E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 29-Feb-2024

Day Change Summary
	Previous	Current
	28-Feb-2024	29-Feb-2024	Change	Change %	Previous Week
Open	5,090.75	5,072.00	-18.75	-0.4%	5,016.50
High	5,091.25	5,114.50	23.25	0.5%	5,123.50
Low	5,063.25	5,060.00	-3.25	-0.1%	4,959.00
Close	5,081.00	5,103.75	22.75	0.4%	5,101.50
Range	28.00	54.50	26.50	94.6%	164.50
ATR	48.35	48.79	0.44	0.9%	0.00
Volume	1,201,011	1,790,702	589,691	49.1%	6,174,433

Daily Pivots for day following 29-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,256.25	5,234.50	5,133.75
R3	5,201.75	5,180.00	5,118.75
R2	5,147.25	5,147.25	5,113.75
R1	5,125.50	5,125.50	5,108.75	5,136.50
PP	5,092.75	5,092.75	5,092.75	5,098.25
S1	5,071.00	5,071.00	5,098.75	5,082.00
S2	5,038.25	5,038.25	5,093.75
S3	4,983.75	5,016.50	5,088.75
S4	4,929.25	4,962.00	5,073.75

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	5,060.00	63.50	1.2%	34.25	0.7%	69%	False	True	1,290,652
10	5,123.50	4,959.00	164.50	3.2%	47.50	0.9%	88%	False	False	1,417,713
20	5,123.50	4,872.50	251.00	4.9%	50.00	1.0%	92%	False	False	1,458,737
40	5,123.50	4,702.00	421.50	8.3%	49.00	1.0%	95%	False	False	1,508,195
60	5,123.50	4,599.00	524.50	10.3%	46.75	0.9%	96%	False	False	1,413,946
80	5,123.50	4,373.25	750.25	14.7%	45.25	0.9%	97%	False	False	1,062,129
100	5,123.50	4,167.50	956.00	18.7%	49.25	1.0%	98%	False	False	850,560
120	5,123.50	4,167.50	956.00	18.7%	50.00	1.0%	98%	False	False	709,173

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.88
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,346.00
2.618	5,257.25
1.618	5,202.75
1.000	5,169.00
0.618	5,148.25
HIGH	5,114.50
0.618	5,093.75
0.500	5,087.25
0.382	5,080.75
LOW	5,060.00
0.618	5,026.25
1.000	5,005.50
1.618	4,971.75
2.618	4,917.25
4.250	4,828.50

Fisher Pivots for day following 29-Feb-2024
Pivot	1 day	3 day
R1	5,098.25	5,098.25
PP	5,092.75	5,092.75
S1	5,087.25	5,087.25

Download as Excel Spreadsheet

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

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