E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 18-Sep-2024
Day Change Summary
Previous Current
17-Sep-2024 18-Sep-2024 Change Change % Previous Week
Open 5,633.25 5,639.50 6.25 0.1% 5,410.00
High 5,675.50 5,696.25 20.75 0.4% 5,641.50
Low 5,617.00 5,613.75 -3.25 -0.1% 5,405.25
Close 5,639.00 5,620.75 -18.25 -0.3% 5,629.75
Range 58.50 82.50 24.00 41.0% 236.25
ATR 78.67 78.95 0.27 0.3% 0.00
Volume 1,056,184 605,651 -450,533 -42.7% 8,879,216
Daily Pivots for day following 18-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,891.00 5,838.50 5,666.00
R3 5,808.50 5,756.00 5,643.50
R2 5,726.00 5,726.00 5,636.00
R1 5,673.50 5,673.50 5,628.25 5,658.50
PP 5,643.50 5,643.50 5,643.50 5,636.00
S1 5,591.00 5,591.00 5,613.25 5,576.00
S2 5,561.00 5,561.00 5,605.50
S3 5,478.50 5,508.50 5,598.00
S4 5,396.00 5,426.00 5,575.50
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 5,696.25 5,540.25 156.00 2.8% 56.75 1.0% 52% True False 1,336,520
10 5,696.25 5,394.00 302.25 5.4% 79.00 1.4% 75% True False 1,624,380
20 5,696.25 5,394.00 302.25 5.4% 76.25 1.4% 75% True False 1,522,270
40 5,696.25 5,120.00 576.25 10.3% 90.25 1.6% 87% True False 1,725,426
60 5,721.25 5,120.00 601.25 10.7% 78.25 1.4% 83% False False 1,651,618
80 5,721.25 5,120.00 601.25 10.7% 71.50 1.3% 83% False False 1,367,501
100 5,721.25 5,092.00 629.25 11.2% 67.25 1.2% 84% False False 1,094,652
120 5,721.25 5,019.75 701.50 12.5% 68.00 1.2% 86% False False 912,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,047.00
2.618 5,912.25
1.618 5,829.75
1.000 5,778.75
0.618 5,747.25
HIGH 5,696.25
0.618 5,664.75
0.500 5,655.00
0.382 5,645.25
LOW 5,613.75
0.618 5,562.75
1.000 5,531.25
1.618 5,480.25
2.618 5,397.75
4.250 5,263.00
Fisher Pivots for day following 18-Sep-2024
Pivot 1 day 3 day
R1 5,655.00 5,652.75
PP 5,643.50 5,642.00
S1 5,632.25 5,631.50

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

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