E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 5,135.00 5,099.25 -35.75 -0.7% 5,149.50
High 5,140.00 5,133.00 -7.00 -0.1% 5,175.25
Low 5,080.00 5,070.25 -9.75 -0.2% 5,046.75
Close 5,101.75 5,107.00 5.25 0.1% 5,131.25
Range 60.00 62.75 2.75 4.6% 128.50
ATR 47.74 48.81 1.07 2.2% 0.00
Volume 233 35 -198 -85.0% 1,369
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,291.75 5,262.00 5,141.50
R3 5,229.00 5,199.25 5,124.25
R2 5,166.25 5,166.25 5,118.50
R1 5,136.50 5,136.50 5,112.75 5,151.50
PP 5,103.50 5,103.50 5,103.50 5,110.75
S1 5,073.75 5,073.75 5,101.25 5,088.50
S2 5,040.75 5,040.75 5,095.50
S3 4,978.00 5,011.00 5,089.75
S4 4,915.25 4,948.25 5,072.50
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,503.25 5,445.75 5,202.00
R3 5,374.75 5,317.25 5,166.50
R2 5,246.25 5,246.25 5,154.75
R1 5,188.75 5,188.75 5,143.00 5,153.25
PP 5,117.75 5,117.75 5,117.75 5,100.00
S1 5,060.25 5,060.25 5,119.50 5,024.75
S2 4,989.25 4,989.25 5,107.75
S3 4,860.75 4,931.75 5,096.00
S4 4,732.25 4,803.25 5,060.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,169.25 5,070.25 99.00 1.9% 51.25 1.0% 37% False True 253
10 5,175.25 5,046.75 128.50 2.5% 49.00 1.0% 47% False False 197
20 5,175.25 4,967.50 207.75 4.1% 48.00 0.9% 67% False False 260
40 5,175.25 4,803.25 372.00 7.3% 44.50 0.9% 82% False False 162
60 5,175.25 4,698.50 476.75 9.3% 38.50 0.8% 86% False False 120
80 5,175.25 4,255.50 919.75 18.0% 36.50 0.7% 93% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,399.75
2.618 5,297.25
1.618 5,234.50
1.000 5,195.75
0.618 5,171.75
HIGH 5,133.00
0.618 5,109.00
0.500 5,101.50
0.382 5,094.25
LOW 5,070.25
0.618 5,031.50
1.000 5,007.50
1.618 4,968.75
2.618 4,906.00
4.250 4,803.50
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 5,105.25 5,119.75
PP 5,103.50 5,115.50
S1 5,101.50 5,111.25

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

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