E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	4,295.50	4,316.00	20.50	0.5%	4,402.50
High	4,336.50	4,320.00	-16.50	-0.4%	4,473.00
Low	4,289.00	4,250.00	-39.00	-0.9%	4,289.25
Close	4,318.25	4,255.75	-62.50	-1.4%	4,295.25
Range	47.50	70.00	22.50	47.4%	183.75
ATR	61.06	61.70	0.64	1.0%	0.00
Volume	3,621	5,025	1,404	38.8%	22,085

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,485.25	4,440.50	4,294.25
R3	4,415.25	4,370.50	4,275.00
R2	4,345.25	4,345.25	4,268.50
R1	4,300.50	4,300.50	4,262.25	4,288.00
PP	4,275.25	4,275.25	4,275.25	4,269.00
S1	4,230.50	4,230.50	4,249.25	4,218.00
S2	4,205.25	4,205.25	4,243.00
S3	4,135.25	4,160.50	4,236.50
S4	4,065.25	4,090.50	4,217.25

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	4,414.25	4,250.00	164.25	3.9%	64.25	1.5%	4%	False	True	5,775
10	4,479.00	4,250.00	229.00	5.4%	64.75	1.5%	3%	False	True	4,174
20	4,479.00	4,250.00	229.00	5.4%	65.25	1.5%	3%	False	True	3,615
40	4,648.50	4,250.00	398.50	9.4%	55.25	1.3%	1%	False	True	2,469
60	4,698.25	4,250.00	448.25	10.5%	55.25	1.3%	1%	False	True	1,708
80	4,738.50	4,250.00	488.50	11.5%	50.25	1.2%	1%	False	True	1,295
100	4,738.50	4,250.00	488.50	11.5%	45.50	1.1%	1%	False	True	1,059
120	4,738.50	4,223.00	515.50	12.1%	42.25	1.0%	6%	False	False	895

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	11.85
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,617.50
2.618	4,503.25
1.618	4,433.25
1.000	4,390.00
0.618	4,363.25
HIGH	4,320.00
0.618	4,293.25
0.500	4,285.00
0.382	4,276.75
LOW	4,250.00
0.618	4,206.75
1.000	4,180.00
1.618	4,136.75
2.618	4,066.75
4.250	3,952.50

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	4,285.00	4,293.25
PP	4,275.25	4,280.75
S1	4,265.50	4,268.25

Download as Excel Spreadsheet

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

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