E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 4,770.50 4,790.50 20.00 0.4% 4,660.75
High 4,802.25 4,821.50 19.25 0.4% 4,791.75
Low 4,769.50 4,787.75 18.25 0.4% 4,652.00
Close 4,793.00 4,820.25 27.25 0.6% 4,768.00
Range 32.75 33.75 1.00 3.1% 139.75
ATR 43.16 42.48 -0.67 -1.6% 0.00
Volume 1,139,029 1,122,973 -16,056 -1.4% 10,068,577
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,911.00 4,899.50 4,838.75
R3 4,877.25 4,865.75 4,829.50
R2 4,843.50 4,843.50 4,826.50
R1 4,832.00 4,832.00 4,823.25 4,837.75
PP 4,809.75 4,809.75 4,809.75 4,812.75
S1 4,798.25 4,798.25 4,817.25 4,804.00
S2 4,776.00 4,776.00 4,814.00
S3 4,742.25 4,764.50 4,811.00
S4 4,708.50 4,730.75 4,801.75
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 5,156.50 5,102.00 4,844.75
R3 5,016.75 4,962.25 4,806.50
R2 4,877.00 4,877.00 4,793.50
R1 4,822.50 4,822.50 4,780.75 4,849.75
PP 4,737.25 4,737.25 4,737.25 4,751.00
S1 4,682.75 4,682.75 4,755.25 4,710.00
S2 4,597.50 4,597.50 4,742.50
S3 4,457.75 4,543.00 4,729.50
S4 4,318.00 4,403.25 4,691.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,821.50 4,696.75 124.75 2.6% 42.25 0.9% 99% True False 1,660,031
10 4,821.50 4,599.00 222.50 4.6% 42.50 0.9% 99% True False 1,402,521
20 4,821.50 4,586.50 235.00 4.9% 37.75 0.8% 99% True False 710,644
40 4,821.50 4,167.50 654.00 13.6% 45.25 0.9% 100% True False 357,600
60 4,821.50 4,167.50 654.00 13.6% 52.25 1.1% 100% True False 239,585
80 4,821.50 4,167.50 654.00 13.6% 50.00 1.0% 100% True False 179,933
100 4,821.50 4,167.50 654.00 13.6% 50.75 1.1% 100% True False 143,979
120 4,821.50 4,167.50 654.00 13.6% 48.25 1.0% 100% True False 119,992
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 False
Bear Hook False
Bull Hook False
Stretch 10.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,965.00
2.618 4,909.75
1.618 4,876.00
1.000 4,855.25
0.618 4,842.25
HIGH 4,821.50
0.618 4,808.50
0.500 4,804.50
0.382 4,800.75
LOW 4,787.75
0.618 4,767.00
1.000 4,754.00
1.618 4,733.25
2.618 4,699.50
4.250 4,644.25
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 4,815.00 4,810.00
PP 4,809.75 4,799.75
S1 4,804.50 4,789.50

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

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