E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	4,800.25	4,827.75	27.50	0.6%	4,770.50
High	4,834.50	4,836.50	2.00	0.0%	4,830.75
Low	4,800.25	4,816.50	16.25	0.3%	4,743.25
Close	4,825.00	4,833.50	8.50	0.2%	4,805.25
Range	34.25	20.00	-14.25	-41.6%	87.50
ATR	44.48	42.73	-1.75	-3.9%	0.00
Volume	688,201	1,042,284	354,083	51.5%	7,024,909

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,888.75	4,881.25	4,844.50
R3	4,868.75	4,861.25	4,839.00
R2	4,848.75	4,848.75	4,837.25
R1	4,841.25	4,841.25	4,835.25	4,845.00
PP	4,828.75	4,828.75	4,828.75	4,830.75
S1	4,821.25	4,821.25	4,831.75	4,825.00
S2	4,808.75	4,808.75	4,829.75
S3	4,788.75	4,801.25	4,828.00
S4	4,768.75	4,781.25	4,822.50

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	4,836.50	4,743.25	93.25	1.9%	45.25	0.9%	97%	True	False	1,298,678
10	4,836.50	4,696.75	139.75	2.9%	43.75	0.9%	98%	True	False	1,479,354
20	4,836.50	4,594.00	242.50	5.0%	42.75	0.9%	99%	True	False	1,033,681
40	4,836.50	4,212.50	624.00	12.9%	43.75	0.9%	100%	True	False	519,289
60	4,836.50	4,167.50	669.00	13.8%	51.00	1.1%	100%	True	False	347,523
80	4,836.50	4,167.50	669.00	13.8%	50.50	1.0%	100%	True	False	261,087
100	4,836.50	4,167.50	669.00	13.8%	50.75	1.0%	100%	True	False	208,909
120	4,836.50	4,167.50	669.00	13.8%	48.50	1.0%	100%	True	False	174,102

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.45
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	4,921.50
2.618	4,888.75
1.618	4,868.75
1.000	4,856.50
0.618	4,848.75
HIGH	4,836.50
0.618	4,828.75
0.500	4,826.50
0.382	4,824.25
LOW	4,816.50
0.618	4,804.25
1.000	4,796.50
1.618	4,784.25
2.618	4,764.25
4.250	4,731.50

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	4,831.25	4,826.00
PP	4,828.75	4,818.25
S1	4,826.50	4,810.50

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

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