E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 13-Feb-2024
Day Change Summary
Previous Current
12-Feb-2024 13-Feb-2024 Change Change % Previous Week
Open 5,042.50 5,034.00 -8.50 -0.2% 4,976.00
High 5,066.50 5,040.00 -26.50 -0.5% 5,048.50
Low 5,031.50 4,936.50 -95.00 -1.9% 4,937.75
Close 5,041.25 4,971.25 -70.00 -1.4% 5,044.00
Range 35.00 103.50 68.50 195.7% 110.75
ATR 45.16 49.42 4.26 9.4% 0.00
Volume 1,141,487 2,112,726 971,239 85.1% 6,318,034
Daily Pivots for day following 13-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,293.00 5,235.75 5,028.25
R3 5,189.50 5,132.25 4,999.75
R2 5,086.00 5,086.00 4,990.25
R1 5,028.75 5,028.75 4,980.75 5,005.50
PP 4,982.50 4,982.50 4,982.50 4,971.00
S1 4,925.25 4,925.25 4,961.75 4,902.00
S2 4,879.00 4,879.00 4,952.25
S3 4,775.50 4,821.75 4,942.75
S4 4,672.00 4,718.25 4,914.25
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,342.25 5,304.00 5,105.00
R3 5,231.50 5,193.25 5,074.50
R2 5,120.75 5,120.75 5,064.25
R1 5,082.50 5,082.50 5,054.25 5,101.50
PP 5,010.00 5,010.00 5,010.00 5,019.75
S1 4,971.75 4,971.75 5,033.75 4,991.00
S2 4,899.25 4,899.25 5,023.75
S3 4,788.50 4,861.00 5,013.50
S4 4,677.75 4,750.25 4,983.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,066.50 4,936.50 130.00 2.6% 48.00 1.0% 27% False True 1,360,030
10 5,066.50 4,866.00 200.50 4.0% 54.25 1.1% 52% False False 1,565,154
20 5,066.50 4,746.25 320.25 6.4% 48.00 1.0% 70% False False 1,513,162
40 5,066.50 4,702.00 364.50 7.3% 46.75 0.9% 74% False False 1,474,069
60 5,066.50 4,550.75 515.75 10.4% 44.00 0.9% 82% False False 1,152,057
80 5,066.50 4,167.50 899.00 18.1% 47.50 1.0% 89% False False 865,289
100 5,066.50 4,167.50 899.00 18.1% 50.75 1.0% 89% False False 692,791
120 5,066.50 4,167.50 899.00 18.1% 50.25 1.0% 89% False False 577,455
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 7.08
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 5,480.00
2.618 5,311.00
1.618 5,207.50
1.000 5,143.50
0.618 5,104.00
HIGH 5,040.00
0.618 5,000.50
0.500 4,988.25
0.382 4,976.00
LOW 4,936.50
0.618 4,872.50
1.000 4,833.00
1.618 4,769.00
2.618 4,665.50
4.250 4,496.50
Fisher Pivots for day following 13-Feb-2024
Pivot 1 day 3 day
R1 4,988.25 5,001.50
PP 4,982.50 4,991.50
S1 4,977.00 4,981.25

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

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