E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 10-Oct-2023
Day Change Summary
Previous Current
09-Oct-2023 10-Oct-2023 Change Change % Previous Week
Open 4,364.50 4,415.25 50.75 1.2% 4,393.25
High 4,423.50 4,467.50 44.00 1.0% 4,407.75
Low 4,348.25 4,415.00 66.75 1.5% 4,284.00
Close 4,417.00 4,440.50 23.50 0.5% 4,390.25
Range 75.25 52.50 -22.75 -30.2% 123.75
ATR 60.07 59.53 -0.54 -0.9% 0.00
Volume 2,259 2,454 195 8.6% 18,352
Daily Pivots for day following 10-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,598.50 4,572.00 4,469.50
R3 4,546.00 4,519.50 4,455.00
R2 4,493.50 4,493.50 4,450.00
R1 4,467.00 4,467.00 4,445.25 4,480.25
PP 4,441.00 4,441.00 4,441.00 4,447.50
S1 4,414.50 4,414.50 4,435.75 4,427.75
S2 4,388.50 4,388.50 4,431.00
S3 4,336.00 4,362.00 4,426.00
S4 4,283.50 4,309.50 4,411.50
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,732.00 4,684.75 4,458.25
R3 4,608.25 4,561.00 4,424.25
R2 4,484.50 4,484.50 4,413.00
R1 4,437.25 4,437.25 4,401.50 4,399.00
PP 4,360.75 4,360.75 4,360.75 4,341.50
S1 4,313.50 4,313.50 4,379.00 4,275.25
S2 4,237.00 4,237.00 4,367.50
S3 4,113.25 4,189.75 4,356.25
S4 3,989.50 4,066.00 4,322.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,467.50 4,284.00 183.50 4.1% 71.25 1.6% 85% True False 3,322
10 4,467.50 4,284.00 183.50 4.1% 67.25 1.5% 85% True False 3,301
20 4,618.25 4,284.00 334.25 7.5% 60.00 1.4% 47% False False 2,556
40 4,648.50 4,284.00 364.50 8.2% 54.25 1.2% 43% False False 1,444
60 4,738.50 4,284.00 454.50 10.2% 50.50 1.1% 34% False False 993
80 4,738.50 4,284.00 454.50 10.2% 45.25 1.0% 34% False False 755
100 4,738.50 4,244.25 494.25 11.1% 42.00 0.9% 40% False False 633
120 4,738.50 4,175.00 563.50 12.7% 38.50 0.9% 47% False False 537
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,690.50
2.618 4,605.00
1.618 4,552.50
1.000 4,520.00
0.618 4,500.00
HIGH 4,467.50
0.618 4,447.50
0.500 4,441.25
0.382 4,435.00
LOW 4,415.00
0.618 4,382.50
1.000 4,362.50
1.618 4,330.00
2.618 4,277.50
4.250 4,192.00
Fisher Pivots for day following 10-Oct-2023
Pivot 1 day 3 day
R1 4,441.25 4,420.00
PP 4,441.00 4,399.50
S1 4,440.75 4,379.00

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

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