E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 26-Oct-2023
Day Change Summary
Previous Current
25-Oct-2023 26-Oct-2023 Change Change % Previous Week
Open 4,316.00 4,249.50 -66.50 -1.5% 4,402.50
High 4,320.00 4,250.25 -69.75 -1.6% 4,473.00
Low 4,250.00 4,192.25 -57.75 -1.4% 4,289.25
Close 4,255.75 4,201.50 -54.25 -1.3% 4,295.25
Range 70.00 58.00 -12.00 -17.1% 183.75
ATR 61.70 61.83 0.13 0.2% 0.00
Volume 5,025 8,155 3,130 62.3% 22,085
Daily Pivots for day following 26-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,388.75 4,353.00 4,233.50
R3 4,330.75 4,295.00 4,217.50
R2 4,272.75 4,272.75 4,212.25
R1 4,237.00 4,237.00 4,206.75 4,226.00
PP 4,214.75 4,214.75 4,214.75 4,209.00
S1 4,179.00 4,179.00 4,196.25 4,168.00
S2 4,156.75 4,156.75 4,190.75
S3 4,098.75 4,121.00 4,185.50
S4 4,040.75 4,063.00 4,169.50
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 4,351.50 4,192.25 159.25 3.8% 61.00 1.5% 6% False True 6,201
10 4,473.00 4,192.25 280.75 6.7% 63.25 1.5% 3% False True 4,806
20 4,479.00 4,192.25 286.75 6.8% 65.25 1.6% 3% False True 3,897
40 4,648.50 4,192.25 456.25 10.9% 55.75 1.3% 2% False True 2,665
60 4,664.75 4,192.25 472.50 11.2% 55.25 1.3% 2% False True 1,843
80 4,738.50 4,192.25 546.25 13.0% 50.75 1.2% 2% False True 1,397
100 4,738.50 4,192.25 546.25 13.0% 45.75 1.1% 2% False True 1,139
120 4,738.50 4,192.25 546.25 13.0% 42.75 1.0% 2% False True 962
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 10.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,496.75
2.618 4,402.00
1.618 4,344.00
1.000 4,308.25
0.618 4,286.00
HIGH 4,250.25
0.618 4,228.00
0.500 4,221.25
0.382 4,214.50
LOW 4,192.25
0.618 4,156.50
1.000 4,134.25
1.618 4,098.50
2.618 4,040.50
4.250 3,945.75
Fisher Pivots for day following 26-Oct-2023
Pivot 1 day 3 day
R1 4,221.25 4,264.50
PP 4,214.75 4,243.50
S1 4,208.00 4,222.50

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

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