MRCI's Futures Highlight - S & P 500 e-Mini(CME)

MRCI hopes this profile of the CME S & P 500 e-Mini futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

MRCI's Nearby Futures Range Detail for S & P 500 E-Mini(CME) from 9/1997 - 3/2024
Calendar Year	Monday Avg Rng	Tuesday Avg Rng	Wednesday Avg Rng	Thursday Avg Rng	Friday Avg Rng	Yearly Avg Rng
1997	20.72($1036)	19.48($974)	16.35($818)	17.39($870)	19.69($984)	18.73($937)
1998	21.20($1060)	20.67($1034)	18.54($927)	22.28($1114)	19.82($991)	20.50($1025)
1999	20.99($1050)	24.37($1218)	23.57($1178)	24.91($1246)	25.27($1264)	23.86($1193)
2000	26.98($1349)	30.33($1517)	27.79($1390)	28.80($1440)	32.62($1631)	29.34($1467)
2001	21.12($1056)	23.49($1175)	27.77($1388)	23.57($1179)	25.11($1256)	24.25($1212)
2002	23.60($1180)	22.48($1124)	24.65($1232)	21.51($1076)	21.43($1071)	22.73($1136)
2003	16.96($848)	14.41($720)	14.39($720)	15.44($772)	15.05($753)	15.22($761)
2004	12.01($601)	11.82($591)	13.09($655)	12.25($613)	12.42($621)	12.32($616)
2005	10.60($530)	12.25($613)	12.73($637)	12.64($632)	11.72($586)	12.02($601)
2006	11.73($586)	13.48($674)	12.75($638)	13.06($653)	12.02($601)	12.63($631)
2007	17.13($856)	20.77($1039)	21.26($1063)	20.25($1013)	20.52($1026)	20.02($1001)
2008	37.23($1861)	36.34($1817)	35.50($1775)	37.27($1864)	35.91($1795)	36.43($1822)
2009	23.43($1171)	20.10($1005)	21.69($1084)	22.56($1128)	21.01($1051)	21.74($1087)
2010	15.90($795)	19.61($980)	17.32($866)	20.96($1048)	18.84($942)	18.57($928)
2011	25.53($1277)	24.40($1220)	25.00($1250)	24.74($1237)	22.94($1147)	24.50($1225)
2012	16.22($811)	17.94($897)	16.67($833)	18.57($929)	18.71($936)	17.64($882)
2013	16.22($811)	16.09($804)	19.33($967)	17.64($882)	16.12($806)	17.08($854)
2014	19.26($963)	19.36($968)	18.86($943)	22.75($1138)	20.02($1001)	20.04($1002)
2015	29.07($1454)	27.29($1365)	28.03($1402)	28.68($1434)	26.49($1325)	27.90($1395)
2016	23.97($1198)	24.39($1220)	26.91($1345)	24.13($1206)	26.56($1328)	25.22($1261)
2017	15.15($758)	15.72($786)	15.73($787)	18.05($902)	15.62($781)	16.07($804)
2018	41.41($2070)	38.35($1917)	42.87($2144)	39.17($1959)	38.32($1916)	40.00($2000)
2019	31.69($1585)	33.24($1662)	32.88($1644)	35.45($1773)	34.16($1708)	33.50($1675)
2020	88.59($4430)	69.61($3481)	72.99($3649)	73.90($3695)	72.97($3649)	75.44($3772)
2021	56.63($2832)	50.73($2536)	49.15($2458)	54.48($2724)	52.04($2602)	52.52($2626)
2022	82.78($4139)	94.19($4709)	90.56($4528)	100.10($5005)	96.21($4811)	93.00($4650)
2023	44.92($2246)	53.12($2656)	55.12($2756)	58.95($2948)	56.28($2814)	53.90($2695)
2024	42.65($2133)	50.17($2509)	51.02($2551)	54.87($2743)	50.77($2539)	50.24($2512)

MRCI's Nearby Futures Summary for S & P 500 E-Mini(CME) from 9/1997 - 3/2024
Summary Item	Monday Summary	Tuesday Summary	Wednesday Summary	Thursday Summary	Friday Summary	Yearly Summary
Range	28.79($1440)	29.13($1456)	29.48($1474)	30.62($1531)	29.60($1480)	29.53($1477)
Closed Up	684(55%)	701(51%)	754(55%)	731(54%)	700(52%)	3570(53%)
Closed Dn	558(44%)	650(47%)	611(44%)	604(45%)	622(46%)	3045(46%)
Closed Uchg	12(1%)	21(2%)	9(1%)	13(1%)	22(2%)	77(1%)
Gapped up	61(5%)	14(1%)	15(1%)	7(1%)	9(1%)	106(2%)
Un-filled Gaps Up	12(20%)	2(14%)	3(20%)	2(29%)	0(0%)	19(18%)
Gapped Down	53(4%)	12(1%)	14(1%)	11(1%)	9(1%)	99(1%)
Un-filled Gaps Down	13(25%)	2(17%)	0(0%)	1(9%)	0(0%)	16(16%)

S & P 500 Stock Index - Jul 31, 2020
	Period Low(Jan-Dec)		Period High(Jan-Dec)		Last Day		Average
Year	Date	Price	Date	Price	Date	Price	Price
2019	01/03/2019	2444.00	12/27/2019	3248.00	12/31/2019	3230.75	2913.37
2018	12/26/2018	2346.50	09/21/2018	2941.00	12/31/2018	2506.75	2746.21
2017	01/03/2017	2245.25	12/18/2017	2695.00	12/29/2017	2673.50	2449.07
2016	02/11/2016	1810.00	12/13/2016	2277.50	12/30/2016	2238.75	2095.30
2015	08/24/2015	1867.00	05/20/2015	2134.75	12/31/2015	2044.00	2061.06
2014	02/05/2014	1738.00	12/29/2014	2093.50	12/31/2014	2059.00	1931.38
2013	01/02/2013	1426.25	12/31/2013	1849.50	12/31/2013	1848.25	1643.80
2012	01/03/2012	1258.75	09/14/2012	1474.50	12/31/2012	1426.25	1379.41
2011	10/04/2011	1074.75	05/02/2011	1370.50	12/30/2011	1257.50	1267.64
2010	07/01/2010	1011.00	12/29/2010	1262.50	12/31/2010	1257.75	1139.97
2009	03/06/2009	666.75	12/28/2009 12/29/2009	1130.50 1130.50	12/31/2009	1115.00	948.05
2008	11/21/2008	741.00	01/02/2008	1471.75	12/31/2008	903.25	1219.60
2007	03/14/2007	1364.00	10/11/2007	1576.00	12/31/2007	1468.25	1477.18
2006	06/14/2006	1219.25	12/15/2006 12/18/2006	1431.75 1431.75	12/29/2006	1418.25	1310.46
2005	04/20/2005	1136.25	12/14/2005	1275.75	12/30/2005	1248.25	1207.22
2004	08/13/2004	1060.75	12/31/2004	1217.25	12/31/2004	1212.00	1130.65
2003	03/12/2003	789.00	12/31/2003	1112.50	12/31/2003	1112.00	965.22
2002	10/10/2002	768.75	01/07/2002	1177.00	12/31/2002	879.75	993.94
2001	09/21/2001	944.75	01/31/2001	1383.25	12/31/2001	1148.00	1193.78
2000	12/21/2000	1254.00	03/24/2000	1552.75	12/29/2000	1320.25	1427.45
1999	01/13/1999	1206.50	12/30/1999	1473.00	12/31/1999	1469.25	1327.33
1998	01/12/1998	912.75	12/30/1998	1245.00	12/31/1998	1229.25	1084.31
1997	01/02/1997	729.50	12/05/1997	986.25	12/31/1997	970.50	873.96
1996	01/10/1996	597.25	11/26/1996	762.00	12/31/1996	740.75	670.61
1995	01/03/1995	457.25	12/14/1995	623.00	12/29/1995	616.00	541.60
1994	04/04/1994	435.75	01/31/1994	482.75	12/30/1994	459.25	460.41