E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 08-Mar-2024
Day Change Summary
Previous Current
07-Mar-2024 08-Mar-2024 Change Change % Previous Week
Open 5,260.00 5,335.00 75.00 1.4% 5,302.00
High 5,336.50 5,363.75 27.25 0.5% 5,363.75
Low 5,260.00 5,293.75 33.75 0.6% 5,233.50
Close 5,330.25 5,297.25 -33.00 -0.6% 5,297.25
Range 76.50 70.00 -6.50 -8.5% 130.25
ATR 43.82 45.69 1.87 4.3% 0.00
Volume 437 134 -303 -69.3% 1,743
Daily Pivots for day following 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,528.25 5,482.75 5,335.75
R3 5,458.25 5,412.75 5,316.50
R2 5,388.25 5,388.25 5,310.00
R1 5,342.75 5,342.75 5,303.75 5,330.50
PP 5,318.25 5,318.25 5,318.25 5,312.00
S1 5,272.75 5,272.75 5,290.75 5,260.50
S2 5,248.25 5,248.25 5,284.50
S3 5,178.25 5,202.75 5,278.00
S4 5,108.25 5,132.75 5,258.75
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,689.00 5,623.25 5,369.00
R3 5,558.75 5,493.00 5,333.00
R2 5,428.50 5,428.50 5,321.25
R1 5,362.75 5,362.75 5,309.25 5,330.50
PP 5,298.25 5,298.25 5,298.25 5,282.00
S1 5,232.50 5,232.50 5,285.25 5,200.25
S2 5,168.00 5,168.00 5,273.25
S3 5,037.75 5,102.25 5,261.50
S4 4,907.50 4,972.00 5,225.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,363.75 5,233.50 130.25 2.5% 54.25 1.0% 49% True False 348
10 5,363.75 5,233.50 130.25 2.5% 40.50 0.8% 49% True False 213
20 5,363.75 5,104.25 259.50 4.9% 31.25 0.6% 74% True False 155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,661.25
2.618 5,547.00
1.618 5,477.00
1.000 5,433.75
0.618 5,407.00
HIGH 5,363.75
0.618 5,337.00
0.500 5,328.75
0.382 5,320.50
LOW 5,293.75
0.618 5,250.50
1.000 5,223.75
1.618 5,180.50
2.618 5,110.50
4.250 4,996.25
Fisher Pivots for day following 08-Mar-2024
Pivot 1 day 3 day
R1 5,328.75 5,309.50
PP 5,318.25 5,305.25
S1 5,307.75 5,301.25

Download as Excel Spreadsheet

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

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