E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 4,691.25 4,703.00 11.75 0.3% 4,635.00
High 4,711.75 4,713.25 1.50 0.0% 4,710.50
Low 4,685.00 4,680.75 -4.25 -0.1% 4,628.00
Close 4,699.75 4,699.50 -0.25 0.0% 4,667.75
Range 26.75 32.50 5.75 21.5% 82.50
ATR 35.19 35.00 -0.19 -0.5% 0.00
Volume 15 41 26 173.3% 529
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,795.25 4,780.00 4,717.50
R3 4,762.75 4,747.50 4,708.50
R2 4,730.25 4,730.25 4,705.50
R1 4,715.00 4,715.00 4,702.50 4,706.50
PP 4,697.75 4,697.75 4,697.75 4,693.50
S1 4,682.50 4,682.50 4,696.50 4,674.00
S2 4,665.25 4,665.25 4,693.50
S3 4,632.75 4,650.00 4,690.50
S4 4,600.25 4,617.50 4,681.50
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,916.25 4,874.50 4,713.00
R3 4,833.75 4,792.00 4,690.50
R2 4,751.25 4,751.25 4,683.00
R1 4,709.50 4,709.50 4,675.25 4,730.50
PP 4,668.75 4,668.75 4,668.75 4,679.25
S1 4,627.00 4,627.00 4,660.25 4,648.00
S2 4,586.25 4,586.25 4,652.50
S3 4,503.75 4,544.50 4,645.00
S4 4,421.25 4,462.00 4,622.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,713.25 4,661.25 52.00 1.1% 30.00 0.6% 74% True False 63
10 4,713.25 4,620.50 92.75 2.0% 31.25 0.7% 85% True False 79
20 4,713.25 4,497.00 216.25 4.6% 32.00 0.7% 94% True False 55
40 4,713.25 4,304.75 408.50 8.7% 29.50 0.6% 97% True False 88
60 4,713.25 4,175.00 538.25 11.5% 27.50 0.6% 97% True False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,851.50
2.618 4,798.25
1.618 4,765.75
1.000 4,745.75
0.618 4,733.25
HIGH 4,713.25
0.618 4,700.75
0.500 4,697.00
0.382 4,693.25
LOW 4,680.75
0.618 4,660.75
1.000 4,648.25
1.618 4,628.25
2.618 4,595.75
4.250 4,542.50
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 4,698.75 4,696.00
PP 4,697.75 4,692.25
S1 4,697.00 4,688.75

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

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