E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 25-Aug-2023
Day Change Summary
Previous Current
24-Aug-2023 25-Aug-2023 Change Change % Previous Week
Open 4,577.50 4,487.00 -90.50 -2.0% 4,482.00
High 4,583.25 4,527.50 -55.75 -1.2% 4,583.25
Low 4,479.25 4,466.25 -13.00 -0.3% 4,466.25
Close 4,485.00 4,515.00 30.00 0.7% 4,515.00
Range 104.00 61.25 -42.75 -41.1% 117.00
ATR 52.70 53.31 0.61 1.2% 0.00
Volume 511 475 -36 -7.0% 1,231
Daily Pivots for day following 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,686.75 4,662.00 4,548.75
R3 4,625.50 4,600.75 4,531.75
R2 4,564.25 4,564.25 4,526.25
R1 4,539.50 4,539.50 4,520.50 4,552.00
PP 4,503.00 4,503.00 4,503.00 4,509.00
S1 4,478.25 4,478.25 4,509.50 4,490.50
S2 4,441.75 4,441.75 4,503.75
S3 4,380.50 4,417.00 4,498.25
S4 4,319.25 4,355.75 4,481.25
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,872.50 4,810.75 4,579.25
R3 4,755.50 4,693.75 4,547.25
R2 4,638.50 4,638.50 4,536.50
R1 4,576.75 4,576.75 4,525.75 4,607.50
PP 4,521.50 4,521.50 4,521.50 4,537.00
S1 4,459.75 4,459.75 4,504.25 4,490.50
S2 4,404.50 4,404.50 4,493.50
S3 4,287.50 4,342.75 4,482.75
S4 4,170.50 4,225.75 4,450.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,583.25 4,466.25 117.00 2.6% 65.75 1.5% 42% False True 246
10 4,619.25 4,449.75 169.50 3.8% 58.75 1.3% 38% False False 218
20 4,726.00 4,449.75 276.25 6.1% 53.00 1.2% 24% False False 166
40 4,738.50 4,449.75 288.75 6.4% 44.50 1.0% 23% False False 109
60 4,738.50 4,310.75 427.75 9.5% 38.50 0.9% 48% False False 113
80 4,738.50 4,175.00 563.50 12.5% 35.25 0.8% 60% False False 102
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 False
Bull Hook False
Stretch 11.98
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,787.75
2.618 4,687.75
1.618 4,626.50
1.000 4,588.75
0.618 4,565.25
HIGH 4,527.50
0.618 4,504.00
0.500 4,497.00
0.382 4,489.75
LOW 4,466.25
0.618 4,428.50
1.000 4,405.00
1.618 4,367.25
2.618 4,306.00
4.250 4,206.00
Fisher Pivots for day following 25-Aug-2023
Pivot 1 day 3 day
R1 4,509.00 4,524.75
PP 4,503.00 4,521.50
S1 4,497.00 4,518.25

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

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