E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 13-Feb-2024
Day Change Summary
Previous Current
12-Feb-2024 13-Feb-2024 Change Change % Previous Week
Open 5,149.50 5,144.25 -5.25 -0.1% 5,081.00
High 5,175.25 5,148.00 -27.25 -0.5% 5,156.00
Low 5,142.25 5,046.75 -95.50 -1.9% 5,044.00
Close 5,150.25 5,081.00 -69.25 -1.3% 5,152.50
Range 33.00 101.25 68.25 206.8% 112.00
ATR 43.06 47.37 4.32 10.0% 0.00
Volume 41 331 290 707.3% 943
Daily Pivots for day following 13-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,395.75 5,339.50 5,136.75
R3 5,294.50 5,238.25 5,108.75
R2 5,193.25 5,193.25 5,099.50
R1 5,137.00 5,137.00 5,090.25 5,114.50
PP 5,092.00 5,092.00 5,092.00 5,080.50
S1 5,035.75 5,035.75 5,071.75 5,013.25
S2 4,990.75 4,990.75 5,062.50
S3 4,889.50 4,934.50 5,053.25
S4 4,788.25 4,833.25 5,025.25
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 5,046.75 128.50 2.5% 46.50 0.9% 27% False True 142
10 5,175.25 4,967.50 207.75 4.1% 52.25 1.0% 55% False False 193
20 5,175.25 4,845.00 330.25 6.5% 44.75 0.9% 71% False False 248
40 5,175.25 4,803.25 372.00 7.3% 43.00 0.8% 75% False False 133
60 5,175.25 4,654.25 521.00 10.3% 35.75 0.7% 82% False False 101
80 5,175.25 4,255.50 919.75 18.1% 36.00 0.7% 90% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.00
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 5,578.25
2.618 5,413.00
1.618 5,311.75
1.000 5,249.25
0.618 5,210.50
HIGH 5,148.00
0.618 5,109.25
0.500 5,097.50
0.382 5,085.50
LOW 5,046.75
0.618 4,984.25
1.000 4,945.50
1.618 4,883.00
2.618 4,781.75
4.250 4,616.50
Fisher Pivots for day following 13-Feb-2024
Pivot 1 day 3 day
R1 5,097.50 5,111.00
PP 5,092.00 5,101.00
S1 5,086.50 5,091.00

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

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