E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 4,623.25 4,606.00 -17.25 -0.4% 4,617.75
High 4,648.75 4,646.75 -2.00 0.0% 4,657.75
Low 4,602.25 4,599.00 -3.25 -0.1% 4,594.00
Close 4,606.25 4,640.50 34.25 0.7% 4,651.00
Range 46.50 47.75 1.25 2.7% 63.75
ATR 43.58 43.88 0.30 0.7% 0.00
Volume 94,744 267,979 173,235 182.8% 68,740
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,772.00 4,754.00 4,666.75
R3 4,724.25 4,706.25 4,653.75
R2 4,676.50 4,676.50 4,649.25
R1 4,658.50 4,658.50 4,645.00 4,667.50
PP 4,628.75 4,628.75 4,628.75 4,633.25
S1 4,610.75 4,610.75 4,636.00 4,619.75
S2 4,581.00 4,581.00 4,631.75
S3 4,533.25 4,563.00 4,627.25
S4 4,485.50 4,515.25 4,614.25
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 4,599.00 58.75 1.3% 44.25 1.0% 71% False True 98,553
10 4,657.75 4,594.00 63.75 1.4% 35.75 0.8% 73% False False 53,866
20 4,657.75 4,402.00 255.75 5.5% 41.50 0.9% 93% False False 29,465
40 4,657.75 4,167.50 490.25 10.6% 50.50 1.1% 96% False False 16,865
60 4,657.75 4,167.50 490.25 10.6% 53.75 1.2% 96% False False 12,116
80 4,657.75 4,167.50 490.25 10.6% 52.00 1.1% 96% False False 9,177
100 4,738.50 4,167.50 571.00 12.3% 50.50 1.1% 83% False False 7,359
120 4,738.50 4,167.50 571.00 12.3% 47.00 1.0% 83% False False 6,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,849.75
2.618 4,771.75
1.618 4,724.00
1.000 4,694.50
0.618 4,676.25
HIGH 4,646.75
0.618 4,628.50
0.500 4,623.00
0.382 4,617.25
LOW 4,599.00
0.618 4,569.50
1.000 4,551.25
1.618 4,521.75
2.618 4,474.00
4.250 4,396.00
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 4,634.50 4,635.00
PP 4,628.75 4,629.50
S1 4,623.00 4,624.00

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

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