E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 5,320.00 5,327.00 7.00 0.1% 5,348.50
High 5,338.50 5,366.50 28.00 0.5% 5,379.00
Low 5,303.00 5,249.00 -54.00 -1.0% 5,320.75
Close 5,324.25 5,254.00 -70.25 -1.3% 5,367.00
Range 35.50 117.50 82.00 231.0% 58.25
ATR 46.32 51.40 5.08 11.0% 0.00
Volume 1,408 2,471 1,063 75.5% 4,020
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,642.25 5,565.75 5,318.50
R3 5,524.75 5,448.25 5,286.25
R2 5,407.25 5,407.25 5,275.50
R1 5,330.75 5,330.75 5,264.75 5,310.25
PP 5,289.75 5,289.75 5,289.75 5,279.50
S1 5,213.25 5,213.25 5,243.25 5,192.75
S2 5,172.25 5,172.25 5,232.50
S3 5,054.75 5,095.75 5,221.75
S4 4,937.25 4,978.25 5,189.50
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,530.25 5,507.00 5,399.00
R3 5,472.00 5,448.75 5,383.00
R2 5,413.75 5,413.75 5,377.75
R1 5,390.50 5,390.50 5,372.25 5,402.00
PP 5,355.50 5,355.50 5,355.50 5,361.50
S1 5,332.25 5,332.25 5,361.75 5,344.00
S2 5,297.25 5,297.25 5,356.25
S3 5,239.00 5,274.00 5,351.00
S4 5,180.75 5,215.75 5,335.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,391.25 5,249.00 142.25 2.7% 56.75 1.1% 4% False True 1,626
10 5,391.25 5,249.00 142.25 2.7% 43.50 0.8% 4% False True 1,491
20 5,391.25 5,204.25 187.00 3.6% 51.50 1.0% 27% False False 1,646
40 5,391.25 5,046.75 344.50 6.6% 49.25 0.9% 60% False False 952
60 5,391.25 4,845.00 546.25 10.4% 47.50 0.9% 75% False False 706
80 5,391.25 4,733.00 658.25 12.5% 45.50 0.9% 79% False False 539
100 5,391.25 4,504.75 886.50 16.9% 40.00 0.8% 85% False False 439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.70
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 5,866.00
2.618 5,674.00
1.618 5,556.50
1.000 5,484.00
0.618 5,439.00
HIGH 5,366.50
0.618 5,321.50
0.500 5,307.75
0.382 5,294.00
LOW 5,249.00
0.618 5,176.50
1.000 5,131.50
1.618 5,059.00
2.618 4,941.50
4.250 4,749.50
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 5,307.75 5,307.75
PP 5,289.75 5,289.75
S1 5,272.00 5,272.00

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

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