E-mini S&P 500 Future June 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	5,163.50	5,205.75	42.25	0.8%	5,157.75
High	5,211.00	5,220.00	9.00	0.2%	5,211.00
Low	5,150.50	5,194.25	43.75	0.8%	5,121.00
Close	5,208.00	5,200.75	-7.25	-0.1%	5,208.00
Range	60.50	25.75	-34.75	-57.4%	90.00
ATR	49.52	47.82	-1.70	-3.4%	0.00
Volume	18,556	19,950	1,394	7.5%	66,251

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,282.25	5,267.25	5,215.00
R3	5,256.50	5,241.50	5,207.75
R2	5,230.75	5,230.75	5,205.50
R1	5,215.75	5,215.75	5,203.00	5,210.50
PP	5,205.00	5,205.00	5,205.00	5,202.25
S1	5,190.00	5,190.00	5,198.50	5,184.50
S2	5,179.25	5,179.25	5,196.00
S3	5,153.50	5,164.25	5,193.75
S4	5,127.75	5,138.50	5,186.50

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,450.00	5,419.00	5,257.50
R3	5,360.00	5,329.00	5,232.75
R2	5,270.00	5,270.00	5,224.50
R1	5,239.00	5,239.00	5,216.25	5,254.50
PP	5,180.00	5,180.00	5,180.00	5,187.75
S1	5,149.00	5,149.00	5,199.75	5,164.50
S2	5,090.00	5,090.00	5,191.50
S3	5,000.00	5,059.00	5,183.25
S4	4,910.00	4,969.00	5,158.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,220.00	5,121.00	99.00	1.9%	38.75	0.7%	81%	True	False	15,884
10	5,220.00	5,017.75	202.25	3.9%	47.25	0.9%	90%	True	False	11,355
20	5,220.00	4,994.25	225.75	4.3%	46.00	0.9%	91%	True	False	8,726
40	5,220.00	4,754.50	465.50	9.0%	48.50	0.9%	96%	True	False	6,771
60	5,220.00	4,650.00	570.00	11.0%	46.50	0.9%	97%	True	False	5,244
80	5,220.00	4,454.00	766.00	14.7%	44.50	0.9%	97%	True	False	3,980
100	5,220.00	4,215.25	1,004.75	19.3%	46.50	0.9%	98%	True	False	3,230
120	5,220.00	4,215.25	1,004.75	19.3%	47.75	0.9%	98%	True	False	2,714

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	9.78
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5,329.50
2.618	5,287.50
1.618	5,261.75
1.000	5,245.75
0.618	5,236.00
HIGH	5,220.00
0.618	5,210.25
0.500	5,207.00
0.382	5,204.00
LOW	5,194.25
0.618	5,178.25
1.000	5,168.50
1.618	5,152.50
2.618	5,126.75
4.250	5,084.75

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	5,207.00	5,190.75
PP	5,205.00	5,180.50
S1	5,203.00	5,170.50

Download as Excel Spreadsheet

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

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