E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 25-Oct-2023
Day Change Summary
Previous Current
24-Oct-2023 25-Oct-2023 Change Change % Previous Week
Open 4,295.50 4,316.00 20.50 0.5% 4,402.50
High 4,336.50 4,320.00 -16.50 -0.4% 4,473.00
Low 4,289.00 4,250.00 -39.00 -0.9% 4,289.25
Close 4,318.25 4,255.75 -62.50 -1.4% 4,295.25
Range 47.50 70.00 22.50 47.4% 183.75
ATR 61.06 61.70 0.64 1.0% 0.00
Volume 3,621 5,025 1,404 38.8% 22,085
Daily Pivots for day following 25-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,485.25 4,440.50 4,294.25
R3 4,415.25 4,370.50 4,275.00
R2 4,345.25 4,345.25 4,268.50
R1 4,300.50 4,300.50 4,262.25 4,288.00
PP 4,275.25 4,275.25 4,275.25 4,269.00
S1 4,230.50 4,230.50 4,249.25 4,218.00
S2 4,205.25 4,205.25 4,243.00
S3 4,135.25 4,160.50 4,236.50
S4 4,065.25 4,090.50 4,217.25
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,903.75 4,783.25 4,396.25
R3 4,720.00 4,599.50 4,345.75
R2 4,536.25 4,536.25 4,329.00
R1 4,415.75 4,415.75 4,312.00 4,384.00
PP 4,352.50 4,352.50 4,352.50 4,336.75
S1 4,232.00 4,232.00 4,278.50 4,200.50
S2 4,168.75 4,168.75 4,261.50
S3 3,985.00 4,048.25 4,244.75
S4 3,801.25 3,864.50 4,194.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,414.25 4,250.00 164.25 3.9% 64.25 1.5% 4% False True 5,775
10 4,479.00 4,250.00 229.00 5.4% 64.75 1.5% 3% False True 4,174
20 4,479.00 4,250.00 229.00 5.4% 65.25 1.5% 3% False True 3,615
40 4,648.50 4,250.00 398.50 9.4% 55.25 1.3% 1% False True 2,469
60 4,698.25 4,250.00 448.25 10.5% 55.25 1.3% 1% False True 1,708
80 4,738.50 4,250.00 488.50 11.5% 50.25 1.2% 1% False True 1,295
100 4,738.50 4,250.00 488.50 11.5% 45.50 1.1% 1% False True 1,059
120 4,738.50 4,223.00 515.50 12.1% 42.25 1.0% 6% False False 895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 11.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,617.50
2.618 4,503.25
1.618 4,433.25
1.000 4,390.00
0.618 4,363.25
HIGH 4,320.00
0.618 4,293.25
0.500 4,285.00
0.382 4,276.75
LOW 4,250.00
0.618 4,206.75
1.000 4,180.00
1.618 4,136.75
2.618 4,066.75
4.250 3,952.50
Fisher Pivots for day following 25-Oct-2023
Pivot 1 day 3 day
R1 4,285.00 4,293.25
PP 4,275.25 4,280.75
S1 4,265.50 4,268.25

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

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