E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 4,455.75 4,447.00 -8.75 -0.2% 4,364.50
High 4,473.00 4,447.75 -25.25 -0.6% 4,479.00
Low 4,415.50 4,379.25 -36.25 -0.8% 4,348.25
Close 4,451.25 4,390.50 -60.75 -1.4% 4,405.50
Range 57.50 68.50 11.00 19.1% 130.75
ATR 59.78 60.65 0.87 1.5% 0.00
Volume 2,150 3,939 1,789 83.2% 11,447
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,611.25 4,569.50 4,428.25
R3 4,542.75 4,501.00 4,409.25
R2 4,474.25 4,474.25 4,403.00
R1 4,432.50 4,432.50 4,396.75 4,419.00
PP 4,405.75 4,405.75 4,405.75 4,399.25
S1 4,364.00 4,364.00 4,384.25 4,350.50
S2 4,337.25 4,337.25 4,378.00
S3 4,268.75 4,295.50 4,371.75
S4 4,200.25 4,227.00 4,352.75
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,803.25 4,735.00 4,477.50
R3 4,672.50 4,604.25 4,441.50
R2 4,541.75 4,541.75 4,429.50
R1 4,473.50 4,473.50 4,417.50 4,507.50
PP 4,411.00 4,411.00 4,411.00 4,428.00
S1 4,342.75 4,342.75 4,393.50 4,377.00
S2 4,280.25 4,280.25 4,381.50
S3 4,149.50 4,212.00 4,369.50
S4 4,018.75 4,081.25 4,333.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,479.00 4,379.25 99.75 2.3% 65.50 1.5% 11% False True 2,572
10 4,479.00 4,290.75 188.25 4.3% 65.75 1.5% 53% False False 2,686
20 4,498.00 4,284.00 214.00 4.9% 64.25 1.5% 50% False False 2,796
40 4,648.50 4,284.00 364.50 8.3% 55.75 1.3% 29% False False 1,786
60 4,738.50 4,284.00 454.50 10.4% 53.50 1.2% 23% False False 1,231
80 4,738.50 4,284.00 454.50 10.4% 48.00 1.1% 23% False False 936
100 4,738.50 4,279.00 459.50 10.5% 44.25 1.0% 24% False False 773
120 4,738.50 4,175.00 563.50 12.8% 40.75 0.9% 38% False False 658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 14.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,739.00
2.618 4,627.00
1.618 4,558.50
1.000 4,516.25
0.618 4,490.00
HIGH 4,447.75
0.618 4,421.50
0.500 4,413.50
0.382 4,405.50
LOW 4,379.25
0.618 4,337.00
1.000 4,310.75
1.618 4,268.50
2.618 4,200.00
4.250 4,088.00
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 4,413.50 4,426.00
PP 4,405.75 4,414.25
S1 4,398.25 4,402.50

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

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