E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 4,722.00 4,720.50 -1.50 0.0% 4,685.00
High 4,724.00 4,726.00 2.00 0.0% 4,738.50
Low 4,702.75 4,699.00 -3.75 -0.1% 4,660.25
Close 4,720.00 4,707.25 -12.75 -0.3% 4,712.00
Range 21.25 27.00 5.75 27.1% 78.25
ATR 38.05 37.26 -0.79 -2.1% 0.00
Volume 13 84 71 546.2% 155
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,791.75 4,776.50 4,722.00
R3 4,764.75 4,749.50 4,714.75
R2 4,737.75 4,737.75 4,712.25
R1 4,722.50 4,722.50 4,709.75 4,716.50
PP 4,710.75 4,710.75 4,710.75 4,707.75
S1 4,695.50 4,695.50 4,704.75 4,689.50
S2 4,683.75 4,683.75 4,702.25
S3 4,656.75 4,668.50 4,699.75
S4 4,629.75 4,641.50 4,692.50
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,938.25 4,903.50 4,755.00
R3 4,860.00 4,825.25 4,733.50
R2 4,781.75 4,781.75 4,726.25
R1 4,747.00 4,747.00 4,719.25 4,764.50
PP 4,703.50 4,703.50 4,703.50 4,712.25
S1 4,668.75 4,668.75 4,704.75 4,686.00
S2 4,625.25 4,625.25 4,697.75
S3 4,547.00 4,590.50 4,690.50
S4 4,468.75 4,512.25 4,669.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,738.50 4,660.25 78.25 1.7% 43.00 0.9% 60% False False 42
10 4,738.50 4,660.25 78.25 1.7% 35.50 0.8% 60% False False 54
20 4,738.50 4,515.75 222.75 4.7% 34.75 0.7% 86% False False 56
40 4,738.50 4,402.75 335.75 7.1% 30.50 0.6% 91% False False 84
60 4,738.50 4,223.00 515.50 11.0% 29.25 0.6% 94% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,840.75
2.618 4,796.75
1.618 4,769.75
1.000 4,753.00
0.618 4,742.75
HIGH 4,726.00
0.618 4,715.75
0.500 4,712.50
0.382 4,709.25
LOW 4,699.00
0.618 4,682.25
1.000 4,672.00
1.618 4,655.25
2.618 4,628.25
4.250 4,584.25
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 4,712.50 4,703.25
PP 4,710.75 4,699.25
S1 4,709.00 4,695.25

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

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