E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 5,631.50 5,714.75 83.25 1.5% 5,622.75
High 5,737.50 5,717.25 -20.25 -0.4% 5,737.50
Low 5,631.50 5,699.25 67.75 1.2% 5,609.25
Close 5,717.75 5,699.99 -17.76 -0.3% 5,699.99
Range 106.00 18.00 -88.00 -83.0% 128.25
ATR 81.65 77.14 -4.51 -5.5% 0.00
Volume 461,433 27,014 -434,419 -94.1% 3,738,292
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,759.50 5,747.75 5,710.00
R3 5,741.50 5,729.75 5,705.00
R2 5,723.50 5,723.50 5,703.25
R1 5,711.75 5,711.75 5,701.75 5,708.50
PP 5,705.50 5,705.50 5,705.50 5,704.00
S1 5,693.75 5,693.75 5,698.25 5,690.50
S2 5,687.50 5,687.50 5,696.75
S3 5,669.50 5,675.75 5,695.00
S4 5,651.50 5,657.75 5,690.00
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,067.00 6,011.75 5,770.50
R3 5,938.75 5,883.50 5,735.25
R2 5,810.50 5,810.50 5,723.50
R1 5,755.25 5,755.25 5,711.75 5,782.75
PP 5,682.25 5,682.25 5,682.25 5,696.00
S1 5,627.00 5,627.00 5,688.25 5,654.50
S2 5,554.00 5,554.00 5,676.50
S3 5,425.75 5,498.75 5,664.75
S4 5,297.50 5,370.50 5,629.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,737.50 5,609.25 128.25 2.3% 59.50 1.0% 71% False False 747,658
10 5,737.50 5,405.25 332.25 5.8% 71.00 1.2% 89% False False 1,261,750
20 5,737.50 5,394.00 343.50 6.0% 76.25 1.3% 89% False False 1,421,878
40 5,737.50 5,120.00 617.50 10.8% 87.75 1.5% 94% False False 1,610,967
60 5,737.50 5,120.00 617.50 10.8% 79.25 1.4% 94% False False 1,620,783
80 5,737.50 5,120.00 617.50 10.8% 72.00 1.3% 94% False False 1,373,398
100 5,737.50 5,092.00 645.50 11.3% 67.75 1.2% 94% False False 1,099,497
120 5,737.50 5,019.75 717.75 12.6% 68.50 1.2% 95% False False 916,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.78
Narrowest range in 155 trading days
Fibonacci Retracements and Extensions
4.250 5,793.75
2.618 5,764.25
1.618 5,746.25
1.000 5,735.25
0.618 5,728.25
HIGH 5,717.25
0.618 5,710.25
0.500 5,708.25
0.382 5,706.25
LOW 5,699.25
0.618 5,688.25
1.000 5,681.25
1.618 5,670.25
2.618 5,652.25
4.250 5,622.75
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 5,708.25 5,691.75
PP 5,705.50 5,683.75
S1 5,702.75 5,675.50

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

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