E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 13-Feb-2024

Day Change Summary
	Previous	Current
	12-Feb-2024	13-Feb-2024	Change	Change %	Previous Week
Open	5,042.50	5,034.00	-8.50	-0.2%	4,976.00
High	5,066.50	5,040.00	-26.50	-0.5%	5,048.50
Low	5,031.50	4,936.50	-95.00	-1.9%	4,937.75
Close	5,041.25	4,971.25	-70.00	-1.4%	5,044.00
Range	35.00	103.50	68.50	195.7%	110.75
ATR	45.16	49.42	4.26	9.4%	0.00
Volume	1,141,487	2,112,726	971,239	85.1%	6,318,034

Daily Pivots for day following 13-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,293.00	5,235.75	5,028.25
R3	5,189.50	5,132.25	4,999.75
R2	5,086.00	5,086.00	4,990.25
R1	5,028.75	5,028.75	4,980.75	5,005.50
PP	4,982.50	4,982.50	4,982.50	4,971.00
S1	4,925.25	4,925.25	4,961.75	4,902.00
S2	4,879.00	4,879.00	4,952.25
S3	4,775.50	4,821.75	4,942.75
S4	4,672.00	4,718.25	4,914.25

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,342.25	5,304.00	5,105.00
R3	5,231.50	5,193.25	5,074.50
R2	5,120.75	5,120.75	5,064.25
R1	5,082.50	5,082.50	5,054.25	5,101.50
PP	5,010.00	5,010.00	5,010.00	5,019.75
S1	4,971.75	4,971.75	5,033.75	4,991.00
S2	4,899.25	4,899.25	5,023.75
S3	4,788.50	4,861.00	5,013.50
S4	4,677.75	4,750.25	4,983.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,066.50	4,936.50	130.00	2.6%	48.00	1.0%	27%	False	True	1,360,030
10	5,066.50	4,866.00	200.50	4.0%	54.25	1.1%	52%	False	False	1,565,154
20	5,066.50	4,746.25	320.25	6.4%	48.00	1.0%	70%	False	False	1,513,162
40	5,066.50	4,702.00	364.50	7.3%	46.75	0.9%	74%	False	False	1,474,069
60	5,066.50	4,550.75	515.75	10.4%	44.00	0.9%	82%	False	False	1,152,057
80	5,066.50	4,167.50	899.00	18.1%	47.50	1.0%	89%	False	False	865,289
100	5,066.50	4,167.50	899.00	18.1%	50.75	1.0%	89%	False	False	692,791
120	5,066.50	4,167.50	899.00	18.1%	50.25	1.0%	89%	False	False	577,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.08
Widest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	5,480.00
2.618	5,311.00
1.618	5,207.50
1.000	5,143.50
0.618	5,104.00
HIGH	5,040.00
0.618	5,000.50
0.500	4,988.25
0.382	4,976.00
LOW	4,936.50
0.618	4,872.50
1.000	4,833.00
1.618	4,769.00
2.618	4,665.50
4.250	4,496.50

Fisher Pivots for day following 13-Feb-2024
Pivot	1 day	3 day
R1	4,988.25	5,001.50
PP	4,982.50	4,991.50
S1	4,977.00	4,981.25

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

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