E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 01-Mar-2024
Day Change Summary
Previous Current
29-Feb-2024 01-Mar-2024 Change Change % Previous Week
Open 5,188.00 5,218.75 30.75 0.6% 5,207.50
High 5,230.00 5,265.25 35.25 0.7% 5,265.25
Low 5,176.50 5,206.25 29.75 0.6% 5,176.50
Close 5,220.25 5,262.50 42.25 0.8% 5,262.50
Range 53.50 59.00 5.50 10.3% 88.75
ATR 47.17 48.02 0.84 1.8% 0.00
Volume 194 350 156 80.4% 1,018
Daily Pivots for day following 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,421.75 5,401.00 5,295.00
R3 5,362.75 5,342.00 5,278.75
R2 5,303.75 5,303.75 5,273.25
R1 5,283.00 5,283.00 5,268.00 5,293.50
PP 5,244.75 5,244.75 5,244.75 5,249.75
S1 5,224.00 5,224.00 5,257.00 5,234.50
S2 5,185.75 5,185.75 5,251.75
S3 5,126.75 5,165.00 5,246.25
S4 5,067.75 5,106.00 5,230.00
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,501.00 5,470.50 5,311.25
R3 5,412.25 5,381.75 5,287.00
R2 5,323.50 5,323.50 5,278.75
R1 5,293.00 5,293.00 5,270.75 5,308.25
PP 5,234.75 5,234.75 5,234.75 5,242.50
S1 5,204.25 5,204.25 5,254.25 5,219.50
S2 5,146.00 5,146.00 5,246.25
S3 5,057.25 5,115.50 5,238.00
S4 4,968.50 5,026.75 5,213.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,265.25 5,176.50 88.75 1.7% 37.25 0.7% 97% True False 203
10 5,265.25 5,070.25 195.00 3.7% 47.50 0.9% 99% True False 229
20 5,265.25 5,030.75 234.50 4.5% 46.50 0.9% 99% True False 223
40 5,265.25 4,803.25 462.00 8.8% 46.25 0.9% 99% True False 199
60 5,265.25 4,698.75 566.50 10.8% 41.75 0.8% 100% True False 146
80 5,265.25 4,502.25 763.00 14.5% 36.00 0.7% 100% True False 121
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 10.75
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,516.00
2.618 5,419.75
1.618 5,360.75
1.000 5,324.25
0.618 5,301.75
HIGH 5,265.25
0.618 5,242.75
0.500 5,235.75
0.382 5,228.75
LOW 5,206.25
0.618 5,169.75
1.000 5,147.25
1.618 5,110.75
2.618 5,051.75
4.250 4,955.50
Fisher Pivots for day following 01-Mar-2024
Pivot 1 day 3 day
R1 5,253.50 5,248.50
PP 5,244.75 5,234.75
S1 5,235.75 5,221.00

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

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