E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	5,016.50	4,990.00	-26.50	-0.5%	5,042.50
High	5,029.50	5,020.50	-9.00	-0.2%	5,066.50
Low	4,968.25	4,959.00	-9.25	-0.2%	4,936.50
Close	4,991.50	4,996.25	4.75	0.1%	5,019.75
Range	61.25	61.50	0.25	0.4%	130.00
ATR	49.78	50.62	0.84	1.7%	0.00
Volume	1,609,827	1,485,687	-124,140	-7.7%	7,775,770

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,176.50	5,147.75	5,030.00
R3	5,115.00	5,086.25	5,013.25
R2	5,053.50	5,053.50	5,007.50
R1	5,024.75	5,024.75	5,002.00	5,039.00
PP	4,992.00	4,992.00	4,992.00	4,999.00
S1	4,963.25	4,963.25	4,990.50	4,977.50
S2	4,930.50	4,930.50	4,985.00
S3	4,869.00	4,901.75	4,979.25
S4	4,807.50	4,840.25	4,962.50

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,397.50	5,338.75	5,091.25
R3	5,267.50	5,208.75	5,055.50
R2	5,137.50	5,137.50	5,043.50
R1	5,078.75	5,078.75	5,031.75	5,043.00
PP	5,007.50	5,007.50	5,007.50	4,989.75
S1	4,948.75	4,948.75	5,007.75	4,913.00
S2	4,877.50	4,877.50	4,996.00
S3	4,747.50	4,818.75	4,984.00
S4	4,617.50	4,688.75	4,948.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,059.25	4,959.00	100.25	2.0%	52.75	1.1%	37%	False	True	1,523,414
10	5,066.50	4,936.50	130.00	2.6%	50.50	1.0%	46%	False	False	1,441,722
20	5,066.50	4,866.00	200.50	4.0%	50.00	1.0%	65%	False	False	1,505,324
40	5,066.50	4,702.00	364.50	7.3%	47.50	1.0%	81%	False	False	1,476,994
60	5,066.50	4,594.00	472.50	9.5%	45.50	0.9%	85%	False	False	1,278,619
80	5,066.50	4,167.50	899.00	18.0%	46.75	0.9%	92%	False	False	960,142
100	5,066.50	4,167.50	899.00	18.0%	50.50	1.0%	92%	False	False	768,836
120	5,066.50	4,167.50	899.00	18.0%	49.50	1.0%	92%	False	False	640,917

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.95
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,282.00
2.618	5,181.50
1.618	5,120.00
1.000	5,082.00
0.618	5,058.50
HIGH	5,020.50
0.618	4,997.00
0.500	4,989.75
0.382	4,982.50
LOW	4,959.00
0.618	4,921.00
1.000	4,897.50
1.618	4,859.50
2.618	4,798.00
4.250	4,697.50

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	4,994.00	5,009.00
PP	4,992.00	5,004.75
S1	4,989.75	5,000.50

Download as Excel Spreadsheet

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

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