E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	4,620.50	4,633.50	13.00	0.3%	4,524.75
High	4,648.50	4,633.50	-15.00	-0.3%	4,648.50
Low	4,611.25	4,601.75	-9.50	-0.2%	4,522.75
Close	4,623.75	4,604.75	-19.00	-0.4%	4,623.75
Range	37.25	31.75	-5.50	-14.8%	125.75
ATR	49.20	47.95	-1.25	-2.5%	0.00
Volume	75	237	162	216.0%	1,055

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,708.50	4,688.50	4,622.25
R3	4,676.75	4,656.75	4,613.50
R2	4,645.00	4,645.00	4,610.50
R1	4,625.00	4,625.00	4,607.75	4,619.00
PP	4,613.25	4,613.25	4,613.25	4,610.50
S1	4,593.25	4,593.25	4,601.75	4,587.50
S2	4,581.50	4,581.50	4,599.00
S3	4,549.75	4,561.50	4,596.00
S4	4,518.00	4,529.75	4,587.25

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,975.50	4,925.50	4,693.00
R3	4,849.75	4,799.75	4,658.25
R2	4,724.00	4,724.00	4,646.75
R1	4,674.00	4,674.00	4,635.25	4,699.00
PP	4,598.25	4,598.25	4,598.25	4,611.00
S1	4,548.25	4,548.25	4,612.25	4,573.25
S2	4,472.50	4,472.50	4,600.75
S3	4,346.75	4,422.50	4,589.25
S4	4,221.00	4,296.75	4,554.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,648.50	4,536.75	111.75	2.4%	40.25	0.9%	61%	False	False	237
10	4,648.50	4,466.25	182.25	4.0%	51.00	1.1%	76%	False	False	245
20	4,648.50	4,449.75	198.75	4.3%	51.50	1.1%	78%	False	False	196
40	4,738.50	4,449.75	288.75	6.3%	44.75	1.0%	54%	False	False	138
60	4,738.50	4,426.00	312.50	6.8%	39.75	0.9%	57%	False	False	127
80	4,738.50	4,225.50	513.00	11.1%	36.50	0.8%	74%	False	False	114

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	9.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,768.50
2.618	4,716.50
1.618	4,684.75
1.000	4,665.25
0.618	4,653.00
HIGH	4,633.50
0.618	4,621.25
0.500	4,617.50
0.382	4,614.00
LOW	4,601.75
0.618	4,582.25
1.000	4,570.00
1.618	4,550.50
2.618	4,518.75
4.250	4,466.75

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	4,617.50	4,625.00
PP	4,613.25	4,618.25
S1	4,609.00	4,611.50

Download as Excel Spreadsheet

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

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