E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 5,049.50 5,016.50 -33.00 -0.7% 5,042.50
High 5,059.25 5,029.50 -29.75 -0.6% 5,066.50
Low 5,012.75 4,968.25 -44.50 -0.9% 4,936.50
Close 5,019.75 4,991.50 -28.25 -0.6% 5,019.75
Range 46.50 61.25 14.75 31.7% 130.00
ATR 48.90 49.78 0.88 1.8% 0.00
Volume 1,527,729 1,609,827 82,098 5.4% 7,775,770
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,180.25 5,147.00 5,025.25
R3 5,119.00 5,085.75 5,008.25
R2 5,057.75 5,057.75 5,002.75
R1 5,024.50 5,024.50 4,997.00 5,010.50
PP 4,996.50 4,996.50 4,996.50 4,989.50
S1 4,963.25 4,963.25 4,986.00 4,949.25
S2 4,935.25 4,935.25 4,980.25
S3 4,874.00 4,902.00 4,974.75
S4 4,812.75 4,840.75 4,957.75
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,397.50 5,338.75 5,091.25
R3 5,267.50 5,208.75 5,055.50
R2 5,137.50 5,137.50 5,043.50
R1 5,078.75 5,078.75 5,031.75 5,043.00
PP 5,007.50 5,007.50 5,007.50 4,989.75
S1 4,948.75 4,948.75 5,007.75 4,913.00
S2 4,877.50 4,877.50 4,996.00
S3 4,747.50 4,818.75 4,984.00
S4 4,617.50 4,688.75 4,948.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,059.25 4,936.50 122.75 2.5% 61.25 1.2% 45% False False 1,648,822
10 5,066.50 4,936.50 130.00 2.6% 46.50 0.9% 42% False False 1,419,895
20 5,066.50 4,866.00 200.50 4.0% 48.25 1.0% 63% False False 1,487,577
40 5,066.50 4,702.00 364.50 7.3% 47.25 0.9% 79% False False 1,482,029
60 5,066.50 4,593.00 473.50 9.5% 45.00 0.9% 84% False False 1,253,984
80 5,066.50 4,167.50 899.00 18.0% 46.75 0.9% 92% False False 941,633
100 5,066.50 4,167.50 899.00 18.0% 50.25 1.0% 92% False False 754,023
120 5,066.50 4,167.50 899.00 18.0% 49.75 1.0% 92% False False 628,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,289.75
2.618 5,189.75
1.618 5,128.50
1.000 5,090.75
0.618 5,067.25
HIGH 5,029.50
0.618 5,006.00
0.500 4,999.00
0.382 4,991.75
LOW 4,968.25
0.618 4,930.50
1.000 4,907.00
1.618 4,869.25
2.618 4,808.00
4.250 4,708.00
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 4,999.00 5,013.75
PP 4,996.50 5,006.25
S1 4,994.00 4,999.00

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

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