E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 5,261.25 5,248.00 -13.25 -0.3% 5,207.50
High 5,275.00 5,248.25 -26.75 -0.5% 5,265.25
Low 5,249.50 5,179.50 -70.00 -1.3% 5,176.50
Close 5,255.75 5,201.50 -54.25 -1.0% 5,262.50
Range 25.50 68.75 43.25 169.6% 88.75
ATR 46.41 48.54 2.13 4.6% 0.00
Volume 602 285 -317 -52.7% 1,018
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,416.00 5,377.50 5,239.25
R3 5,347.25 5,308.75 5,220.50
R2 5,278.50 5,278.50 5,214.00
R1 5,240.00 5,240.00 5,207.75 5,225.00
PP 5,209.75 5,209.75 5,209.75 5,202.25
S1 5,171.25 5,171.25 5,195.25 5,156.00
S2 5,141.00 5,141.00 5,189.00
S3 5,072.25 5,102.50 5,182.50
S4 5,003.50 5,033.75 5,163.75
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 5,275.00 5,176.50 98.50 1.9% 45.50 0.9% 25% False False 303
10 5,275.00 5,070.25 204.75 3.9% 46.50 0.9% 64% False False 260
20 5,275.00 5,046.75 228.25 4.4% 45.75 0.9% 68% False False 229
40 5,275.00 4,812.25 462.75 8.9% 46.50 0.9% 84% False False 221
60 5,275.00 4,733.00 542.00 10.4% 42.75 0.8% 86% False False 159
80 5,275.00 4,504.75 770.25 14.8% 36.50 0.7% 90% False False 130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.03
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,540.50
2.618 5,428.25
1.618 5,359.50
1.000 5,317.00
0.618 5,290.75
HIGH 5,248.25
0.618 5,222.00
0.500 5,214.00
0.382 5,205.75
LOW 5,179.50
0.618 5,137.00
1.000 5,110.75
1.618 5,068.25
2.618 4,999.50
4.250 4,887.25
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 5,214.00 5,227.25
PP 5,209.75 5,218.75
S1 5,205.50 5,210.00

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

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