E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 4,443.50 4,439.00 -4.50 -0.1% 4,193.50
High 4,455.75 4,460.75 5.00 0.1% 4,439.00
Low 4,422.75 4,405.50 -17.25 -0.4% 4,188.50
Close 4,447.75 4,410.00 -37.75 -0.8% 4,423.75
Range 33.00 55.25 22.25 67.4% 250.50
ATR 57.11 56.98 -0.13 -0.2% 0.00
Volume 2,429 2,259 -170 -7.0% 23,976
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,591.25 4,555.75 4,440.50
R3 4,536.00 4,500.50 4,425.25
R2 4,480.75 4,480.75 4,420.25
R1 4,445.25 4,445.25 4,415.00 4,435.50
PP 4,425.50 4,425.50 4,425.50 4,420.50
S1 4,390.00 4,390.00 4,405.00 4,380.00
S2 4,370.25 4,370.25 4,399.75
S3 4,315.00 4,334.75 4,394.75
S4 4,259.75 4,279.50 4,379.50
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 4,460.75 4,373.25 87.50 2.0% 43.00 1.0% 42% True False 2,533
10 4,460.75 4,167.50 293.25 6.6% 53.50 1.2% 83% True False 3,767
20 4,473.00 4,167.50 305.50 6.9% 58.50 1.3% 79% False False 4,286
40 4,618.25 4,167.50 450.75 10.2% 60.25 1.4% 54% False False 3,417
60 4,648.50 4,167.50 481.00 10.9% 55.50 1.3% 50% False False 2,446
80 4,738.50 4,167.50 571.00 12.9% 53.00 1.2% 42% False False 1,860
100 4,738.50 4,167.50 571.00 12.9% 48.25 1.1% 42% False False 1,498
120 4,738.50 4,167.50 571.00 12.9% 45.00 1.0% 42% False False 1,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,695.50
2.618 4,605.50
1.618 4,550.25
1.000 4,516.00
0.618 4,495.00
HIGH 4,460.75
0.618 4,439.75
0.500 4,433.00
0.382 4,426.50
LOW 4,405.50
0.618 4,371.25
1.000 4,350.25
1.618 4,316.00
2.618 4,260.75
4.250 4,170.75
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 4,433.00 4,433.00
PP 4,425.50 4,425.50
S1 4,417.75 4,417.75

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

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