E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 22-Feb-2024
Day Change Summary
Previous Current
21-Feb-2024 22-Feb-2024 Change Change % Previous Week
Open 4,990.00 5,016.00 26.00 0.5% 5,042.50
High 5,020.50 5,107.75 87.25 1.7% 5,066.50
Low 4,959.00 5,015.25 56.25 1.1% 4,936.50
Close 4,996.25 5,097.75 101.50 2.0% 5,019.75
Range 61.50 92.50 31.00 50.4% 130.00
ATR 50.62 54.97 4.35 8.6% 0.00
Volume 1,485,687 1,738,869 253,182 17.0% 7,775,770
Daily Pivots for day following 22-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,351.00 5,317.00 5,148.50
R3 5,258.50 5,224.50 5,123.25
R2 5,166.00 5,166.00 5,114.75
R1 5,132.00 5,132.00 5,106.25 5,149.00
PP 5,073.50 5,073.50 5,073.50 5,082.00
S1 5,039.50 5,039.50 5,089.25 5,056.50
S2 4,981.00 4,981.00 5,080.75
S3 4,888.50 4,947.00 5,072.25
S4 4,796.00 4,854.50 5,047.00
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 5,107.75 4,959.00 148.75 2.9% 60.50 1.2% 93% True False 1,544,773
10 5,107.75 4,936.50 171.25 3.4% 54.75 1.1% 94% True False 1,481,992
20 5,107.75 4,866.00 241.75 4.7% 52.25 1.0% 96% True False 1,512,926
40 5,107.75 4,702.00 405.75 8.0% 49.00 1.0% 98% True False 1,487,299
60 5,107.75 4,594.00 513.75 10.1% 46.75 0.9% 98% True False 1,307,537
80 5,107.75 4,167.50 940.25 18.4% 47.25 0.9% 99% True False 981,776
100 5,107.75 4,167.50 940.25 18.4% 50.75 1.0% 99% True False 786,200
120 5,107.75 4,167.50 940.25 18.4% 50.00 1.0% 99% True False 655,405
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 8.88
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,501.00
2.618 5,350.00
1.618 5,257.50
1.000 5,200.25
0.618 5,165.00
HIGH 5,107.75
0.618 5,072.50
0.500 5,061.50
0.382 5,050.50
LOW 5,015.25
0.618 4,958.00
1.000 4,922.75
1.618 4,865.50
2.618 4,773.00
4.250 4,622.00
Fisher Pivots for day following 22-Feb-2024
Pivot 1 day 3 day
R1 5,085.75 5,076.25
PP 5,073.50 5,054.75
S1 5,061.50 5,033.50

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

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