E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 5,016.50 4,990.00 -26.50 -0.5% 5,042.50
High 5,029.50 5,020.50 -9.00 -0.2% 5,066.50
Low 4,968.25 4,959.00 -9.25 -0.2% 4,936.50
Close 4,991.50 4,996.25 4.75 0.1% 5,019.75
Range 61.25 61.50 0.25 0.4% 130.00
ATR 49.78 50.62 0.84 1.7% 0.00
Volume 1,609,827 1,485,687 -124,140 -7.7% 7,775,770
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,176.50 5,147.75 5,030.00
R3 5,115.00 5,086.25 5,013.25
R2 5,053.50 5,053.50 5,007.50
R1 5,024.75 5,024.75 5,002.00 5,039.00
PP 4,992.00 4,992.00 4,992.00 4,999.00
S1 4,963.25 4,963.25 4,990.50 4,977.50
S2 4,930.50 4,930.50 4,985.00
S3 4,869.00 4,901.75 4,979.25
S4 4,807.50 4,840.25 4,962.50
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 4,959.00 100.25 2.0% 52.75 1.1% 37% False True 1,523,414
10 5,066.50 4,936.50 130.00 2.6% 50.50 1.0% 46% False False 1,441,722
20 5,066.50 4,866.00 200.50 4.0% 50.00 1.0% 65% False False 1,505,324
40 5,066.50 4,702.00 364.50 7.3% 47.50 1.0% 81% False False 1,476,994
60 5,066.50 4,594.00 472.50 9.5% 45.50 0.9% 85% False False 1,278,619
80 5,066.50 4,167.50 899.00 18.0% 46.75 0.9% 92% False False 960,142
100 5,066.50 4,167.50 899.00 18.0% 50.50 1.0% 92% False False 768,836
120 5,066.50 4,167.50 899.00 18.0% 49.50 1.0% 92% False False 640,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.95
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,282.00
2.618 5,181.50
1.618 5,120.00
1.000 5,082.00
0.618 5,058.50
HIGH 5,020.50
0.618 4,997.00
0.500 4,989.75
0.382 4,982.50
LOW 4,959.00
0.618 4,921.00
1.000 4,897.50
1.618 4,859.50
2.618 4,798.00
4.250 4,697.50
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 4,994.00 5,009.00
PP 4,992.00 5,004.75
S1 4,989.75 5,000.50

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

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