E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 04-Mar-2024
Day Change Summary
Previous Current
01-Mar-2024 04-Mar-2024 Change Change % Previous Week
Open 5,101.50 5,142.00 40.50 0.8% 5,095.00
High 5,149.25 5,157.75 8.50 0.2% 5,149.25
Low 5,089.25 5,132.00 42.75 0.8% 5,060.00
Close 5,146.00 5,138.25 -7.75 -0.2% 5,146.00
Range 60.00 25.75 -34.25 -57.1% 89.25
ATR 49.59 47.89 -1.70 -3.4% 0.00
Volume 1,597,331 1,208,040 -389,291 -24.4% 6,710,545
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,220.00 5,204.75 5,152.50
R3 5,194.25 5,179.00 5,145.25
R2 5,168.50 5,168.50 5,143.00
R1 5,153.25 5,153.25 5,140.50 5,148.00
PP 5,142.75 5,142.75 5,142.75 5,140.00
S1 5,127.50 5,127.50 5,136.00 5,122.25
S2 5,117.00 5,117.00 5,133.50
S3 5,091.25 5,101.75 5,131.25
S4 5,065.50 5,076.00 5,124.00
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,386.25 5,355.25 5,195.00
R3 5,297.00 5,266.00 5,170.50
R2 5,207.75 5,207.75 5,162.25
R1 5,176.75 5,176.75 5,154.25 5,192.25
PP 5,118.50 5,118.50 5,118.50 5,126.00
S1 5,087.50 5,087.50 5,137.75 5,103.00
S2 5,029.25 5,029.25 5,129.75
S3 4,940.00 4,998.25 5,121.50
S4 4,850.75 4,909.00 5,097.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,157.75 5,060.00 97.75 1.9% 38.75 0.8% 80% True False 1,364,780
10 5,157.75 4,959.00 198.75 3.9% 47.25 0.9% 90% True False 1,409,301
20 5,157.75 4,936.50 221.25 4.3% 46.00 0.9% 91% True False 1,409,341
40 5,157.75 4,702.00 455.75 8.9% 48.75 1.0% 96% True False 1,500,766
60 5,157.75 4,599.00 558.75 10.9% 47.00 0.9% 97% True False 1,458,978
80 5,157.75 4,402.00 755.75 14.7% 45.25 0.9% 97% True False 1,097,114
100 5,157.75 4,167.50 990.25 19.3% 48.25 0.9% 98% True False 878,549
120 5,157.75 4,167.50 990.25 19.3% 50.00 1.0% 98% True False 732,543
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 10.48
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,267.25
2.618 5,225.25
1.618 5,199.50
1.000 5,183.50
0.618 5,173.75
HIGH 5,157.75
0.618 5,148.00
0.500 5,145.00
0.382 5,141.75
LOW 5,132.00
0.618 5,116.00
1.000 5,106.25
1.618 5,090.25
2.618 5,064.50
4.250 5,022.50
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 5,145.00 5,128.50
PP 5,142.75 5,118.75
S1 5,140.50 5,109.00

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

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