E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 4,249.50 4,216.25 -33.25 -0.8% 4,301.75
High 4,250.25 4,230.75 -19.50 -0.5% 4,336.50
Low 4,192.25 4,167.50 -24.75 -0.6% 4,167.50
Close 4,201.50 4,182.50 -19.00 -0.5% 4,182.50
Range 58.00 63.25 5.25 9.1% 169.00
ATR 61.83 61.93 0.10 0.2% 0.00
Volume 8,155 5,802 -2,353 -28.9% 28,791
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,383.25 4,346.25 4,217.25
R3 4,320.00 4,283.00 4,200.00
R2 4,256.75 4,256.75 4,194.00
R1 4,219.75 4,219.75 4,188.25 4,206.50
PP 4,193.50 4,193.50 4,193.50 4,187.00
S1 4,156.50 4,156.50 4,176.75 4,143.50
S2 4,130.25 4,130.25 4,171.00
S3 4,067.00 4,093.25 4,165.00
S4 4,003.75 4,030.00 4,147.75
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,735.75 4,628.25 4,275.50
R3 4,566.75 4,459.25 4,229.00
R2 4,397.75 4,397.75 4,213.50
R1 4,290.25 4,290.25 4,198.00 4,259.50
PP 4,228.75 4,228.75 4,228.75 4,213.50
S1 4,121.25 4,121.25 4,167.00 4,090.50
S2 4,059.75 4,059.75 4,151.50
S3 3,890.75 3,952.25 4,136.00
S4 3,721.75 3,783.25 4,089.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,336.50 4,167.50 169.00 4.0% 61.25 1.5% 9% False True 5,758
10 4,473.00 4,167.50 305.50 7.3% 63.00 1.5% 5% False True 5,087
20 4,479.00 4,167.50 311.50 7.4% 65.50 1.6% 5% False True 4,033
40 4,648.50 4,167.50 481.00 11.5% 56.75 1.4% 3% False True 2,806
60 4,664.75 4,167.50 497.25 11.9% 55.75 1.3% 3% False True 1,938
80 4,738.50 4,167.50 571.00 13.7% 50.75 1.2% 3% False True 1,469
100 4,738.50 4,167.50 571.00 13.7% 46.25 1.1% 3% False True 1,196
120 4,738.50 4,167.50 571.00 13.7% 43.00 1.0% 3% False True 1,011
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 9.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,499.50
2.618 4,396.25
1.618 4,333.00
1.000 4,294.00
0.618 4,269.75
HIGH 4,230.75
0.618 4,206.50
0.500 4,199.00
0.382 4,191.75
LOW 4,167.50
0.618 4,128.50
1.000 4,104.25
1.618 4,065.25
2.618 4,002.00
4.250 3,898.75
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 4,199.00 4,243.75
PP 4,193.50 4,223.25
S1 4,188.00 4,203.00

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

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