E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 5,191.00 5,188.50 -2.50 0.0% 5,135.00
High 5,207.00 5,200.75 -6.25 -0.1% 5,238.00
Low 5,183.50 5,179.75 -3.75 -0.1% 5,070.25
Close 5,205.50 5,196.25 -9.25 -0.2% 5,217.00
Range 23.50 21.00 -2.50 -10.6% 167.75
ATR 48.30 46.69 -1.61 -3.3% 0.00
Volume 342 85 -257 -75.1% 928
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,255.25 5,246.75 5,207.75
R3 5,234.25 5,225.75 5,202.00
R2 5,213.25 5,213.25 5,200.00
R1 5,204.75 5,204.75 5,198.25 5,209.00
PP 5,192.25 5,192.25 5,192.25 5,194.50
S1 5,183.75 5,183.75 5,194.25 5,188.00
S2 5,171.25 5,171.25 5,192.50
S3 5,150.25 5,162.75 5,190.50
S4 5,129.25 5,141.75 5,184.75
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 5,129.00 109.00 2.1% 39.25 0.8% 62% False False 226
10 5,238.00 5,070.25 167.75 3.2% 45.25 0.9% 75% False False 239
20 5,238.00 4,967.50 270.50 5.2% 48.75 0.9% 85% False False 216
40 5,238.00 4,803.25 434.75 8.4% 46.00 0.9% 90% False False 188
60 5,238.00 4,698.75 539.25 10.4% 40.25 0.8% 92% False False 138
80 5,238.00 4,432.00 806.00 15.5% 35.75 0.7% 95% False False 115
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.98
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,290.00
2.618 5,255.75
1.618 5,234.75
1.000 5,221.75
0.618 5,213.75
HIGH 5,200.75
0.618 5,192.75
0.500 5,190.25
0.382 5,187.75
LOW 5,179.75
0.618 5,166.75
1.000 5,158.75
1.618 5,145.75
2.618 5,124.75
4.250 5,090.50
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 5,194.25 5,201.25
PP 5,192.25 5,199.50
S1 5,190.25 5,198.00

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

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