E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 4,542.00 4,496.50 -45.50 -1.0% 4,564.50
High 4,558.75 4,498.00 -60.75 -1.3% 4,618.25
Low 4,494.50 4,416.25 -78.25 -1.7% 4,545.50
Close 4,497.75 4,421.50 -76.25 -1.7% 4,549.50
Range 64.25 81.75 17.50 27.2% 72.75
ATR 46.26 48.79 2.54 5.5% 0.00
Volume 1,160 1,734 574 49.5% 8,874
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,690.50 4,637.75 4,466.50
R3 4,608.75 4,556.00 4,444.00
R2 4,527.00 4,527.00 4,436.50
R1 4,474.25 4,474.25 4,429.00 4,459.75
PP 4,445.25 4,445.25 4,445.25 4,438.00
S1 4,392.50 4,392.50 4,414.00 4,378.00
S2 4,363.50 4,363.50 4,406.50
S3 4,281.75 4,310.75 4,399.00
S4 4,200.00 4,229.00 4,376.50
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 4,416.25 202.00 4.6% 58.50 1.3% 3% False True 1,556
10 4,618.25 4,416.25 202.00 4.6% 46.75 1.1% 3% False True 1,427
20 4,648.50 4,416.25 232.25 5.3% 47.50 1.1% 2% False True 860
40 4,738.50 4,416.25 322.25 7.3% 49.50 1.1% 2% False True 490
60 4,738.50 4,416.25 322.25 7.3% 43.75 1.0% 2% False True 345
80 4,738.50 4,304.75 433.75 9.8% 39.50 0.9% 27% False False 289
100 4,738.50 4,175.00 563.50 12.7% 36.25 0.8% 44% False False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.60
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,845.50
2.618 4,712.00
1.618 4,630.25
1.000 4,579.75
0.618 4,548.50
HIGH 4,498.00
0.618 4,466.75
0.500 4,457.00
0.382 4,447.50
LOW 4,416.25
0.618 4,365.75
1.000 4,334.50
1.618 4,284.00
2.618 4,202.25
4.250 4,068.75
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 4,457.00 4,488.50
PP 4,445.25 4,466.25
S1 4,433.50 4,443.75

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

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