E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 4,613.50 4,633.00 19.50 0.4% 4,482.00
High 4,632.75 4,643.50 10.75 0.2% 4,583.25
Low 4,601.25 4,617.25 16.00 0.3% 4,466.25
Close 4,627.50 4,618.75 -8.75 -0.2% 4,515.00
Range 31.50 26.25 -5.25 -16.7% 117.00
ATR 51.95 50.11 -1.84 -3.5% 0.00
Volume 293 154 -139 -47.4% 1,231
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,705.25 4,688.25 4,633.25
R3 4,679.00 4,662.00 4,626.00
R2 4,652.75 4,652.75 4,623.50
R1 4,635.75 4,635.75 4,621.25 4,631.00
PP 4,626.50 4,626.50 4,626.50 4,624.25
S1 4,609.50 4,609.50 4,616.25 4,605.00
S2 4,600.25 4,600.25 4,614.00
S3 4,574.00 4,583.25 4,611.50
S4 4,547.75 4,557.00 4,604.25
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,872.50 4,810.75 4,579.25
R3 4,755.50 4,693.75 4,547.25
R2 4,638.50 4,638.50 4,536.50
R1 4,576.75 4,576.75 4,525.75 4,607.50
PP 4,521.50 4,521.50 4,521.50 4,537.00
S1 4,459.75 4,459.75 4,504.25 4,490.50
S2 4,404.50 4,404.50 4,493.50
S3 4,287.50 4,342.75 4,482.75
S4 4,170.50 4,225.75 4,450.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,643.50 4,466.25 177.25 3.8% 44.00 1.0% 86% True False 291
10 4,643.50 4,449.75 193.75 4.2% 53.00 1.1% 87% True False 240
20 4,664.75 4,449.75 215.00 4.7% 53.25 1.2% 79% False False 200
40 4,738.50 4,449.75 288.75 6.3% 44.75 1.0% 59% False False 131
60 4,738.50 4,402.75 335.75 7.3% 39.50 0.9% 64% False False 123
80 4,738.50 4,223.00 515.50 11.2% 36.25 0.8% 77% False False 113
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 11.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,755.00
2.618 4,712.25
1.618 4,686.00
1.000 4,669.75
0.618 4,659.75
HIGH 4,643.50
0.618 4,633.50
0.500 4,630.50
0.382 4,627.25
LOW 4,617.25
0.618 4,601.00
1.000 4,591.00
1.618 4,574.75
2.618 4,548.50
4.250 4,505.75
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 4,630.50 4,609.25
PP 4,626.50 4,599.75
S1 4,622.50 4,590.00

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

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