E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 19-Mar-2024
Day Change Summary
Previous Current
18-Mar-2024 19-Mar-2024 Change Change % Previous Week
Open 5,241.50 5,274.25 32.75 0.6% 5,239.75
High 5,297.25 5,301.50 4.25 0.1% 5,309.50
Low 5,238.50 5,243.50 5.00 0.1% 5,212.00
Close 5,272.50 5,299.25 26.75 0.5% 5,239.25
Range 58.75 58.00 -0.75 -1.3% 97.50
ATR 53.10 53.45 0.35 0.7% 0.00
Volume 1,367 1,307 -60 -4.4% 10,796
Daily Pivots for day following 19-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,455.50 5,435.25 5,331.25
R3 5,397.50 5,377.25 5,315.25
R2 5,339.50 5,339.50 5,310.00
R1 5,319.25 5,319.25 5,304.50 5,329.50
PP 5,281.50 5,281.50 5,281.50 5,286.50
S1 5,261.25 5,261.25 5,294.00 5,271.50
S2 5,223.50 5,223.50 5,288.50
S3 5,165.50 5,203.25 5,283.25
S4 5,107.50 5,145.25 5,267.25
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,546.00 5,490.25 5,293.00
R3 5,448.50 5,392.75 5,266.00
R2 5,351.00 5,351.00 5,257.00
R1 5,295.25 5,295.25 5,248.25 5,274.50
PP 5,253.50 5,253.50 5,253.50 5,243.25
S1 5,197.75 5,197.75 5,230.25 5,177.00
S2 5,156.00 5,156.00 5,221.50
S3 5,058.50 5,100.25 5,212.50
S4 4,961.00 5,002.75 5,185.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,309.50 5,224.00 85.50 1.6% 54.25 1.0% 88% False False 2,401
10 5,311.50 5,199.50 112.00 2.1% 58.25 1.1% 89% False False 1,576
20 5,311.50 5,070.25 241.25 4.6% 52.50 1.0% 95% False False 918
40 5,311.50 4,967.50 344.00 6.5% 49.25 0.9% 96% False False 590
60 5,311.50 4,803.25 508.25 9.6% 46.75 0.9% 98% False False 413
80 5,311.50 4,694.00 617.50 11.7% 41.50 0.8% 98% False False 319
100 5,311.50 4,255.50 1,056.00 19.9% 39.00 0.7% 99% False False 278
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 15.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,548.00
2.618 5,453.25
1.618 5,395.25
1.000 5,359.50
0.618 5,337.25
HIGH 5,301.50
0.618 5,279.25
0.500 5,272.50
0.382 5,265.75
LOW 5,243.50
0.618 5,207.75
1.000 5,185.50
1.618 5,149.75
2.618 5,091.75
4.250 4,997.00
Fisher Pivots for day following 19-Mar-2024
Pivot 1 day 3 day
R1 5,290.25 5,287.00
PP 5,281.50 5,275.00
S1 5,272.50 5,262.75

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

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