E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	4,443.50	4,439.00	-4.50	-0.1%	4,193.50
High	4,455.75	4,460.75	5.00	0.1%	4,439.00
Low	4,422.75	4,405.50	-17.25	-0.4%	4,188.50
Close	4,447.75	4,410.00	-37.75	-0.8%	4,423.75
Range	33.00	55.25	22.25	67.4%	250.50
ATR	57.11	56.98	-0.13	-0.2%	0.00
Volume	2,429	2,259	-170	-7.0%	23,976

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,591.25	4,555.75	4,440.50
R3	4,536.00	4,500.50	4,425.25
R2	4,480.75	4,480.75	4,420.25
R1	4,445.25	4,445.25	4,415.00	4,435.50
PP	4,425.50	4,425.50	4,425.50	4,420.50
S1	4,390.00	4,390.00	4,405.00	4,380.00
S2	4,370.25	4,370.25	4,399.75
S3	4,315.00	4,334.75	4,394.75
S4	4,259.75	4,279.50	4,379.50

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	5,102.00	5,013.25	4,561.50
R3	4,851.50	4,762.75	4,492.75
R2	4,601.00	4,601.00	4,469.75
R1	4,512.25	4,512.25	4,446.75	4,556.50
PP	4,350.50	4,350.50	4,350.50	4,372.50
S1	4,261.75	4,261.75	4,400.75	4,306.00
S2	4,100.00	4,100.00	4,377.75
S3	3,849.50	4,011.25	4,354.75
S4	3,599.00	3,760.75	4,286.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,460.75	4,373.25	87.50	2.0%	43.00	1.0%	42%	True	False	2,533
10	4,460.75	4,167.50	293.25	6.6%	53.50	1.2%	83%	True	False	3,767
20	4,473.00	4,167.50	305.50	6.9%	58.50	1.3%	79%	False	False	4,286
40	4,618.25	4,167.50	450.75	10.2%	60.25	1.4%	54%	False	False	3,417
60	4,648.50	4,167.50	481.00	10.9%	55.50	1.3%	50%	False	False	2,446
80	4,738.50	4,167.50	571.00	12.9%	53.00	1.2%	42%	False	False	1,860
100	4,738.50	4,167.50	571.00	12.9%	48.25	1.1%	42%	False	False	1,498
120	4,738.50	4,167.50	571.00	12.9%	45.00	1.0%	42%	False	False	1,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,695.50
2.618	4,605.50
1.618	4,550.25
1.000	4,516.00
0.618	4,495.00
HIGH	4,460.75
0.618	4,439.75
0.500	4,433.00
0.382	4,426.50
LOW	4,405.50
0.618	4,371.25
1.000	4,350.25
1.618	4,316.00
2.618	4,260.75
4.250	4,170.75

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	4,433.00	4,433.00
PP	4,425.50	4,425.50
S1	4,417.75	4,417.75

Download as Excel Spreadsheet

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

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