E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 26-Mar-2024
Day Change Summary
Previous Current
25-Mar-2024 26-Mar-2024 Change Change % Previous Week
Open 5,348.50 5,340.75 -7.75 -0.1% 5,241.50
High 5,351.50 5,357.25 5.75 0.1% 5,380.00
Low 5,330.50 5,320.75 -9.75 -0.2% 5,238.50
Close 5,335.50 5,322.50 -13.00 -0.2% 5,350.50
Range 21.00 36.50 15.50 73.8% 141.50
ATR 48.64 47.78 -0.87 -1.8% 0.00
Volume 618 859 241 39.0% 9,414
Daily Pivots for day following 26-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,443.00 5,419.25 5,342.50
R3 5,406.50 5,382.75 5,332.50
R2 5,370.00 5,370.00 5,329.25
R1 5,346.25 5,346.25 5,325.75 5,340.00
PP 5,333.50 5,333.50 5,333.50 5,330.25
S1 5,309.75 5,309.75 5,319.25 5,303.50
S2 5,297.00 5,297.00 5,315.75
S3 5,260.50 5,273.25 5,312.50
S4 5,224.00 5,236.75 5,302.50
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 5,290.75 89.25 1.7% 34.50 0.7% 36% False False 1,643
10 5,380.00 5,224.00 156.00 2.9% 44.50 0.8% 63% False False 2,022
20 5,380.00 5,176.50 203.50 3.8% 49.25 0.9% 72% False False 1,274
40 5,380.00 4,967.50 412.50 7.8% 49.00 0.9% 86% False False 748
60 5,380.00 4,803.25 576.75 10.8% 47.50 0.9% 90% False False 549
80 5,380.00 4,698.75 681.25 12.8% 42.50 0.8% 92% False False 421
100 5,380.00 4,333.00 1,047.00 19.7% 39.00 0.7% 95% False False 346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,512.50
2.618 5,452.75
1.618 5,416.25
1.000 5,393.75
0.618 5,379.75
HIGH 5,357.25
0.618 5,343.25
0.500 5,339.00
0.382 5,334.75
LOW 5,320.75
0.618 5,298.25
1.000 5,284.25
1.618 5,261.75
2.618 5,225.25
4.250 5,165.50
Fisher Pivots for day following 26-Mar-2024
Pivot 1 day 3 day
R1 5,339.00 5,344.75
PP 5,333.50 5,337.25
S1 5,328.00 5,330.00

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

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