E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 22-Mar-2024
Day Change Summary
Previous Current
21-Mar-2024 22-Mar-2024 Change Change % Previous Week
Open 5,354.25 5,363.00 8.75 0.2% 5,241.50
High 5,380.00 5,368.75 -11.25 -0.2% 5,380.00
Low 5,351.50 5,345.75 -5.75 -0.1% 5,238.50
Close 5,360.50 5,350.50 -10.00 -0.2% 5,350.50
Range 28.50 23.00 -5.50 -19.3% 141.50
ATR 52.91 50.77 -2.14 -4.0% 0.00
Volume 2,001 1,871 -130 -6.5% 9,414
Daily Pivots for day following 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,424.00 5,410.25 5,363.25
R3 5,401.00 5,387.25 5,356.75
R2 5,378.00 5,378.00 5,354.75
R1 5,364.25 5,364.25 5,352.50 5,359.50
PP 5,355.00 5,355.00 5,355.00 5,352.75
S1 5,341.25 5,341.25 5,348.50 5,336.50
S2 5,332.00 5,332.00 5,346.25
S3 5,309.00 5,318.25 5,344.25
S4 5,286.00 5,295.25 5,337.75
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,747.50 5,690.50 5,428.25
R3 5,606.00 5,549.00 5,389.50
R2 5,464.50 5,464.50 5,376.50
R1 5,407.50 5,407.50 5,363.50 5,436.00
PP 5,323.00 5,323.00 5,323.00 5,337.25
S1 5,266.00 5,266.00 5,337.50 5,294.50
S2 5,181.50 5,181.50 5,324.50
S3 5,040.00 5,124.50 5,311.50
S4 4,898.50 4,983.00 5,272.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,380.00 5,238.50 141.50 2.6% 46.50 0.9% 79% False False 1,882
10 5,380.00 5,212.00 168.00 3.1% 49.25 0.9% 82% False False 2,021
20 5,380.00 5,176.50 203.50 3.8% 49.00 0.9% 86% False False 1,220
40 5,380.00 4,967.50 412.50 7.7% 49.75 0.9% 93% False False 736
60 5,380.00 4,803.25 576.75 10.8% 47.00 0.9% 95% False False 525
80 5,380.00 4,698.50 681.50 12.7% 42.50 0.8% 96% False False 403
100 5,380.00 4,284.50 1,095.50 20.5% 39.25 0.7% 97% False False 336
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.68
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5,466.50
2.618 5,429.00
1.618 5,406.00
1.000 5,391.75
0.618 5,383.00
HIGH 5,368.75
0.618 5,360.00
0.500 5,357.25
0.382 5,354.50
LOW 5,345.75
0.618 5,331.50
1.000 5,322.75
1.618 5,308.50
2.618 5,285.50
4.250 5,248.00
Fisher Pivots for day following 22-Mar-2024
Pivot 1 day 3 day
R1 5,357.25 5,345.50
PP 5,355.00 5,340.50
S1 5,352.75 5,335.50

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

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