E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 15-Mar-2024
Day Change Summary
Previous Current
14-Mar-2024 15-Mar-2024 Change Change % Previous Week
Open 5,171.50 5,152.25 -19.25 -0.4% 5,132.50
High 5,189.50 5,167.00 -22.50 -0.4% 5,189.50
Low 5,124.25 5,101.67 -22.58 -0.4% 5,094.75
Close 5,153.75 5,101.67 -52.08 -1.0% 5,101.67
Range 65.25 65.33 0.08 0.1% 94.75
ATR 53.15 54.02 0.87 1.6% 0.00
Volume 476,074 41,591 -434,483 -91.3% 4,109,746
Daily Pivots for day following 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,319.50 5,276.00 5,137.50
R3 5,254.00 5,210.50 5,119.75
R2 5,188.75 5,188.75 5,113.75
R1 5,145.25 5,145.25 5,107.75 5,134.25
PP 5,123.50 5,123.50 5,123.50 5,118.00
S1 5,080.00 5,080.00 5,095.75 5,069.00
S2 5,058.00 5,058.00 5,089.75
S3 4,992.75 5,014.50 5,083.75
S4 4,927.50 4,949.25 5,065.75
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,413.00 5,352.00 5,153.75
R3 5,318.25 5,257.25 5,127.75
R2 5,223.50 5,223.50 5,119.00
R1 5,162.50 5,162.50 5,110.25 5,145.50
PP 5,128.75 5,128.75 5,128.75 5,120.25
S1 5,067.75 5,067.75 5,093.00 5,050.75
S2 5,034.00 5,034.00 5,084.25
S3 4,939.25 4,973.00 5,075.50
S4 4,844.50 4,878.25 5,049.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,189.50 5,094.75 94.75 1.9% 54.00 1.1% 7% False False 821,949
10 5,193.00 5,063.00 130.00 2.5% 57.50 1.1% 30% False False 1,377,812
20 5,193.00 4,959.00 234.00 4.6% 53.50 1.0% 61% False False 1,409,541
40 5,193.00 4,808.50 384.50 7.5% 50.50 1.0% 76% False False 1,450,940
60 5,193.00 4,702.00 491.00 9.6% 49.50 1.0% 81% False False 1,453,442
80 5,193.00 4,569.25 623.75 12.2% 46.75 0.9% 85% False False 1,253,766
100 5,193.00 4,167.50 1,025.50 20.1% 48.25 0.9% 91% False False 1,003,938
120 5,193.00 4,167.50 1,025.50 20.1% 51.00 1.0% 91% False False 837,169
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,444.75
2.618 5,338.00
1.618 5,272.75
1.000 5,232.25
0.618 5,207.25
HIGH 5,167.00
0.618 5,142.00
0.500 5,134.25
0.382 5,126.75
LOW 5,101.75
0.618 5,061.25
1.000 5,036.25
1.618 4,996.00
2.618 4,930.75
4.250 4,824.00
Fisher Pivots for day following 15-Mar-2024
Pivot 1 day 3 day
R1 5,134.25 5,145.50
PP 5,123.50 5,131.00
S1 5,112.50 5,116.25

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

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