E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 23-Feb-2024

Day Change Summary
	Previous	Current
	22-Feb-2024	23-Feb-2024	Change	Change %	Previous Week
Open	5,016.00	5,094.25	78.25	1.6%	5,016.50
High	5,107.75	5,123.50	15.75	0.3%	5,123.50
Low	5,015.25	5,092.00	76.75	1.5%	4,959.00
Close	5,097.75	5,101.50	3.75	0.1%	5,101.50
Range	92.50	31.50	-61.00	-65.9%	164.50
ATR	54.97	53.29	-1.68	-3.0%	0.00
Volume	1,738,869	1,340,050	-398,819	-22.9%	6,174,433

Daily Pivots for day following 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,200.25	5,182.25	5,118.75
R3	5,168.75	5,150.75	5,110.25
R2	5,137.25	5,137.25	5,107.25
R1	5,119.25	5,119.25	5,104.50	5,128.25
PP	5,105.75	5,105.75	5,105.75	5,110.00
S1	5,087.75	5,087.75	5,098.50	5,096.75
S2	5,074.25	5,074.25	5,095.75
S3	5,042.75	5,056.25	5,092.75
S4	5,011.25	5,024.75	5,084.25

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,554.75	5,492.75	5,192.00
R3	5,390.25	5,328.25	5,146.75
R2	5,225.75	5,225.75	5,131.75
R1	5,163.75	5,163.75	5,116.50	5,194.75
PP	5,061.25	5,061.25	5,061.25	5,077.00
S1	4,999.25	4,999.25	5,086.50	5,030.25
S2	4,896.75	4,896.75	5,071.25
S3	4,732.25	4,834.75	5,056.25
S4	4,567.75	4,670.25	5,011.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,123.50	4,959.00	164.50	3.2%	58.75	1.1%	87%	True	False	1,540,432
10	5,123.50	4,936.50	187.00	3.7%	56.25	1.1%	88%	True	False	1,516,253
20	5,123.50	4,866.00	257.50	5.0%	52.25	1.0%	91%	True	False	1,503,328
40	5,123.50	4,702.00	421.50	8.3%	49.00	1.0%	95%	True	False	1,503,595
60	5,123.50	4,594.00	529.50	10.4%	47.00	0.9%	96%	True	False	1,329,735
80	5,123.50	4,188.50	935.00	18.3%	46.75	0.9%	98%	True	False	998,454
100	5,123.50	4,167.50	956.00	18.7%	50.50	1.0%	98%	True	False	799,570
120	5,123.50	4,167.50	956.00	18.7%	50.00	1.0%	98%	True	False	666,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.68
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5,257.50
2.618	5,206.00
1.618	5,174.50
1.000	5,155.00
0.618	5,143.00
HIGH	5,123.50
0.618	5,111.50
0.500	5,107.75
0.382	5,104.00
LOW	5,092.00
0.618	5,072.50
1.000	5,060.50
1.618	5,041.00
2.618	5,009.50
4.250	4,958.00

Fisher Pivots for day following 23-Feb-2024
Pivot	1 day	3 day
R1	5,107.75	5,081.50
PP	5,105.75	5,061.25
S1	5,103.50	5,041.25

Download as Excel Spreadsheet

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

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