E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 5,622.75 5,633.25 10.50 0.2% 5,410.00
High 5,641.50 5,675.50 34.00 0.6% 5,641.50
Low 5,609.25 5,617.00 7.75 0.1% 5,405.25
Close 5,638.00 5,639.00 1.00 0.0% 5,629.75
Range 32.25 58.50 26.25 81.4% 236.25
ATR 80.23 78.67 -1.55 -1.9% 0.00
Volume 1,588,010 1,056,184 -531,826 -33.5% 8,879,216
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,819.25 5,787.75 5,671.25
R3 5,760.75 5,729.25 5,655.00
R2 5,702.25 5,702.25 5,649.75
R1 5,670.75 5,670.75 5,644.25 5,686.50
PP 5,643.75 5,643.75 5,643.75 5,651.75
S1 5,612.25 5,612.25 5,633.75 5,628.00
S2 5,585.25 5,585.25 5,628.25
S3 5,526.75 5,553.75 5,623.00
S4 5,468.25 5,495.25 5,606.75
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,267.50 6,185.00 5,759.75
R3 6,031.25 5,948.75 5,694.75
R2 5,795.00 5,795.00 5,673.00
R1 5,712.50 5,712.50 5,651.50 5,753.75
PP 5,558.75 5,558.75 5,558.75 5,579.50
S1 5,476.25 5,476.25 5,608.00 5,517.50
S2 5,322.50 5,322.50 5,586.50
S3 5,086.25 5,240.00 5,564.75
S4 4,850.00 5,003.75 5,499.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,675.50 5,412.00 263.50 4.7% 71.50 1.3% 86% True False 1,677,217
10 5,675.50 5,394.00 281.50 5.0% 76.75 1.4% 87% True False 1,738,774
20 5,675.50 5,394.00 281.50 5.0% 74.00 1.3% 87% True False 1,543,007
40 5,675.50 5,120.00 555.50 9.9% 89.25 1.6% 93% True False 1,744,926
60 5,721.25 5,120.00 601.25 10.7% 77.75 1.4% 86% False False 1,665,030
80 5,721.25 5,120.00 601.25 10.7% 71.75 1.3% 86% False False 1,360,055
100 5,721.25 5,078.75 642.50 11.4% 67.50 1.2% 87% False False 1,088,636
120 5,721.25 5,019.75 701.50 12.4% 67.75 1.2% 88% False False 907,565
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 21.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,924.00
2.618 5,828.75
1.618 5,770.25
1.000 5,734.00
0.618 5,711.75
HIGH 5,675.50
0.618 5,653.25
0.500 5,646.25
0.382 5,639.25
LOW 5,617.00
0.618 5,580.75
1.000 5,558.50
1.618 5,522.25
2.618 5,463.75
4.250 5,368.50
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 5,646.25 5,638.00
PP 5,643.75 5,637.25
S1 5,641.50 5,636.50

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

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