E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 05-Feb-2024
Day Change Summary
Previous Current
02-Feb-2024 05-Feb-2024 Change Change % Previous Week
Open 4,952.75 4,976.00 23.25 0.5% 4,908.75
High 4,997.75 4,980.75 -17.00 -0.3% 4,997.75
Low 4,925.75 4,937.75 12.00 0.2% 4,866.00
Close 4,980.25 4,962.00 -18.25 -0.4% 4,980.25
Range 72.00 43.00 -29.00 -40.3% 131.75
ATR 51.58 50.97 -0.61 -1.2% 0.00
Volume 1,957,796 1,504,676 -453,120 -23.1% 8,434,713
Daily Pivots for day following 05-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,089.25 5,068.50 4,985.75
R3 5,046.25 5,025.50 4,973.75
R2 5,003.25 5,003.25 4,970.00
R1 4,982.50 4,982.50 4,966.00 4,971.50
PP 4,960.25 4,960.25 4,960.25 4,954.50
S1 4,939.50 4,939.50 4,958.00 4,928.50
S2 4,917.25 4,917.25 4,954.00
S3 4,874.25 4,896.50 4,950.25
S4 4,831.25 4,853.50 4,938.25
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,343.25 5,293.50 5,052.75
R3 5,211.50 5,161.75 5,016.50
R2 5,079.75 5,079.75 5,004.50
R1 5,030.00 5,030.00 4,992.25 5,055.00
PP 4,948.00 4,948.00 4,948.00 4,960.50
S1 4,898.25 4,898.25 4,968.25 4,923.00
S2 4,816.25 4,816.25 4,956.00
S3 4,684.50 4,766.50 4,944.00
S4 4,552.75 4,634.75 4,907.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,997.75 4,866.00 131.75 2.7% 60.50 1.2% 73% False False 1,748,280
10 4,997.75 4,866.00 131.75 2.7% 49.75 1.0% 73% False False 1,555,260
20 4,997.75 4,715.25 282.50 5.7% 51.00 1.0% 87% False False 1,579,063
40 4,997.75 4,599.00 398.75 8.0% 47.25 1.0% 91% False False 1,519,045
60 4,997.75 4,402.00 595.75 12.0% 45.00 0.9% 94% False False 1,018,093
80 4,997.75 4,167.50 830.25 16.7% 48.75 1.0% 96% False False 764,629
100 4,997.75 4,167.50 830.25 16.7% 51.00 1.0% 96% False False 612,215
120 4,997.75 4,167.50 830.25 16.7% 50.50 1.0% 96% False False 510,234
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,163.50
2.618 5,093.25
1.618 5,050.25
1.000 5,023.75
0.618 5,007.25
HIGH 4,980.75
0.618 4,964.25
0.500 4,959.25
0.382 4,954.25
LOW 4,937.75
0.618 4,911.25
1.000 4,894.75
1.618 4,868.25
2.618 4,825.25
4.250 4,755.00
Fisher Pivots for day following 05-Feb-2024
Pivot 1 day 3 day
R1 4,961.00 4,953.00
PP 4,960.25 4,944.00
S1 4,959.25 4,935.00

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

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