E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	4,637.50	4,660.75	23.25	0.5%	4,653.50
High	4,666.00	4,679.50	13.50	0.3%	4,666.00
Low	4,614.25	4,652.00	37.75	0.8%	4,599.00
Close	4,660.25	4,678.50	18.25	0.4%	4,660.25
Range	51.75	27.50	-24.25	-46.9%	67.00
ATR	44.44	43.23	-1.21	-2.7%	0.00
Volume	1,331,917	2,169,300	837,383	62.9%	1,798,060

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,752.50	4,743.00	4,693.50
R3	4,725.00	4,715.50	4,686.00
R2	4,697.50	4,697.50	4,683.50
R1	4,688.00	4,688.00	4,681.00	4,692.75
PP	4,670.00	4,670.00	4,670.00	4,672.50
S1	4,660.50	4,660.50	4,676.00	4,665.25
S2	4,642.50	4,642.50	4,673.50
S3	4,615.00	4,633.00	4,671.00
S4	4,587.50	4,605.50	4,663.50

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,842.75	4,818.50	4,697.00
R3	4,775.75	4,751.50	4,678.75
R2	4,708.75	4,708.75	4,672.50
R1	4,684.50	4,684.50	4,666.50	4,696.50
PP	4,641.75	4,641.75	4,641.75	4,647.75
S1	4,617.50	4,617.50	4,654.00	4,629.50
S2	4,574.75	4,574.75	4,648.00
S3	4,507.75	4,550.50	4,641.75
S4	4,440.75	4,483.50	4,623.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,679.50	4,599.00	80.50	1.7%	40.75	0.9%	99%	True	False	786,364
10	4,679.50	4,594.00	85.50	1.8%	40.75	0.9%	99%	True	False	402,794
20	4,679.50	4,455.75	223.75	4.8%	38.50	0.8%	100%	True	False	204,191
40	4,679.50	4,167.50	512.00	10.9%	48.75	1.0%	100%	True	False	104,275
60	4,679.50	4,167.50	512.00	10.9%	53.25	1.1%	100%	True	False	70,367
80	4,679.50	4,167.50	512.00	10.9%	51.50	1.1%	100%	True	False	52,935
100	4,738.50	4,167.50	571.00	12.2%	50.75	1.1%	89%	False	False	42,369
120	4,738.50	4,167.50	571.00	12.2%	47.25	1.0%	89%	False	False	35,316

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.45
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,796.50
2.618	4,751.50
1.618	4,724.00
1.000	4,707.00
0.618	4,696.50
HIGH	4,679.50
0.618	4,669.00
0.500	4,665.75
0.382	4,662.50
LOW	4,652.00
0.618	4,635.00
1.000	4,624.50
1.618	4,607.50
2.618	4,580.00
4.250	4,535.00

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	4,674.25	4,665.50
PP	4,670.00	4,652.25
S1	4,665.75	4,639.25

Download as Excel Spreadsheet

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

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