E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 11-Aug-2023
Day Change Summary
Previous Current
10-Aug-2023 11-Aug-2023 Change Change % Previous Week
Open 4,615.00 4,575.75 -39.25 -0.9% 4,606.50
High 4,646.25 4,596.75 -49.50 -1.1% 4,646.25
Low 4,576.75 4,562.75 -14.00 -0.3% 4,562.75
Close 4,587.25 4,582.25 -5.00 -0.1% 4,582.25
Range 69.50 34.00 -35.50 -51.1% 83.50
ATR 45.63 44.80 -0.83 -1.8% 0.00
Volume 248 21 -227 -91.5% 710
Daily Pivots for day following 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,682.50 4,666.50 4,601.00
R3 4,648.50 4,632.50 4,591.50
R2 4,614.50 4,614.50 4,588.50
R1 4,598.50 4,598.50 4,585.25 4,606.50
PP 4,580.50 4,580.50 4,580.50 4,584.50
S1 4,564.50 4,564.50 4,579.25 4,572.50
S2 4,546.50 4,546.50 4,576.00
S3 4,512.50 4,530.50 4,573.00
S4 4,478.50 4,496.50 4,563.50
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,847.50 4,798.50 4,628.25
R3 4,764.00 4,715.00 4,605.25
R2 4,680.50 4,680.50 4,597.50
R1 4,631.50 4,631.50 4,590.00 4,614.25
PP 4,597.00 4,597.00 4,597.00 4,588.50
S1 4,548.00 4,548.00 4,574.50 4,530.75
S2 4,513.50 4,513.50 4,567.00
S3 4,430.00 4,464.50 4,559.25
S4 4,346.50 4,381.00 4,536.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,646.25 4,562.75 83.50 1.8% 50.75 1.1% 23% False True 142
10 4,726.00 4,562.75 163.25 3.6% 47.25 1.0% 12% False True 114
20 4,738.50 4,562.75 175.75 3.8% 43.25 0.9% 11% False True 91
40 4,738.50 4,464.00 274.50 6.0% 36.75 0.8% 43% False False 72
60 4,738.50 4,244.25 494.25 10.8% 33.25 0.7% 68% False False 92
80 4,738.50 4,175.00 563.50 12.3% 30.50 0.7% 72% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.95
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,741.25
2.618 4,685.75
1.618 4,651.75
1.000 4,630.75
0.618 4,617.75
HIGH 4,596.75
0.618 4,583.75
0.500 4,579.75
0.382 4,575.75
LOW 4,562.75
0.618 4,541.75
1.000 4,528.75
1.618 4,507.75
2.618 4,473.75
4.250 4,418.25
Fisher Pivots for day following 11-Aug-2023
Pivot 1 day 3 day
R1 4,581.50 4,604.50
PP 4,580.50 4,597.00
S1 4,579.75 4,589.75

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

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