E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 5,340.75 5,333.00 -7.75 -0.1% 5,241.50
High 5,357.25 5,371.00 13.75 0.3% 5,380.00
Low 5,320.75 5,328.25 7.50 0.1% 5,238.50
Close 5,322.50 5,366.00 43.50 0.8% 5,350.50
Range 36.50 42.75 6.25 17.1% 141.50
ATR 47.78 47.83 0.05 0.1% 0.00
Volume 859 1,431 572 66.6% 9,414
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,483.25 5,467.50 5,389.50
R3 5,440.50 5,424.75 5,377.75
R2 5,397.75 5,397.75 5,373.75
R1 5,382.00 5,382.00 5,370.00 5,390.00
PP 5,355.00 5,355.00 5,355.00 5,359.00
S1 5,339.25 5,339.25 5,362.00 5,347.00
S2 5,312.25 5,312.25 5,358.25
S3 5,269.50 5,296.50 5,354.25
S4 5,226.75 5,253.75 5,342.50
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 5,320.75 59.25 1.1% 30.25 0.6% 76% False False 1,356
10 5,380.00 5,224.00 156.00 2.9% 46.00 0.9% 91% False False 1,710
20 5,380.00 5,176.50 203.50 3.8% 50.25 0.9% 93% False False 1,342
40 5,380.00 4,967.50 412.50 7.7% 49.50 0.9% 97% False False 779
60 5,380.00 4,803.25 576.75 10.7% 47.50 0.9% 98% False False 573
80 5,380.00 4,698.75 681.25 12.7% 42.75 0.8% 98% False False 439
100 5,380.00 4,432.00 948.00 17.7% 38.75 0.7% 99% False False 361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,552.75
2.618 5,483.00
1.618 5,440.25
1.000 5,413.75
0.618 5,397.50
HIGH 5,371.00
0.618 5,354.75
0.500 5,349.50
0.382 5,344.50
LOW 5,328.25
0.618 5,301.75
1.000 5,285.50
1.618 5,259.00
2.618 5,216.25
4.250 5,146.50
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 5,360.50 5,359.25
PP 5,355.00 5,352.50
S1 5,349.50 5,346.00

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

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