E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 5,210.50 5,207.50 -3.00 -0.1% 5,135.00
High 5,238.00 5,222.75 -15.25 -0.3% 5,238.00
Low 5,208.25 5,193.75 -14.50 -0.3% 5,070.25
Close 5,217.00 5,195.75 -21.25 -0.4% 5,217.00
Range 29.75 29.00 -0.75 -2.5% 167.75
ATR 51.84 50.21 -1.63 -3.1% 0.00
Volume 338 47 -291 -86.1% 928
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,291.00 5,272.50 5,211.75
R3 5,262.00 5,243.50 5,203.75
R2 5,233.00 5,233.00 5,201.00
R1 5,214.50 5,214.50 5,198.50 5,209.25
PP 5,204.00 5,204.00 5,204.00 5,201.50
S1 5,185.50 5,185.50 5,193.00 5,180.25
S2 5,175.00 5,175.00 5,190.50
S3 5,146.00 5,156.50 5,187.75
S4 5,117.00 5,127.50 5,179.75
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,678.25 5,615.50 5,309.25
R3 5,510.50 5,447.75 5,263.25
R2 5,342.75 5,342.75 5,247.75
R1 5,280.00 5,280.00 5,232.50 5,311.50
PP 5,175.00 5,175.00 5,175.00 5,190.75
S1 5,112.25 5,112.25 5,201.50 5,143.50
S2 5,007.25 5,007.25 5,186.25
S3 4,839.50 4,944.50 5,170.75
S4 4,671.75 4,776.75 5,124.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,238.00 5,070.25 167.75 3.2% 55.00 1.1% 75% False False 195
10 5,238.00 5,046.75 191.25 3.7% 54.25 1.0% 78% False False 234
20 5,238.00 4,967.50 270.50 5.2% 50.25 1.0% 84% False False 248
40 5,238.00 4,803.25 434.75 8.4% 46.25 0.9% 90% False False 179
60 5,238.00 4,698.75 539.25 10.4% 40.50 0.8% 92% False False 132
80 5,238.00 4,311.25 926.75 17.8% 36.50 0.7% 95% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.45
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,346.00
2.618 5,298.75
1.618 5,269.75
1.000 5,251.75
0.618 5,240.75
HIGH 5,222.75
0.618 5,211.75
0.500 5,208.25
0.382 5,204.75
LOW 5,193.75
0.618 5,175.75
1.000 5,164.75
1.618 5,146.75
2.618 5,117.75
4.250 5,070.50
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 5,208.25 5,191.75
PP 5,204.00 5,187.50
S1 5,200.00 5,183.50

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

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