E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 5,207.50 5,191.00 -16.50 -0.3% 5,135.00
High 5,222.75 5,207.00 -15.75 -0.3% 5,238.00
Low 5,193.75 5,183.50 -10.25 -0.2% 5,070.25
Close 5,195.75 5,205.50 9.75 0.2% 5,217.00
Range 29.00 23.50 -5.50 -19.0% 167.75
ATR 50.21 48.30 -1.91 -3.8% 0.00
Volume 47 342 295 627.7% 928
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,269.25 5,260.75 5,218.50
R3 5,245.75 5,237.25 5,212.00
R2 5,222.25 5,222.25 5,209.75
R1 5,213.75 5,213.75 5,207.75 5,218.00
PP 5,198.75 5,198.75 5,198.75 5,200.75
S1 5,190.25 5,190.25 5,203.25 5,194.50
S2 5,175.25 5,175.25 5,201.25
S3 5,151.75 5,166.75 5,199.00
S4 5,128.25 5,143.25 5,192.50
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% 47.50 0.9% 81% False False 216
10 5,238.00 5,046.75 191.25 3.7% 53.25 1.0% 83% False False 264
20 5,238.00 4,967.50 270.50 5.2% 48.75 0.9% 88% False False 221
40 5,238.00 4,803.25 434.75 8.4% 46.50 0.9% 93% False False 187
60 5,238.00 4,698.75 539.25 10.4% 40.25 0.8% 94% False False 137
80 5,238.00 4,333.00 905.00 17.4% 36.25 0.7% 96% False False 114
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 True
3BNR True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 9.48
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,307.00
2.618 5,268.50
1.618 5,245.00
1.000 5,230.50
0.618 5,221.50
HIGH 5,207.00
0.618 5,198.00
0.500 5,195.25
0.382 5,192.50
LOW 5,183.50
0.618 5,169.00
1.000 5,160.00
1.618 5,145.50
2.618 5,122.00
4.250 5,083.50
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 5,202.00 5,210.75
PP 5,198.75 5,209.00
S1 5,195.25 5,207.25

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

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