E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 5,488.25 5,499.25 11.00 0.2% 5,656.25
High 5,506.00 5,567.50 61.50 1.1% 5,669.75
Low 5,448.25 5,412.00 -36.25 -0.7% 5,394.00
Close 5,504.00 5,561.25 57.25 1.0% 5,419.50
Range 57.75 155.50 97.75 169.3% 275.75
ATR 83.37 88.52 5.15 6.2% 0.00
Volume 1,525,620 2,309,139 783,519 51.4% 7,774,910
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,980.00 5,926.25 5,646.75
R3 5,824.50 5,770.75 5,604.00
R2 5,669.00 5,669.00 5,589.75
R1 5,615.25 5,615.25 5,575.50 5,642.00
PP 5,513.50 5,513.50 5,513.50 5,527.00
S1 5,459.75 5,459.75 5,547.00 5,486.50
S2 5,358.00 5,358.00 5,532.75
S3 5,202.50 5,304.25 5,518.50
S4 5,047.00 5,148.75 5,475.75
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 5,567.50 5,394.00 173.50 3.1% 101.25 1.8% 96% True False 1,912,240
10 5,669.75 5,394.00 275.75 5.0% 96.50 1.7% 61% False False 1,773,303
20 5,669.75 5,394.00 275.75 5.0% 77.25 1.4% 61% False False 1,485,975
40 5,717.75 5,120.00 597.75 10.7% 92.00 1.7% 74% False False 1,802,170
60 5,721.25 5,120.00 601.25 10.8% 77.50 1.4% 73% False False 1,678,606
80 5,721.25 5,120.00 601.25 10.8% 70.75 1.3% 73% False False 1,284,365
100 5,721.25 5,019.75 701.50 12.6% 68.50 1.2% 77% False False 1,027,978
120 5,721.25 5,019.75 701.50 12.6% 67.00 1.2% 77% False False 856,968
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 23.03
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,228.50
2.618 5,974.50
1.618 5,819.00
1.000 5,723.00
0.618 5,663.50
HIGH 5,567.50
0.618 5,508.00
0.500 5,489.75
0.382 5,471.50
LOW 5,412.00
0.618 5,316.00
1.000 5,256.50
1.618 5,160.50
2.618 5,005.00
4.250 4,751.00
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 5,537.50 5,536.25
PP 5,513.50 5,511.25
S1 5,489.75 5,486.50

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

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