E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	4,617.75	4,612.00	-5.75	-0.1%	4,574.25
High	4,619.75	4,627.25	7.50	0.2%	4,630.00
Low	4,602.25	4,597.00	-5.25	-0.1%	4,569.25
Close	4,611.00	4,612.75	1.75	0.0%	4,618.25
Range	17.50	30.25	12.75	72.9%	60.75
ATR	45.74	44.64	-1.11	-2.4%	0.00
Volume	8,158	8,976	818	10.0%	20,316

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,703.00	4,688.25	4,629.50
R3	4,672.75	4,658.00	4,621.00
R2	4,642.50	4,642.50	4,618.25
R1	4,627.75	4,627.75	4,615.50	4,635.00
PP	4,612.25	4,612.25	4,612.25	4,616.00
S1	4,597.50	4,597.50	4,610.00	4,605.00
S2	4,582.00	4,582.00	4,607.25
S3	4,551.75	4,567.25	4,604.50
S4	4,521.50	4,537.00	4,596.00

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,788.00	4,764.00	4,651.75
R3	4,727.25	4,703.25	4,635.00
R2	4,666.50	4,666.50	4,629.50
R1	4,642.50	4,642.50	4,623.75	4,654.50
PP	4,605.75	4,605.75	4,605.75	4,612.00
S1	4,581.75	4,581.75	4,612.75	4,593.75
S2	4,545.00	4,545.00	4,607.00
S3	4,484.25	4,521.00	4,601.50
S4	4,423.50	4,460.25	4,584.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,630.00	4,586.50	43.50	0.9%	25.25	0.5%	60%	False	False	6,528
10	4,630.00	4,470.75	159.25	3.5%	36.50	0.8%	89%	False	False	6,215
20	4,630.00	4,212.50	417.50	9.1%	44.75	1.0%	96%	False	False	4,898
40	4,630.00	4,167.50	462.50	10.0%	55.00	1.2%	96%	False	False	4,444
60	4,633.50	4,167.50	466.00	10.1%	53.00	1.1%	96%	False	False	3,556
80	4,648.50	4,167.50	481.00	10.4%	52.75	1.1%	93%	False	False	2,716
100	4,738.50	4,167.50	571.00	12.4%	49.75	1.1%	78%	False	False	2,186
120	4,738.50	4,167.50	571.00	12.4%	46.25	1.0%	78%	False	False	1,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,755.75
2.618	4,706.50
1.618	4,676.25
1.000	4,657.50
0.618	4,646.00
HIGH	4,627.25
0.618	4,615.75
0.500	4,612.00
0.382	4,608.50
LOW	4,597.00
0.618	4,578.25
1.000	4,566.75
1.618	4,548.00
2.618	4,517.75
4.250	4,468.50

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	4,612.50	4,612.50
PP	4,612.25	4,612.25
S1	4,612.00	4,612.00

Download as Excel Spreadsheet

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

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