E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 05-Mar-2024

Day Change Summary
	Previous	Current
	04-Mar-2024	05-Mar-2024	Change	Change %	Previous Week
Open	5,205.75	5,196.25	-9.50	-0.2%	5,157.75
High	5,220.00	5,197.25	-22.75	-0.4%	5,211.00
Low	5,194.25	5,124.25	-70.00	-1.3%	5,121.00
Close	5,200.75	5,147.25	-53.50	-1.0%	5,208.00
Range	25.75	73.00	47.25	183.5%	90.00
ATR	47.82	49.87	2.05	4.3%	0.00
Volume	19,950	62,870	42,920	215.1%	66,251

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,375.25	5,334.25	5,187.50
R3	5,302.25	5,261.25	5,167.25
R2	5,229.25	5,229.25	5,160.75
R1	5,188.25	5,188.25	5,154.00	5,172.25
PP	5,156.25	5,156.25	5,156.25	5,148.25
S1	5,115.25	5,115.25	5,140.50	5,099.25
S2	5,083.25	5,083.25	5,133.75
S3	5,010.25	5,042.25	5,127.25
S4	4,937.25	4,969.25	5,107.00

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%	48.25	0.9%	27%	False	False	26,854
10	5,220.00	5,017.75	202.25	3.9%	48.50	0.9%	64%	False	False	17,277
20	5,220.00	4,994.25	225.75	4.4%	47.50	0.9%	68%	False	False	11,610
40	5,220.00	4,767.25	452.75	8.8%	49.00	1.0%	84%	False	False	8,145
60	5,220.00	4,650.00	570.00	11.1%	46.75	0.9%	87%	False	False	6,289
80	5,220.00	4,454.00	766.00	14.9%	45.00	0.9%	91%	False	False	4,762
100	5,220.00	4,215.25	1,004.75	19.5%	47.00	0.9%	93%	False	False	3,858
120	5,220.00	4,215.25	1,004.75	19.5%	48.25	0.9%	93%	False	False	3,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.23
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,507.50
2.618	5,388.25
1.618	5,315.25
1.000	5,270.25
0.618	5,242.25
HIGH	5,197.25
0.618	5,169.25
0.500	5,160.75
0.382	5,152.25
LOW	5,124.25
0.618	5,079.25
1.000	5,051.25
1.618	5,006.25
2.618	4,933.25
4.250	4,814.00

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	5,160.75	5,172.00
PP	5,156.25	5,163.75
S1	5,151.75	5,155.50

Download as Excel Spreadsheet

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

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