E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 5,077.50 5,090.75 13.25 0.3% 5,016.50
High 5,093.00 5,091.25 -1.75 0.0% 5,123.50
Low 5,067.00 5,063.25 -3.75 -0.1% 4,959.00
Close 5,090.00 5,081.00 -9.00 -0.2% 5,101.50
Range 26.00 28.00 2.00 7.7% 164.50
ATR 49.91 48.35 -1.57 -3.1% 0.00
Volume 1,026,819 1,201,011 174,192 17.0% 6,174,433
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,162.50 5,149.75 5,096.50
R3 5,134.50 5,121.75 5,088.75
R2 5,106.50 5,106.50 5,086.25
R1 5,093.75 5,093.75 5,083.50 5,086.00
PP 5,078.50 5,078.50 5,078.50 5,074.75
S1 5,065.75 5,065.75 5,078.50 5,058.00
S2 5,050.50 5,050.50 5,075.75
S3 5,022.50 5,037.75 5,073.25
S4 4,994.50 5,009.75 5,065.50
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,554.75 5,492.75 5,192.00
R3 5,390.25 5,328.25 5,146.75
R2 5,225.75 5,225.75 5,131.75
R1 5,163.75 5,163.75 5,116.50 5,194.75
PP 5,061.25 5,061.25 5,061.25 5,077.00
S1 4,999.25 4,999.25 5,086.50 5,030.25
S2 4,896.75 4,896.75 5,071.25
S3 4,732.25 4,834.75 5,056.25
S4 4,567.75 4,670.25 5,011.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,123.50 5,015.25 108.25 2.1% 42.00 0.8% 61% False False 1,280,286
10 5,123.50 4,959.00 164.50 3.2% 47.25 0.9% 74% False False 1,401,850
20 5,123.50 4,866.00 257.50 5.1% 50.75 1.0% 83% False False 1,483,502
40 5,123.50 4,702.00 421.50 8.3% 49.25 1.0% 90% False False 1,505,381
60 5,123.50 4,599.00 524.50 10.3% 46.75 0.9% 92% False False 1,384,545
80 5,123.50 4,303.50 820.00 16.1% 45.50 0.9% 95% False False 1,039,815
100 5,123.50 4,167.50 956.00 18.8% 49.25 1.0% 96% False False 832,685
120 5,123.50 4,167.50 956.00 18.8% 49.75 1.0% 96% False False 694,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,210.25
2.618 5,164.50
1.618 5,136.50
1.000 5,119.25
0.618 5,108.50
HIGH 5,091.25
0.618 5,080.50
0.500 5,077.25
0.382 5,074.00
LOW 5,063.25
0.618 5,046.00
1.000 5,035.25
1.618 5,018.00
2.618 4,990.00
4.250 4,944.25
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 5,079.75 5,085.50
PP 5,078.50 5,084.00
S1 5,077.25 5,082.50

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

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