E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 5,527.50 5,513.00 -14.50 -0.3% 5,656.25
High 5,557.25 5,532.50 -24.75 -0.4% 5,669.75
Low 5,490.00 5,394.00 -96.00 -1.7% 5,394.00
Close 5,512.25 5,419.50 -92.75 -1.7% 5,419.50
Range 67.25 138.50 71.25 105.9% 275.75
ATR 81.05 85.16 4.10 5.1% 0.00
Volume 1,737,210 2,377,532 640,322 36.9% 7,774,910
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,864.25 5,780.25 5,495.75
R3 5,725.75 5,641.75 5,457.50
R2 5,587.25 5,587.25 5,445.00
R1 5,503.25 5,503.25 5,432.25 5,476.00
PP 5,448.75 5,448.75 5,448.75 5,435.00
S1 5,364.75 5,364.75 5,406.75 5,337.50
S2 5,310.25 5,310.25 5,394.00
S3 5,171.75 5,226.25 5,381.50
S4 5,033.25 5,087.75 5,343.25
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,321.75 6,146.25 5,571.25
R3 6,046.00 5,870.50 5,495.25
R2 5,770.25 5,770.25 5,470.00
R1 5,594.75 5,594.75 5,444.75 5,544.50
PP 5,494.50 5,494.50 5,494.50 5,469.25
S1 5,319.00 5,319.00 5,394.25 5,269.00
S2 5,218.75 5,218.75 5,369.00
S3 4,943.00 5,043.25 5,343.75
S4 4,667.25 4,767.50 5,267.75
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 5,394.00 275.75 5.1% 97.50 1.8% 9% False True 1,866,756
10 5,669.75 5,394.00 275.75 5.1% 81.75 1.5% 9% False True 1,582,006
20 5,669.75 5,319.50 350.25 6.5% 72.50 1.3% 29% False False 1,408,811
40 5,721.25 5,120.00 601.25 11.1% 89.25 1.6% 50% False False 1,787,781
60 5,721.25 5,120.00 601.25 11.1% 75.00 1.4% 50% False False 1,616,799
80 5,721.25 5,120.00 601.25 11.1% 69.00 1.3% 50% False False 1,216,397
100 5,721.25 5,019.75 701.50 12.9% 67.25 1.2% 57% False False 973,584
120 5,721.25 5,019.75 701.50 12.9% 66.00 1.2% 57% False False 811,627
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,121.00
2.618 5,895.00
1.618 5,756.50
1.000 5,671.00
0.618 5,618.00
HIGH 5,532.50
0.618 5,479.50
0.500 5,463.25
0.382 5,447.00
LOW 5,394.00
0.618 5,308.50
1.000 5,255.50
1.618 5,170.00
2.618 5,031.50
4.250 4,805.50
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 5,463.25 5,479.50
PP 5,448.75 5,459.50
S1 5,434.00 5,439.50

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

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