E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 13-Oct-2023
Day Change Summary
Previous Current
12-Oct-2023 13-Oct-2023 Change Change % Previous Week
Open 4,467.25 4,429.00 -38.25 -0.9% 4,364.50
High 4,479.00 4,456.25 -22.75 -0.5% 4,479.00
Low 4,404.75 4,389.75 -15.00 -0.3% 4,348.25
Close 4,429.50 4,405.50 -24.00 -0.5% 4,405.50
Range 74.25 66.50 -7.75 -10.4% 130.75
ATR 59.38 59.89 0.51 0.9% 0.00
Volume 1,834 2,988 1,154 62.9% 11,447
Daily Pivots for day following 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,616.75 4,577.50 4,442.00
R3 4,550.25 4,511.00 4,423.75
R2 4,483.75 4,483.75 4,417.75
R1 4,444.50 4,444.50 4,411.50 4,431.00
PP 4,417.25 4,417.25 4,417.25 4,410.25
S1 4,378.00 4,378.00 4,399.50 4,364.50
S2 4,350.75 4,350.75 4,393.25
S3 4,284.25 4,311.50 4,387.25
S4 4,217.75 4,245.00 4,369.00
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,803.25 4,735.00 4,477.50
R3 4,672.50 4,604.25 4,441.50
R2 4,541.75 4,541.75 4,429.50
R1 4,473.50 4,473.50 4,417.50 4,507.50
PP 4,411.00 4,411.00 4,411.00 4,428.00
S1 4,342.75 4,342.75 4,393.50 4,377.00
S2 4,280.25 4,280.25 4,381.50
S3 4,149.50 4,212.00 4,369.50
S4 4,018.75 4,081.25 4,333.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,479.00 4,348.25 130.75 3.0% 62.00 1.4% 44% False False 2,289
10 4,479.00 4,284.00 195.00 4.4% 68.25 1.5% 62% False False 2,979
20 4,565.50 4,284.00 281.50 6.4% 61.75 1.4% 43% False False 2,551
40 4,648.50 4,284.00 364.50 8.3% 54.25 1.2% 33% False False 1,594
60 4,738.50 4,284.00 454.50 10.3% 51.75 1.2% 27% False False 1,099
80 4,738.50 4,284.00 454.50 10.3% 46.50 1.1% 27% False False 837
100 4,738.50 4,244.25 494.25 11.2% 43.00 1.0% 33% False False 696
120 4,738.50 4,175.00 563.50 12.8% 39.50 0.9% 41% False False 592
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 17.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,739.00
2.618 4,630.25
1.618 4,563.75
1.000 4,522.75
0.618 4,497.25
HIGH 4,456.25
0.618 4,430.75
0.500 4,423.00
0.382 4,415.25
LOW 4,389.75
0.618 4,348.75
1.000 4,323.25
1.618 4,282.25
2.618 4,215.75
4.250 4,107.00
Fisher Pivots for day following 13-Oct-2023
Pivot 1 day 3 day
R1 4,423.00 4,434.50
PP 4,417.25 4,424.75
S1 4,411.25 4,415.00

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

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