E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 4,426.75 4,427.00 0.25 0.0% 4,193.50
High 4,436.75 4,450.75 14.00 0.3% 4,439.00
Low 4,412.25 4,414.25 2.00 0.0% 4,188.50
Close 4,431.75 4,444.00 12.25 0.3% 4,423.75
Range 24.50 36.50 12.00 49.0% 250.50
ATR 60.70 58.97 -1.73 -2.8% 0.00
Volume 1,773 1,438 -335 -18.9% 23,976
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,545.75 4,531.50 4,464.00
R3 4,509.25 4,495.00 4,454.00
R2 4,472.75 4,472.75 4,450.75
R1 4,458.50 4,458.50 4,447.25 4,465.50
PP 4,436.25 4,436.25 4,436.25 4,440.00
S1 4,422.00 4,422.00 4,440.75 4,429.00
S2 4,399.75 4,399.75 4,437.25
S3 4,363.25 4,385.50 4,434.00
S4 4,326.75 4,349.00 4,424.00
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 5,102.00 5,013.25 4,561.50
R3 4,851.50 4,762.75 4,492.75
R2 4,601.00 4,601.00 4,469.75
R1 4,512.25 4,512.25 4,446.75 4,556.50
PP 4,350.50 4,350.50 4,350.50 4,372.50
S1 4,261.75 4,261.75 4,400.75 4,306.00
S2 4,100.00 4,100.00 4,377.75
S3 3,849.50 4,011.25 4,354.75
S4 3,599.00 3,760.75 4,286.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,450.75 4,237.50 213.25 4.8% 56.50 1.3% 97% True False 3,509
10 4,450.75 4,167.50 283.25 6.4% 57.50 1.3% 98% True False 4,616
20 4,479.00 4,167.50 311.50 7.0% 59.75 1.3% 89% False False 4,239
40 4,618.25 4,167.50 450.75 10.1% 60.00 1.3% 61% False False 3,398
60 4,648.50 4,167.50 481.00 10.8% 56.00 1.3% 57% False False 2,376
80 4,738.50 4,167.50 571.00 12.8% 52.75 1.2% 48% False False 1,805
100 4,738.50 4,167.50 571.00 12.8% 48.00 1.1% 48% False False 1,452
120 4,738.50 4,167.50 571.00 12.8% 45.00 1.0% 48% False False 1,234
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,606.00
2.618 4,546.25
1.618 4,509.75
1.000 4,487.25
0.618 4,473.25
HIGH 4,450.75
0.618 4,436.75
0.500 4,432.50
0.382 4,428.25
LOW 4,414.25
0.618 4,391.75
1.000 4,377.75
1.618 4,355.25
2.618 4,318.75
4.250 4,259.00
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 4,440.25 4,433.25
PP 4,436.25 4,422.75
S1 4,432.50 4,412.00

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

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