E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 08-Nov-2023
Day Change Summary
Previous Current
07-Nov-2023 08-Nov-2023 Change Change % Previous Week
Open 4,427.00 4,443.50 16.50 0.4% 4,193.50
High 4,450.75 4,455.75 5.00 0.1% 4,439.00
Low 4,414.25 4,422.75 8.50 0.2% 4,188.50
Close 4,444.00 4,447.75 3.75 0.1% 4,423.75
Range 36.50 33.00 -3.50 -9.6% 250.50
ATR 58.97 57.11 -1.85 -3.1% 0.00
Volume 1,438 2,429 991 68.9% 23,976
Daily Pivots for day following 08-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,541.00 4,527.50 4,466.00
R3 4,508.00 4,494.50 4,456.75
R2 4,475.00 4,475.00 4,453.75
R1 4,461.50 4,461.50 4,450.75 4,468.25
PP 4,442.00 4,442.00 4,442.00 4,445.50
S1 4,428.50 4,428.50 4,444.75 4,435.25
S2 4,409.00 4,409.00 4,441.75
S3 4,376.00 4,395.50 4,438.75
S4 4,343.00 4,362.50 4,429.50
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 4,455.75 4,303.50 152.25 3.4% 48.50 1.1% 95% True False 3,200
10 4,455.75 4,167.50 288.25 6.5% 54.00 1.2% 97% True False 4,357
20 4,479.00 4,167.50 311.50 7.0% 59.25 1.3% 90% False False 4,265
40 4,618.25 4,167.50 450.75 10.1% 60.00 1.3% 62% False False 3,441
60 4,648.50 4,167.50 481.00 10.8% 55.50 1.2% 58% False False 2,414
80 4,738.50 4,167.50 571.00 12.8% 52.75 1.2% 49% False False 1,833
100 4,738.50 4,167.50 571.00 12.8% 48.00 1.1% 49% False False 1,476
120 4,738.50 4,167.50 571.00 12.8% 44.75 1.0% 49% False False 1,254
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,596.00
2.618 4,542.25
1.618 4,509.25
1.000 4,488.75
0.618 4,476.25
HIGH 4,455.75
0.618 4,443.25
0.500 4,439.25
0.382 4,435.25
LOW 4,422.75
0.618 4,402.25
1.000 4,389.75
1.618 4,369.25
2.618 4,336.25
4.250 4,282.50
Fisher Pivots for day following 08-Nov-2023
Pivot 1 day 3 day
R1 4,445.00 4,443.25
PP 4,442.00 4,438.50
S1 4,439.25 4,434.00

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

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