E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 13-Dec-2023

Day Change Summary
	Previous	Current
	12-Dec-2023	13-Dec-2023	Change	Change %	Previous Week
Open	4,677.75	4,700.50	22.75	0.5%	4,653.50
High	4,701.75	4,764.25	62.50	1.3%	4,666.00
Low	4,662.25	4,696.75	34.50	0.7%	4,599.00
Close	4,697.25	4,760.75	63.50	1.4%	4,660.25
Range	39.50	67.50	28.00	70.9%	67.00
ATR	42.96	44.72	1.75	4.1%	0.00
Volume	1,861,122	1,970,985	109,863	5.9%	1,798,060

Daily Pivots for day following 13-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,943.00	4,919.50	4,798.00
R3	4,875.50	4,852.00	4,779.25
R2	4,808.00	4,808.00	4,773.00
R1	4,784.50	4,784.50	4,767.00	4,796.25
PP	4,740.50	4,740.50	4,740.50	4,746.50
S1	4,717.00	4,717.00	4,754.50	4,728.75
S2	4,673.00	4,673.00	4,748.50
S3	4,605.50	4,649.50	4,742.25
S4	4,538.00	4,582.00	4,723.50

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	4,764.25	4,599.00	165.25	3.5%	46.75	1.0%	98%	True	False	1,520,260
10	4,764.25	4,594.00	170.25	3.6%	44.25	0.9%	98%	True	False	784,192
20	4,764.25	4,550.75	213.50	4.5%	37.25	0.8%	98%	True	False	395,113
40	4,764.25	4,167.50	596.75	12.5%	48.50	1.0%	99%	True	False	199,975
60	4,764.25	4,167.50	596.75	12.5%	53.75	1.1%	99%	True	False	134,202
80	4,764.25	4,167.50	596.75	12.5%	51.75	1.1%	99%	True	False	100,833
100	4,764.25	4,167.50	596.75	12.5%	51.25	1.1%	99%	True	False	80,689
120	4,764.25	4,167.50	596.75	12.5%	47.75	1.0%	99%	True	False	67,250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.08
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5,051.00
2.618	4,941.00
1.618	4,873.50
1.000	4,831.75
0.618	4,806.00
HIGH	4,764.25
0.618	4,738.50
0.500	4,730.50
0.382	4,722.50
LOW	4,696.75
0.618	4,655.00
1.000	4,629.25
1.618	4,587.50
2.618	4,520.00
4.250	4,410.00

Fisher Pivots for day following 13-Dec-2023
Pivot	1 day	3 day
R1	4,750.75	4,743.25
PP	4,740.50	4,725.75
S1	4,730.50	4,708.00

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

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