E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	5,095.00	5,077.50	-17.50	-0.3%	5,016.50
High	5,108.00	5,093.00	-15.00	-0.3%	5,123.50
Low	5,076.25	5,067.00	-9.25	-0.2%	4,959.00
Close	5,080.25	5,090.00	9.75	0.2%	5,101.50
Range	31.75	26.00	-5.75	-18.1%	164.50
ATR	51.75	49.91	-1.84	-3.6%	0.00
Volume	1,094,682	1,026,819	-67,863	-6.2%	6,174,433

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,161.25	5,151.75	5,104.25
R3	5,135.25	5,125.75	5,097.25
R2	5,109.25	5,109.25	5,094.75
R1	5,099.75	5,099.75	5,092.50	5,104.50
PP	5,083.25	5,083.25	5,083.25	5,085.75
S1	5,073.75	5,073.75	5,087.50	5,078.50
S2	5,057.25	5,057.25	5,085.25
S3	5,031.25	5,047.75	5,082.75
S4	5,005.25	5,021.75	5,075.75

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%	48.75	1.0%	80%	False	False	1,337,221
10	5,123.50	4,936.50	187.00	3.7%	55.00	1.1%	82%	False	False	1,493,021
20	5,123.50	4,866.00	257.50	5.1%	50.50	1.0%	87%	False	False	1,481,323
40	5,123.50	4,702.00	421.50	8.3%	49.50	1.0%	92%	False	False	1,507,399
60	5,123.50	4,594.00	529.50	10.4%	46.75	0.9%	94%	False	False	1,364,792
80	5,123.50	4,237.50	886.00	17.4%	46.25	0.9%	96%	False	False	1,024,852
100	5,123.50	4,167.50	956.00	18.8%	49.75	1.0%	96%	False	False	820,720
120	5,123.50	4,167.50	956.00	18.8%	50.00	1.0%	96%	False	False	684,248

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.78
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5,203.50
2.618	5,161.00
1.618	5,135.00
1.000	5,119.00
0.618	5,109.00
HIGH	5,093.00
0.618	5,083.00
0.500	5,080.00
0.382	5,077.00
LOW	5,067.00
0.618	5,051.00
1.000	5,041.00
1.618	5,025.00
2.618	4,999.00
4.250	4,956.50

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	5,086.75	5,095.25
PP	5,083.25	5,093.50
S1	5,080.00	5,091.75

Download as Excel Spreadsheet

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

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