E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	4,536.25	4,530.00	-6.25	-0.1%	4,588.25
High	4,574.00	4,544.75	-29.25	-0.6%	4,592.00
Low	4,531.75	4,515.75	-16.00	-0.4%	4,519.25
Close	4,531.75	4,542.50	10.75	0.2%	4,531.75
Range	42.25	29.00	-13.25	-31.4%	72.75
ATR	37.91	37.27	-0.64	-1.7%	0.00
Volume	28	12	-16	-57.1%	104

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,621.25	4,611.00	4,558.50
R3	4,592.25	4,582.00	4,550.50
R2	4,563.25	4,563.25	4,547.75
R1	4,553.00	4,553.00	4,545.25	4,558.00
PP	4,534.25	4,534.25	4,534.25	4,537.00
S1	4,524.00	4,524.00	4,539.75	4,529.00
S2	4,505.25	4,505.25	4,537.25
S3	4,476.25	4,495.00	4,534.50
S4	4,447.25	4,466.00	4,526.50

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,766.00	4,721.50	4,571.75
R3	4,693.25	4,648.75	4,551.75
R2	4,620.50	4,620.50	4,545.00
R1	4,576.00	4,576.00	4,538.50	4,562.00
PP	4,547.75	4,547.75	4,547.75	4,540.50
S1	4,503.25	4,503.25	4,525.00	4,489.00
S2	4,475.00	4,475.00	4,518.50
S3	4,402.25	4,430.50	4,511.75
S4	4,329.50	4,357.75	4,491.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,592.00	4,515.75	76.25	1.7%	31.50	0.7%	35%	False	True	23
10	4,596.00	4,464.00	132.00	2.9%	31.50	0.7%	59%	False	False	30
20	4,596.00	4,426.00	170.00	3.7%	29.75	0.7%	69%	False	False	104
40	4,596.00	4,225.50	370.50	8.2%	28.25	0.6%	86%	False	False	90

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	True
Bull Hook	False
Stretch	6.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,668.00
2.618	4,620.75
1.618	4,591.75
1.000	4,573.75
0.618	4,562.75
HIGH	4,544.75
0.618	4,533.75
0.500	4,530.25
0.382	4,526.75
LOW	4,515.75
0.618	4,497.75
1.000	4,486.75
1.618	4,468.75
2.618	4,439.75
4.250	4,392.50

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	4,538.50	4,545.00
PP	4,534.25	4,544.00
S1	4,530.25	4,543.25

Download as Excel Spreadsheet

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

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