E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 5,618.50 5,656.25 37.75 0.7% 5,650.50
High 5,665.00 5,669.75 4.75 0.1% 5,669.00
Low 5,594.25 5,516.75 -77.50 -1.4% 5,561.25
Close 5,661.00 5,541.75 -119.25 -2.1% 5,661.00
Range 70.75 153.00 82.25 116.3% 107.75
ATR 78.64 83.95 5.31 6.8% 0.00
Volume 1,558,874 1,910,577 351,703 22.6% 6,629,680
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,035.00 5,941.50 5,626.00
R3 5,882.00 5,788.50 5,583.75
R2 5,729.00 5,729.00 5,569.75
R1 5,635.50 5,635.50 5,555.75 5,605.75
PP 5,576.00 5,576.00 5,576.00 5,561.25
S1 5,482.50 5,482.50 5,527.75 5,452.75
S2 5,423.00 5,423.00 5,513.75
S3 5,270.00 5,329.50 5,499.75
S4 5,117.00 5,176.50 5,457.50
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,953.75 5,915.00 5,720.25
R3 5,846.00 5,807.25 5,690.75
R2 5,738.25 5,738.25 5,680.75
R1 5,699.50 5,699.50 5,671.00 5,719.00
PP 5,630.50 5,630.50 5,630.50 5,640.00
S1 5,591.75 5,591.75 5,651.00 5,611.00
S2 5,522.75 5,522.75 5,641.25
S3 5,415.00 5,484.00 5,631.25
S4 5,307.25 5,376.25 5,601.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,669.75 5,516.75 153.00 2.8% 87.75 1.6% 16% True True 1,489,979
10 5,669.75 5,516.75 153.00 2.8% 71.25 1.3% 16% True True 1,347,241
20 5,669.75 5,182.00 487.75 8.8% 82.50 1.5% 74% True False 1,432,177
40 5,721.25 5,120.00 601.25 10.8% 86.50 1.6% 70% False False 1,747,037
60 5,721.25 5,120.00 601.25 10.8% 73.25 1.3% 70% False False 1,521,033
80 5,721.25 5,120.00 601.25 10.8% 67.00 1.2% 70% False False 1,143,144
100 5,721.25 5,019.75 701.50 12.7% 67.50 1.2% 74% False False 915,033
120 5,721.25 5,019.75 701.50 12.7% 65.00 1.2% 74% False False 762,836
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 14.43
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 6,320.00
2.618 6,070.25
1.618 5,917.25
1.000 5,822.75
0.618 5,764.25
HIGH 5,669.75
0.618 5,611.25
0.500 5,593.25
0.382 5,575.25
LOW 5,516.75
0.618 5,422.25
1.000 5,363.75
1.618 5,269.25
2.618 5,116.25
4.250 4,866.50
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 5,593.25 5,593.25
PP 5,576.00 5,576.00
S1 5,559.00 5,559.00

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

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