E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 4,416.00 4,429.25 13.25 0.3% 4,552.00
High 4,432.00 4,430.50 -1.50 0.0% 4,565.50
Low 4,387.75 4,354.50 -33.25 -0.8% 4,407.25
Close 4,427.75 4,363.25 -64.50 -1.5% 4,410.25
Range 44.25 76.00 31.75 71.8% 158.25
ATR 47.94 49.94 2.00 4.2% 0.00
Volume 1,583 3,109 1,526 96.4% 6,595
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,610.75 4,563.00 4,405.00
R3 4,534.75 4,487.00 4,384.25
R2 4,458.75 4,458.75 4,377.25
R1 4,411.00 4,411.00 4,370.25 4,397.00
PP 4,382.75 4,382.75 4,382.75 4,375.75
S1 4,335.00 4,335.00 4,356.25 4,321.00
S2 4,306.75 4,306.75 4,349.25
S3 4,230.75 4,259.00 4,342.25
S4 4,154.75 4,183.00 4,321.50
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 4,558.75 4,354.50 204.25 4.7% 61.50 1.4% 4% False True 1,859
10 4,618.25 4,354.50 263.75 6.0% 53.00 1.2% 3% False True 1,812
20 4,648.50 4,354.50 294.00 6.7% 46.00 1.1% 3% False True 1,126
40 4,726.00 4,354.50 371.50 8.5% 49.75 1.1% 2% False True 648
60 4,738.50 4,354.50 384.00 8.8% 44.50 1.0% 2% False True 449
80 4,738.50 4,354.50 384.00 8.8% 40.00 0.9% 2% False True 367
100 4,738.50 4,175.00 563.50 12.9% 37.00 0.9% 33% False False 308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,753.50
2.618 4,629.50
1.618 4,553.50
1.000 4,506.50
0.618 4,477.50
HIGH 4,430.50
0.618 4,401.50
0.500 4,392.50
0.382 4,383.50
LOW 4,354.50
0.618 4,307.50
1.000 4,278.50
1.618 4,231.50
2.618 4,155.50
4.250 4,031.50
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 4,392.50 4,401.25
PP 4,382.75 4,388.50
S1 4,373.00 4,376.00

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

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