E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 4,610.25 4,552.00 -58.25 -1.3% 4,564.50
High 4,618.25 4,565.50 -52.75 -1.1% 4,618.25
Low 4,545.50 4,539.00 -6.50 -0.1% 4,545.50
Close 4,549.50 4,552.75 3.25 0.1% 4,549.50
Range 72.75 26.50 -46.25 -63.6% 72.75
ATR 46.09 44.69 -1.40 -3.0% 0.00
Volume 2,899 872 -2,027 -69.9% 8,874
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,632.00 4,618.75 4,567.25
R3 4,605.50 4,592.25 4,560.00
R2 4,579.00 4,579.00 4,557.50
R1 4,565.75 4,565.75 4,555.25 4,572.50
PP 4,552.50 4,552.50 4,552.50 4,555.75
S1 4,539.25 4,539.25 4,550.25 4,546.00
S2 4,526.00 4,526.00 4,548.00
S3 4,499.50 4,512.75 4,545.50
S4 4,473.00 4,486.25 4,538.25
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,789.25 4,742.25 4,589.50
R3 4,716.50 4,669.50 4,569.50
R2 4,643.75 4,643.75 4,562.75
R1 4,596.75 4,596.75 4,556.25 4,584.00
PP 4,571.00 4,571.00 4,571.00 4,564.75
S1 4,524.00 4,524.00 4,542.75 4,511.00
S2 4,498.25 4,498.25 4,536.25
S3 4,425.50 4,451.25 4,529.50
S4 4,352.75 4,378.50 4,509.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,618.25 4,539.00 79.25 1.7% 41.25 0.9% 17% False True 1,847
10 4,633.50 4,536.00 97.50 2.1% 39.75 0.9% 17% False False 1,116
20 4,648.50 4,466.25 182.25 4.0% 46.00 1.0% 47% False False 672
40 4,738.50 4,449.75 288.75 6.3% 47.00 1.0% 36% False False 392
60 4,738.50 4,449.75 288.75 6.3% 41.25 0.9% 36% False False 280
80 4,738.50 4,244.25 494.25 10.9% 38.00 0.8% 62% False False 242
100 4,738.50 4,175.00 563.50 12.4% 35.25 0.8% 67% False False 208
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 5.35
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,678.00
2.618 4,635.00
1.618 4,608.50
1.000 4,592.00
0.618 4,582.00
HIGH 4,565.50
0.618 4,555.50
0.500 4,552.25
0.382 4,549.00
LOW 4,539.00
0.618 4,522.50
1.000 4,512.50
1.618 4,496.00
2.618 4,469.50
4.250 4,426.50
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 4,552.50 4,578.50
PP 4,552.50 4,570.00
S1 4,552.25 4,561.50

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

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