E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 4,496.50 4,421.00 -75.50 -1.7% 4,552.00
High 4,498.00 4,448.00 -50.00 -1.1% 4,565.50
Low 4,416.25 4,407.25 -9.00 -0.2% 4,407.25
Close 4,421.50 4,410.25 -11.25 -0.3% 4,410.25
Range 81.75 40.75 -41.00 -50.2% 158.25
ATR 48.79 48.22 -0.57 -1.2% 0.00
Volume 1,734 1,710 -24 -1.4% 6,595
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,544.00 4,518.00 4,432.75
R3 4,503.25 4,477.25 4,421.50
R2 4,462.50 4,462.50 4,417.75
R1 4,436.50 4,436.50 4,414.00 4,429.00
PP 4,421.75 4,421.75 4,421.75 4,418.25
S1 4,395.75 4,395.75 4,406.50 4,388.50
S2 4,381.00 4,381.00 4,402.75
S3 4,340.25 4,355.00 4,399.00
S4 4,299.50 4,314.25 4,387.75
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,935.75 4,831.25 4,497.25
R3 4,777.50 4,673.00 4,453.75
R2 4,619.25 4,619.25 4,439.25
R1 4,514.75 4,514.75 4,424.75 4,488.00
PP 4,461.00 4,461.00 4,461.00 4,447.50
S1 4,356.50 4,356.50 4,395.75 4,329.50
S2 4,302.75 4,302.75 4,381.25
S3 4,144.50 4,198.25 4,366.75
S4 3,986.25 4,040.00 4,323.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,565.50 4,407.25 158.25 3.6% 52.00 1.2% 2% False True 1,319
10 4,618.25 4,407.25 211.00 4.8% 47.50 1.1% 1% False True 1,546
20 4,648.50 4,407.25 241.25 5.5% 44.50 1.0% 1% False True 920
40 4,726.00 4,407.25 318.75 7.2% 48.50 1.1% 1% False True 533
60 4,738.50 4,407.25 331.25 7.5% 43.75 1.0% 1% False True 372
80 4,738.50 4,304.75 433.75 9.8% 39.50 0.9% 24% False False 310
100 4,738.50 4,175.00 563.50 12.8% 36.75 0.8% 42% False False 264
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 7.88
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,621.25
2.618 4,554.75
1.618 4,514.00
1.000 4,488.75
0.618 4,473.25
HIGH 4,448.00
0.618 4,432.50
0.500 4,427.50
0.382 4,422.75
LOW 4,407.25
0.618 4,382.00
1.000 4,366.50
1.618 4,341.25
2.618 4,300.50
4.250 4,234.00
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 4,427.50 4,483.00
PP 4,421.75 4,458.75
S1 4,416.00 4,434.50

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

View Archives - Comment on this page... - Back to Index of Symbols