E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 14-Mar-2024
Day Change Summary
Previous Current
13-Mar-2024 14-Mar-2024 Change Change % Previous Week
Open 5,298.25 5,293.00 -5.25 -0.1% 5,261.25
High 5,302.75 5,309.50 6.75 0.1% 5,311.50
Low 5,274.25 5,244.75 -29.50 -0.6% 5,179.50
Close 5,289.00 5,274.00 -15.00 -0.3% 5,247.25
Range 28.50 64.75 36.25 127.2% 132.00
ATR 51.01 51.99 0.98 1.9% 0.00
Volume 4,545 971 -3,574 -78.6% 3,182
Daily Pivots for day following 14-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,470.25 5,437.00 5,309.50
R3 5,405.50 5,372.25 5,291.75
R2 5,340.75 5,340.75 5,285.75
R1 5,307.50 5,307.50 5,280.00 5,291.75
PP 5,276.00 5,276.00 5,276.00 5,268.25
S1 5,242.75 5,242.75 5,268.00 5,227.00
S2 5,211.25 5,211.25 5,262.25
S3 5,146.50 5,178.00 5,256.25
S4 5,081.75 5,113.25 5,238.50
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 5,212.00 99.50 1.9% 54.00 1.0% 62% False False 1,553
10 5,311.50 5,179.50 132.00 2.5% 55.75 1.1% 72% False False 1,051
20 5,311.50 5,070.25 241.25 4.6% 50.50 1.0% 84% False False 649
40 5,311.50 4,862.25 449.25 8.5% 48.25 0.9% 92% False False 451
60 5,311.50 4,803.25 508.25 9.6% 46.00 0.9% 93% False False 307
80 5,311.50 4,663.50 648.00 12.3% 39.75 0.8% 94% False False 240
100 5,311.50 4,255.50 1,056.00 20.0% 38.75 0.7% 96% False False 214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,584.75
2.618 5,479.00
1.618 5,414.25
1.000 5,374.25
0.618 5,349.50
HIGH 5,309.50
0.618 5,284.75
0.500 5,277.00
0.382 5,269.50
LOW 5,244.75
0.618 5,204.75
1.000 5,180.00
1.618 5,140.00
2.618 5,075.25
4.250 4,969.50
Fisher Pivots for day following 14-Mar-2024
Pivot 1 day 3 day
R1 5,277.00 5,273.00
PP 5,276.00 5,272.25
S1 5,275.00 5,271.25

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

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