E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	4,834.50	4,834.75	0.25	0.0%	4,800.25
High	4,841.50	4,841.00	-0.50	0.0%	4,841.50
Low	4,828.00	4,796.75	-31.25	-0.6%	4,796.75
Close	4,832.25	4,820.00	-12.25	-0.3%	4,820.00
Range	13.50	44.25	30.75	227.8%	44.75
ATR	40.64	40.90	0.26	0.6%	0.00
Volume	927,035	1,281,733	354,698	38.3%	3,939,253

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,952.00	4,930.25	4,844.25
R3	4,907.75	4,886.00	4,832.25
R2	4,863.50	4,863.50	4,828.00
R1	4,841.75	4,841.75	4,824.00	4,830.50
PP	4,819.25	4,819.25	4,819.25	4,813.50
S1	4,797.50	4,797.50	4,816.00	4,786.25
S2	4,775.00	4,775.00	4,812.00
S3	4,730.75	4,753.25	4,807.75
S4	4,686.50	4,709.00	4,795.75

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,953.75	4,931.50	4,844.50
R3	4,909.00	4,886.75	4,832.25
R2	4,864.25	4,864.25	4,828.25
R1	4,842.00	4,842.00	4,824.00	4,853.00
PP	4,819.50	4,819.50	4,819.50	4,825.00
S1	4,797.25	4,797.25	4,816.00	4,808.50
S2	4,774.75	4,774.75	4,811.75
S3	4,730.00	4,752.50	4,807.75
S4	4,685.25	4,707.75	4,795.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,841.50	4,784.75	56.75	1.2%	29.75	0.6%	62%	False	False	1,053,190
10	4,841.50	4,743.25	98.25	2.0%	38.25	0.8%	78%	False	False	1,276,598
20	4,841.50	4,599.00	242.50	5.0%	41.75	0.9%	91%	False	False	1,142,871
40	4,841.50	4,303.50	538.00	11.2%	42.00	0.9%	96%	False	False	574,248
60	4,841.50	4,167.50	674.00	14.0%	49.25	1.0%	97%	False	False	384,221
80	4,841.50	4,167.50	674.00	14.0%	50.00	1.0%	97%	False	False	288,687
100	4,841.50	4,167.50	674.00	14.0%	50.25	1.0%	97%	False	False	230,994
120	4,841.50	4,167.50	674.00	14.0%	48.50	1.0%	97%	False	False	192,508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.90
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,029.00
2.618	4,956.75
1.618	4,912.50
1.000	4,885.25
0.618	4,868.25
HIGH	4,841.00
0.618	4,824.00
0.500	4,819.00
0.382	4,813.75
LOW	4,796.75
0.618	4,769.50
1.000	4,752.50
1.618	4,725.25
2.618	4,681.00
4.250	4,608.75

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	4,819.50	4,819.75
PP	4,819.25	4,819.50
S1	4,819.00	4,819.00

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

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