E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 22-Feb-2024

Day Change Summary
	Previous	Current
	21-Feb-2024	22-Feb-2024	Change	Change %	Previous Week
Open	4,990.00	5,016.00	26.00	0.5%	5,042.50
High	5,020.50	5,107.75	87.25	1.7%	5,066.50
Low	4,959.00	5,015.25	56.25	1.1%	4,936.50
Close	4,996.25	5,097.75	101.50	2.0%	5,019.75
Range	61.50	92.50	31.00	50.4%	130.00
ATR	50.62	54.97	4.35	8.6%	0.00
Volume	1,485,687	1,738,869	253,182	17.0%	7,775,770

Daily Pivots for day following 22-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,351.00	5,317.00	5,148.50
R3	5,258.50	5,224.50	5,123.25
R2	5,166.00	5,166.00	5,114.75
R1	5,132.00	5,132.00	5,106.25	5,149.00
PP	5,073.50	5,073.50	5,073.50	5,082.00
S1	5,039.50	5,039.50	5,089.25	5,056.50
S2	4,981.00	4,981.00	5,080.75
S3	4,888.50	4,947.00	5,072.25
S4	4,796.00	4,854.50	5,047.00

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	5,107.75	4,959.00	148.75	2.9%	60.50	1.2%	93%	True	False	1,544,773
10	5,107.75	4,936.50	171.25	3.4%	54.75	1.1%	94%	True	False	1,481,992
20	5,107.75	4,866.00	241.75	4.7%	52.25	1.0%	96%	True	False	1,512,926
40	5,107.75	4,702.00	405.75	8.0%	49.00	1.0%	98%	True	False	1,487,299
60	5,107.75	4,594.00	513.75	10.1%	46.75	0.9%	98%	True	False	1,307,537
80	5,107.75	4,167.50	940.25	18.4%	47.25	0.9%	99%	True	False	981,776
100	5,107.75	4,167.50	940.25	18.4%	50.75	1.0%	99%	True	False	786,200
120	5,107.75	4,167.50	940.25	18.4%	50.00	1.0%	99%	True	False	655,405

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	8.88
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,501.00
2.618	5,350.00
1.618	5,257.50
1.000	5,200.25
0.618	5,165.00
HIGH	5,107.75
0.618	5,072.50
0.500	5,061.50
0.382	5,050.50
LOW	5,015.25
0.618	4,958.00
1.000	4,922.75
1.618	4,865.50
2.618	4,773.00
4.250	4,622.00

Fisher Pivots for day following 22-Feb-2024
Pivot	1 day	3 day
R1	5,085.75	5,076.25
PP	5,073.50	5,054.75
S1	5,061.50	5,033.50

Download as Excel Spreadsheet

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

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