E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 4,527.75 4,582.50 54.75 1.2% 4,490.00
High 4,534.75 4,596.00 61.25 1.4% 4,596.00
Low 4,510.00 4,533.25 23.25 0.5% 4,464.00
Close 4,534.25 4,587.50 53.25 1.2% 4,587.50
Range 24.75 62.75 38.00 153.5% 132.00
ATR 36.49 38.37 1.88 5.1% 0.00
Volume 56 16 -40 -71.4% 188
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,760.50 4,736.75 4,622.00
R3 4,697.75 4,674.00 4,604.75
R2 4,635.00 4,635.00 4,599.00
R1 4,611.25 4,611.25 4,593.25 4,623.00
PP 4,572.25 4,572.25 4,572.25 4,578.25
S1 4,548.50 4,548.50 4,581.75 4,560.50
S2 4,509.50 4,509.50 4,576.00
S3 4,446.75 4,485.75 4,570.25
S4 4,384.00 4,423.00 4,553.00
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,945.25 4,898.25 4,660.00
R3 4,813.25 4,766.25 4,623.75
R2 4,681.25 4,681.25 4,611.75
R1 4,634.25 4,634.25 4,599.50 4,657.75
PP 4,549.25 4,549.25 4,549.25 4,561.00
S1 4,502.25 4,502.25 4,575.50 4,525.75
S2 4,417.25 4,417.25 4,563.25
S3 4,285.25 4,370.25 4,551.25
S4 4,153.25 4,238.25 4,515.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,596.00 4,464.00 132.00 2.9% 31.25 0.7% 94% True False 37
10 4,596.00 4,464.00 132.00 2.9% 27.50 0.6% 94% True False 43
20 4,596.00 4,395.00 201.00 4.4% 27.25 0.6% 96% True False 121
40 4,596.00 4,175.00 421.00 9.2% 26.00 0.6% 98% True False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.15
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,862.75
2.618 4,760.25
1.618 4,697.50
1.000 4,658.75
0.618 4,634.75
HIGH 4,596.00
0.618 4,572.00
0.500 4,564.50
0.382 4,557.25
LOW 4,533.25
0.618 4,494.50
1.000 4,470.50
1.618 4,431.75
2.618 4,369.00
4.250 4,266.50
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 4,580.00 4,573.75
PP 4,572.25 4,560.25
S1 4,564.50 4,546.50

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

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