E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	4,565.00	4,572.25	7.25	0.2%	4,633.50
High	4,582.00	4,614.00	32.00	0.7%	4,633.50
Low	4,548.00	4,572.25	24.25	0.5%	4,536.00
Close	4,569.75	4,607.25	37.50	0.8%	4,563.50
Range	34.00	41.75	7.75	22.8%	97.50
ATR	44.03	44.04	0.02	0.0%	0.00
Volume	692	3,249	2,557	369.5%	1,414

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,723.00	4,707.00	4,630.25
R3	4,681.25	4,665.25	4,618.75
R2	4,639.50	4,639.50	4,615.00
R1	4,623.50	4,623.50	4,611.00	4,631.50
PP	4,597.75	4,597.75	4,597.75	4,602.00
S1	4,581.75	4,581.75	4,603.50	4,589.75
S2	4,556.00	4,556.00	4,599.50
S3	4,514.25	4,540.00	4,595.75
S4	4,472.50	4,498.25	4,584.25

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,870.25	4,814.25	4,617.00
R3	4,772.75	4,716.75	4,590.25
R2	4,675.25	4,675.25	4,581.50
R1	4,619.25	4,619.25	4,572.50	4,598.50
PP	4,577.75	4,577.75	4,577.75	4,567.25
S1	4,521.75	4,521.75	4,554.50	4,501.00
S2	4,480.25	4,480.25	4,545.50
S3	4,382.75	4,424.25	4,536.75
S4	4,285.25	4,326.75	4,510.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,614.00	4,545.00	69.00	1.5%	34.75	0.8%	90%	True	False	1,298
10	4,648.50	4,536.00	112.50	2.4%	36.00	0.8%	63%	False	False	761
20	4,648.50	4,449.75	198.75	4.3%	46.00	1.0%	79%	False	False	504
40	4,738.50	4,449.75	288.75	6.3%	46.00	1.0%	55%	False	False	304
60	4,738.50	4,449.75	288.75	6.3%	40.25	0.9%	55%	False	False	218
80	4,738.50	4,244.25	494.25	10.7%	37.50	0.8%	73%	False	False	201
100	4,738.50	4,175.00	563.50	12.2%	34.50	0.7%	77%	False	False	171

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.23
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,791.50
2.618	4,723.25
1.618	4,681.50
1.000	4,655.75
0.618	4,639.75
HIGH	4,614.00
0.618	4,598.00
0.500	4,593.00
0.382	4,588.25
LOW	4,572.25
0.618	4,546.50
1.000	4,530.50
1.618	4,504.75
2.618	4,463.00
4.250	4,394.75

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	4,602.50	4,598.50
PP	4,597.75	4,589.75
S1	4,593.00	4,581.00

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