E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	4,795.75	4,800.25	4.50	0.1%	4,770.50
High	4,821.75	4,834.50	12.75	0.3%	4,830.75
Low	4,784.75	4,800.25	15.50	0.3%	4,743.25
Close	4,805.25	4,825.00	19.75	0.4%	4,805.25
Range	37.00	34.25	-2.75	-7.4%	87.50
ATR	45.26	44.48	-0.79	-1.7%	0.00
Volume	1,326,697	688,201	-638,496	-48.1%	7,024,909

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,922.75	4,908.00	4,843.75
R3	4,888.50	4,873.75	4,834.50
R2	4,854.25	4,854.25	4,831.25
R1	4,839.50	4,839.50	4,828.25	4,847.00
PP	4,820.00	4,820.00	4,820.00	4,823.50
S1	4,805.25	4,805.25	4,821.75	4,812.50
S2	4,785.75	4,785.75	4,818.75
S3	4,751.50	4,771.00	4,815.50
S4	4,717.25	4,736.75	4,806.25

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	5,055.50	5,018.00	4,853.50
R3	4,968.00	4,930.50	4,829.25
R2	4,880.50	4,880.50	4,821.25
R1	4,843.00	4,843.00	4,813.25	4,861.75
PP	4,793.00	4,793.00	4,793.00	4,802.50
S1	4,755.50	4,755.50	4,797.25	4,774.25
S2	4,705.50	4,705.50	4,789.25
S3	4,618.00	4,668.00	4,781.25
S4	4,530.50	4,580.50	4,757.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,834.50	4,743.25	91.25	1.9%	48.00	1.0%	90%	True	False	1,314,816
10	4,834.50	4,662.25	172.25	3.6%	45.75	0.9%	94%	True	False	1,561,238
20	4,834.50	4,594.00	240.50	5.0%	43.25	0.9%	96%	True	False	982,016
40	4,834.50	4,188.50	646.00	13.4%	44.50	0.9%	99%	True	False	493,313
60	4,834.50	4,167.50	667.00	13.8%	51.50	1.1%	99%	True	False	330,219
80	4,834.50	4,167.50	667.00	13.8%	50.75	1.1%	99%	True	False	248,059
100	4,834.50	4,167.50	667.00	13.8%	51.25	1.1%	99%	True	False	198,488
120	4,834.50	4,167.50	667.00	13.8%	48.75	1.0%	99%	True	False	165,417

Crabel Price Patterns
NR	True
NR4	True
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	7.13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,980.00
2.618	4,924.25
1.618	4,890.00
1.000	4,868.75
0.618	4,855.75
HIGH	4,834.50
0.618	4,821.50
0.500	4,817.50
0.382	4,813.25
LOW	4,800.25
0.618	4,779.00
1.000	4,766.00
1.618	4,744.75
2.618	4,710.50
4.250	4,654.75

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	4,822.50	4,814.25
PP	4,820.00	4,803.50
S1	4,817.50	4,792.75

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

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