP 5,627.75 5,627.75 5,627.75 5,637.00
S1 5,590.00 5,590.00 5,643.25 5,609.00
S2 5,527.75 5,527.75 5,634.25
S3 5,427.75 5,490.00 5,625.00
S4 5,327.75 5,390.00 5,597.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,665.25 5,565.25 100.00 1.8% 58.25 1.0% 87% False False 1,188,553
10 5,665.25 5,347.75 317.50 5.6% 63.25 1.1% 96% False False 1,235,963
20 5,665.25 5,120.00 545.25 9.6% 98.50 1.7% 98% False False 1,771,945
40 5,721.25 5,120.00 601.25 10.6% 81.25 1.4% 89% False False 1,724,194
60 5,721.25 5,120.00 601.25 10.6% 71.00 1.3% 89% False False 1,380,550
80 5,721.25 5,092.00 629.25 11.1% 65.25 1.2% 89% False False 1,036,566
100 5,721.25 5,019.75 701.50 12.4% 67.00 1.2% 90% False False 829,741
120 5,721.25 5,019.75 701.50 12.4% 64.25 1.1% 90% False False 691,701
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,936.50
2.618 5,831.00
1.618 5,766.50
1.000 5,726.75
0.618 5,702.00
HIGH 5,662.25
0.618 5,637.50
0.500 5,630.00
0.382 5,622.50
LOW 5,597.75
0.618 5,558.00
1.000 5,533.25
1.618 5,493.50
2.618 5,429.00
4.250 5,323.50
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 5,645.00 5,643.00
PP 5,637.50 5,633.50
S1 5,630.00 5,624.00

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

View Archives - Comment on this page... - Back to Index of Symbols