E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 10-Nov-2023
Day Change Summary
Previous Current
09-Nov-2023 10-Nov-2023 Change Change % Previous Week
Open 4,439.00 4,412.75 -26.25 -0.6% 4,426.75
High 4,460.75 4,483.00 22.25 0.5% 4,483.00
Low 4,405.50 4,402.00 -3.50 -0.1% 4,402.00
Close 4,410.00 4,478.75 68.75 1.6% 4,478.75
Range 55.25 81.00 25.75 46.6% 81.00
ATR 56.98 58.70 1.72 3.0% 0.00
Volume 2,259 4,429 2,170 96.1% 12,328
Daily Pivots for day following 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,697.50 4,669.25 4,523.25
R3 4,616.50 4,588.25 4,501.00
R2 4,535.50 4,535.50 4,493.50
R1 4,507.25 4,507.25 4,486.25 4,521.50
PP 4,454.50 4,454.50 4,454.50 4,461.75
S1 4,426.25 4,426.25 4,471.25 4,440.50
S2 4,373.50 4,373.50 4,464.00
S3 4,292.50 4,345.25 4,456.50
S4 4,211.50 4,264.25 4,434.25
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,697.50 4,669.25 4,523.25
R3 4,616.50 4,588.25 4,501.00
R2 4,535.50 4,535.50 4,493.50
R1 4,507.25 4,507.25 4,486.25 4,521.50
PP 4,454.50 4,454.50 4,454.50 4,461.75
S1 4,426.25 4,426.25 4,471.25 4,440.50
S2 4,373.50 4,373.50 4,464.00
S3 4,292.50 4,345.25 4,456.50
S4 4,211.50 4,264.25 4,434.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,483.00 4,402.00 81.00 1.8% 46.00 1.0% 95% True True 2,465
10 4,483.00 4,188.50 294.50 6.6% 55.50 1.2% 99% True False 3,630
20 4,483.00 4,167.50 315.50 7.0% 59.25 1.3% 99% True False 4,359
40 4,565.50 4,167.50 398.00 8.9% 60.50 1.3% 78% False False 3,455
60 4,648.50 4,167.50 481.00 10.7% 56.00 1.2% 65% False False 2,516
80 4,738.50 4,167.50 571.00 12.7% 53.75 1.2% 55% False False 1,914
100 4,738.50 4,167.50 571.00 12.7% 49.00 1.1% 55% False False 1,541
120 4,738.50 4,167.50 571.00 12.7% 45.75 1.0% 55% False False 1,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,827.25
2.618 4,695.00
1.618 4,614.00
1.000 4,564.00
0.618 4,533.00
HIGH 4,483.00
0.618 4,452.00
0.500 4,442.50
0.382 4,433.00
LOW 4,402.00
0.618 4,352.00
1.000 4,321.00
1.618 4,271.00
2.618 4,190.00
4.250 4,057.75
Fisher Pivots for day following 10-Nov-2023
Pivot 1 day 3 day
R1 4,466.75 4,466.75
PP 4,454.50 4,454.50
S1 4,442.50 4,442.50

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

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