E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 5,643.75 5,580.50 -63.25 -1.1% 5,584.00
High 5,650.50 5,663.75 13.25 0.2% 5,665.25
Low 5,576.00 5,561.25 -14.75 -0.3% 5,565.25
Close 5,610.25 5,610.00 -0.25 0.0% 5,652.50
Range 74.50 102.50 28.00 37.6% 100.00
ATR 77.46 79.25 1.79 2.3% 0.00
Volume 1,381,099 1,571,688 190,589 13.8% 5,942,765
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,919.25 5,867.00 5,666.50
R3 5,816.75 5,764.50 5,638.25
R2 5,714.25 5,714.25 5,628.75
R1 5,662.00 5,662.00 5,619.50 5,688.00
PP 5,611.75 5,611.75 5,611.75 5,624.75
S1 5,559.50 5,559.50 5,600.50 5,585.50
S2 5,509.25 5,509.25 5,591.25
S3 5,406.75 5,457.00 5,581.75
S4 5,304.25 5,354.50 5,553.50
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 5,669.00 5,561.25 107.75 1.9% 65.75 1.2% 45% False True 1,297,255
10 5,669.00 5,536.50 132.50 2.4% 60.50 1.1% 55% False False 1,219,706
20 5,669.00 5,120.00 549.00 9.8% 89.50 1.6% 89% False False 1,592,496
40 5,721.25 5,120.00 601.25 10.7% 82.50 1.5% 81% False False 1,715,660
60 5,721.25 5,120.00 601.25 10.7% 71.00 1.3% 81% False False 1,464,002
80 5,721.25 5,120.00 601.25 10.7% 65.00 1.2% 81% False False 1,099,803
100 5,721.25 5,019.75 701.50 12.5% 67.00 1.2% 84% False False 880,378
120 5,721.25 5,019.75 701.50 12.5% 64.00 1.1% 84% False False 733,936
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.30
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,099.50
2.618 5,932.00
1.618 5,829.50
1.000 5,766.25
0.618 5,727.00
HIGH 5,663.75
0.618 5,624.50
0.500 5,612.50
0.382 5,600.50
LOW 5,561.25
0.618 5,498.00
1.000 5,458.75
1.618 5,395.50
2.618 5,293.00
4.250 5,125.50
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 5,612.50 5,612.50
PP 5,611.75 5,611.75
S1 5,610.75 5,610.75

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

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