E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	4,653.50	4,622.00	-31.50	-0.7%	4,617.75
High	4,654.75	4,635.50	-19.25	-0.4%	4,657.75
Low	4,603.50	4,605.25	1.75	0.0%	4,594.00
Close	4,626.50	4,625.25	-1.25	0.0%	4,651.00
Range	51.25	30.25	-21.00	-41.0%	63.75
ATR	44.36	43.35	-1.01	-2.3%	0.00
Volume	35,537	67,883	32,346	91.0%	68,740

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,712.75	4,699.25	4,642.00
R3	4,682.50	4,669.00	4,633.50
R2	4,652.25	4,652.25	4,630.75
R1	4,638.75	4,638.75	4,628.00	4,645.50
PP	4,622.00	4,622.00	4,622.00	4,625.50
S1	4,608.50	4,608.50	4,622.50	4,615.25
S2	4,591.75	4,591.75	4,619.75
S3	4,561.50	4,578.25	4,617.00
S4	4,531.25	4,548.00	4,608.50

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,825.50	4,802.00	4,686.00
R3	4,761.75	4,738.25	4,668.50
R2	4,698.00	4,698.00	4,662.75
R1	4,674.50	4,674.50	4,656.75	4,686.25
PP	4,634.25	4,634.25	4,634.25	4,640.00
S1	4,610.75	4,610.75	4,645.25	4,622.50
S2	4,570.50	4,570.50	4,639.25
S3	4,506.75	4,547.00	4,633.50
S4	4,443.00	4,483.25	4,616.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,657.75	4,594.00	63.75	1.4%	40.50	0.9%	49%	False	False	31,005
10	4,657.75	4,586.50	71.25	1.5%	33.00	0.7%	54%	False	False	18,766
20	4,657.75	4,402.00	255.75	5.5%	40.25	0.9%	87%	False	False	11,522
40	4,657.75	4,167.50	490.25	10.6%	50.50	1.1%	93%	False	False	7,906
60	4,657.75	4,167.50	490.25	10.6%	53.25	1.2%	93%	False	False	6,107
80	4,657.75	4,167.50	490.25	10.6%	52.00	1.1%	93%	False	False	4,645
100	4,738.50	4,167.50	571.00	12.3%	50.25	1.1%	80%	False	False	3,734
120	4,738.50	4,167.50	571.00	12.3%	47.00	1.0%	80%	False	False	3,121

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.33
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4,764.00
2.618	4,714.75
1.618	4,684.50
1.000	4,665.75
0.618	4,654.25
HIGH	4,635.50
0.618	4,624.00
0.500	4,620.50
0.382	4,616.75
LOW	4,605.25
0.618	4,586.50
1.000	4,575.00
1.618	4,556.25
2.618	4,526.00
4.250	4,476.75

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	4,623.50	4,630.50
PP	4,622.00	4,628.75
S1	4,620.50	4,627.00

Download as Excel Spreadsheet

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

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