E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 12-Feb-2024
Day Change Summary
Previous Current
09-Feb-2024 12-Feb-2024 Change Change % Previous Week
Open 5,126.25 5,149.50 23.25 0.5% 5,081.00
High 5,156.00 5,175.25 19.25 0.4% 5,156.00
Low 5,121.25 5,142.25 21.00 0.4% 5,044.00
Close 5,152.50 5,150.25 -2.25 0.0% 5,152.50
Range 34.75 33.00 -1.75 -5.0% 112.00
ATR 43.83 43.06 -0.77 -1.8% 0.00
Volume 113 41 -72 -63.7% 943
Daily Pivots for day following 12-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,255.00 5,235.50 5,168.50
R3 5,222.00 5,202.50 5,159.25
R2 5,189.00 5,189.00 5,156.25
R1 5,169.50 5,169.50 5,153.25 5,179.25
PP 5,156.00 5,156.00 5,156.00 5,160.75
S1 5,136.50 5,136.50 5,147.25 5,146.25
S2 5,123.00 5,123.00 5,144.25
S3 5,090.00 5,103.50 5,141.25
S4 5,057.00 5,070.50 5,132.00
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,453.50 5,415.00 5,214.00
R3 5,341.50 5,303.00 5,183.25
R2 5,229.50 5,229.50 5,173.00
R1 5,191.00 5,191.00 5,162.75 5,210.25
PP 5,117.50 5,117.50 5,117.50 5,127.00
S1 5,079.00 5,079.00 5,142.25 5,098.25
S2 5,005.50 5,005.50 5,132.00
S3 4,893.50 4,967.00 5,121.75
S4 4,781.50 4,855.00 5,091.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,175.25 5,061.75 113.50 2.2% 30.75 0.6% 78% True False 84
10 5,175.25 4,967.50 207.75 4.0% 44.25 0.9% 88% True False 177
20 5,175.25 4,845.00 330.25 6.4% 41.75 0.8% 92% True False 232
40 5,175.25 4,803.25 372.00 7.2% 41.50 0.8% 93% True False 126
60 5,175.25 4,654.25 521.00 10.1% 34.00 0.7% 95% True False 96
80 5,175.25 4,255.50 919.75 17.9% 34.75 0.7% 97% True False 101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 7.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,315.50
2.618 5,261.75
1.618 5,228.75
1.000 5,208.25
0.618 5,195.75
HIGH 5,175.25
0.618 5,162.75
0.500 5,158.75
0.382 5,154.75
LOW 5,142.25
0.618 5,121.75
1.000 5,109.25
1.618 5,088.75
2.618 5,055.75
4.250 5,002.00
Fisher Pivots for day following 12-Feb-2024
Pivot 1 day 3 day
R1 5,158.75 5,148.00
PP 5,156.00 5,145.50
S1 5,153.00 5,143.00

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

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