E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	5,129.00	5,176.00	47.00	0.9%	5,142.00
High	5,183.00	5,183.75	0.75	0.0%	5,193.00
Low	5,112.75	5,153.00	40.25	0.8%	5,063.00
Close	5,177.25	5,168.00	-9.25	-0.2%	5,129.00
Range	70.25	30.75	-39.50	-56.2%	130.00
ATR	53.87	52.22	-1.65	-3.1%	0.00
Volume	1,211,911	540,170	-671,741	-55.4%	9,668,378

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,260.50	5,245.00	5,185.00
R3	5,229.75	5,214.25	5,176.50
R2	5,199.00	5,199.00	5,173.75
R1	5,183.50	5,183.50	5,170.75	5,176.00
PP	5,168.25	5,168.25	5,168.25	5,164.50
S1	5,152.75	5,152.75	5,165.25	5,145.00
S2	5,137.50	5,137.50	5,162.25
S3	5,106.75	5,122.00	5,159.50
S4	5,076.00	5,091.25	5,151.00

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,518.25	5,453.75	5,200.50
R3	5,388.25	5,323.75	5,164.75
R2	5,258.25	5,258.25	5,152.75
R1	5,193.75	5,193.75	5,141.00	5,161.00
PP	5,128.25	5,128.25	5,128.25	5,112.00
S1	5,063.75	5,063.75	5,117.00	5,031.00
S2	4,998.25	4,998.25	5,105.25
S3	4,868.25	4,933.75	5,093.25
S4	4,738.25	4,803.75	5,057.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,193.00	5,086.50	106.50	2.1%	59.00	1.1%	77%	False	False	1,634,085
10	5,193.00	5,060.00	133.00	2.6%	55.75	1.1%	81%	False	False	1,664,849
20	5,193.00	4,959.00	234.00	4.5%	51.50	1.0%	89%	False	False	1,533,349
40	5,193.00	4,746.25	446.75	8.6%	49.75	1.0%	94%	False	False	1,523,255
60	5,193.00	4,702.00	491.00	9.5%	48.50	0.9%	95%	False	False	1,493,829
80	5,193.00	4,550.75	642.25	12.4%	45.75	0.9%	96%	False	False	1,247,380
100	5,193.00	4,167.50	1,025.50	19.8%	48.25	0.9%	98%	False	False	998,901
120	5,193.00	4,167.50	1,025.50	19.8%	51.00	1.0%	98%	False	False	832,884

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	12.95
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,314.50
2.618	5,264.25
1.618	5,233.50
1.000	5,214.50
0.618	5,202.75
HIGH	5,183.75
0.618	5,172.00
0.500	5,168.50
0.382	5,164.75
LOW	5,153.00
0.618	5,134.00
1.000	5,122.25
1.618	5,103.25
2.618	5,072.50
4.250	5,022.25

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	5,168.50	5,158.50
PP	5,168.25	5,148.75
S1	5,168.00	5,139.25

Download as Excel Spreadsheet

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

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