E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 4,395.00 4,345.00 -50.00 -1.1% 4,402.50
High 4,414.25 4,351.50 -62.75 -1.4% 4,473.00
Low 4,340.25 4,289.25 -51.00 -1.2% 4,289.25
Close 4,350.50 4,295.25 -55.25 -1.3% 4,295.25
Range 74.00 62.25 -11.75 -15.9% 183.75
ATR 61.60 61.65 0.05 0.1% 0.00
Volume 6,025 8,018 1,993 33.1% 22,085
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,498.75 4,459.25 4,329.50
R3 4,436.50 4,397.00 4,312.25
R2 4,374.25 4,374.25 4,306.75
R1 4,334.75 4,334.75 4,301.00 4,323.50
PP 4,312.00 4,312.00 4,312.00 4,306.25
S1 4,272.50 4,272.50 4,289.50 4,261.00
S2 4,249.75 4,249.75 4,283.75
S3 4,187.50 4,210.25 4,278.25
S4 4,125.25 4,148.00 4,261.00
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,903.75 4,783.25 4,396.25
R3 4,720.00 4,599.50 4,345.75
R2 4,536.25 4,536.25 4,329.00
R1 4,415.75 4,415.75 4,312.00 4,384.00
PP 4,352.50 4,352.50 4,352.50 4,336.75
S1 4,232.00 4,232.00 4,278.50 4,200.50
S2 4,168.75 4,168.75 4,261.50
S3 3,985.00 4,048.25 4,244.75
S4 3,801.25 3,864.50 4,194.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,473.00 4,289.25 183.75 4.3% 64.50 1.5% 3% False True 4,417
10 4,479.00 4,289.25 189.75 4.4% 63.25 1.5% 3% False True 3,353
20 4,479.00 4,284.00 195.00 4.5% 65.00 1.5% 6% False False 3,326
40 4,648.50 4,284.00 364.50 8.5% 54.75 1.3% 3% False False 2,123
60 4,726.00 4,284.00 442.00 10.3% 54.00 1.3% 3% False False 1,464
80 4,738.50 4,284.00 454.50 10.6% 49.00 1.1% 2% False False 1,111
100 4,738.50 4,284.00 454.50 10.6% 44.50 1.0% 2% False False 913
120 4,738.50 4,175.00 563.50 13.1% 41.25 1.0% 21% False False 774
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 11.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,616.00
2.618 4,514.50
1.618 4,452.25
1.000 4,413.75
0.618 4,390.00
HIGH 4,351.50
0.618 4,327.75
0.500 4,320.50
0.382 4,313.00
LOW 4,289.25
0.618 4,250.75
1.000 4,227.00
1.618 4,188.50
2.618 4,126.25
4.250 4,024.75
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 4,320.50 4,368.50
PP 4,312.00 4,344.00
S1 4,303.50 4,319.75

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

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