E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 11-Mar-2024
Day Change Summary
Previous Current
08-Mar-2024 11-Mar-2024 Change Change % Previous Week
Open 5,276.25 5,239.75 -36.50 -0.7% 5,261.25
High 5,311.50 5,249.25 -62.25 -1.2% 5,311.50
Low 5,240.75 5,212.00 -28.75 -0.5% 5,179.50
Close 5,247.25 5,240.50 -6.75 -0.1% 5,247.25
Range 70.75 37.25 -33.50 -47.3% 132.00
ATR 52.58 51.49 -1.10 -2.1% 0.00
Volume 785 656 -129 -16.4% 3,182
Daily Pivots for day following 11-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,345.75 5,330.25 5,261.00
R3 5,308.50 5,293.00 5,250.75
R2 5,271.25 5,271.25 5,247.25
R1 5,255.75 5,255.75 5,244.00 5,263.50
PP 5,234.00 5,234.00 5,234.00 5,237.75
S1 5,218.50 5,218.50 5,237.00 5,226.25
S2 5,196.75 5,196.75 5,233.75
S3 5,159.50 5,181.25 5,230.25
S4 5,122.25 5,144.00 5,220.00
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,642.00 5,576.75 5,319.75
R3 5,510.00 5,444.75 5,283.50
R2 5,378.00 5,378.00 5,271.50
R1 5,312.75 5,312.75 5,259.25 5,279.50
PP 5,246.00 5,246.00 5,246.00 5,229.50
S1 5,180.75 5,180.75 5,235.25 5,147.50
S2 5,114.00 5,114.00 5,223.00
S3 4,982.00 5,048.75 5,211.00
S4 4,850.00 4,916.75 5,174.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,311.50 5,179.50 132.00 2.5% 62.25 1.2% 46% False False 647
10 5,311.50 5,176.50 135.00 2.6% 49.25 0.9% 47% False False 480
20 5,311.50 5,046.75 264.75 5.1% 51.75 1.0% 73% False False 357
40 5,311.50 4,845.00 466.50 8.9% 47.00 0.9% 85% False False 294
60 5,311.50 4,793.25 518.25 9.9% 45.50 0.9% 86% False False 203
80 5,311.50 4,606.00 705.50 13.5% 38.75 0.7% 90% False False 163
100 5,311.50 4,255.50 1,056.00 20.2% 38.25 0.7% 93% False False 154
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 12.05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,407.50
2.618 5,346.75
1.618 5,309.50
1.000 5,286.50
0.618 5,272.25
HIGH 5,249.25
0.618 5,235.00
0.500 5,230.50
0.382 5,226.25
LOW 5,212.00
0.618 5,189.00
1.000 5,174.75
1.618 5,151.75
2.618 5,114.50
4.250 5,053.75
Fisher Pivots for day following 11-Mar-2024
Pivot 1 day 3 day
R1 5,237.25 5,258.00
PP 5,234.00 5,252.00
S1 5,230.50 5,246.25

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

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