E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 14-Dec-2023

Day Change Summary
	Previous	Current
	13-Dec-2023	14-Dec-2023	Change	Change %	Previous Week
Open	4,700.50	4,760.75	60.25	1.3%	4,653.50
High	4,764.25	4,791.75	27.50	0.6%	4,666.00
Low	4,696.75	4,746.25	49.50	1.1%	4,599.00
Close	4,760.75	4,774.00	13.25	0.3%	4,660.25
Range	67.50	45.50	-22.00	-32.6%	67.00
ATR	44.72	44.77	0.06	0.1%	0.00
Volume	1,970,985	2,265,347	294,362	14.9%	1,798,060

Daily Pivots for day following 14-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,907.25	4,886.00	4,799.00
R3	4,861.75	4,840.50	4,786.50
R2	4,816.25	4,816.25	4,782.25
R1	4,795.00	4,795.00	4,778.25	4,805.50
PP	4,770.75	4,770.75	4,770.75	4,776.00
S1	4,749.50	4,749.50	4,769.75	4,760.00
S2	4,725.25	4,725.25	4,765.75
S3	4,679.75	4,704.00	4,761.50
S4	4,634.25	4,658.50	4,749.00

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	4,791.75	4,614.25	177.50	3.7%	46.25	1.0%	90%	True	False	1,919,734
10	4,791.75	4,599.00	192.75	4.0%	45.25	0.9%	91%	True	False	1,009,144
20	4,791.75	4,550.75	241.00	5.0%	38.00	0.8%	93%	True	False	508,034
40	4,791.75	4,167.50	624.25	13.1%	48.00	1.0%	97%	True	False	256,510
60	4,791.75	4,167.50	624.25	13.1%	53.50	1.1%	97%	True	False	171,939
80	4,791.75	4,167.50	624.25	13.1%	51.75	1.1%	97%	True	False	129,148
100	4,791.75	4,167.50	624.25	13.1%	51.25	1.1%	97%	True	False	103,342
120	4,791.75	4,167.50	624.25	13.1%	48.00	1.0%	97%	True	False	86,128

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	11.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,985.00
2.618	4,910.75
1.618	4,865.25
1.000	4,837.25
0.618	4,819.75
HIGH	4,791.75
0.618	4,774.25
0.500	4,769.00
0.382	4,763.75
LOW	4,746.25
0.618	4,718.25
1.000	4,700.75
1.618	4,672.75
2.618	4,627.25
4.250	4,553.00

Fisher Pivots for day following 14-Dec-2023
Pivot	1 day	3 day
R1	4,772.25	4,758.25
PP	4,770.75	4,742.75
S1	4,769.00	4,727.00

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

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