E-mini S&P 500 Future June 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	4,850.00	4,880.00	30.00	0.6%	4,820.00
High	4,885.50	4,887.75	2.25	0.0%	4,882.25
Low	4,850.00	4,868.25	18.25	0.4%	4,794.25
Close	4,876.75	4,885.00	8.25	0.2%	4,856.25
Range	35.50	19.50	-16.00	-45.1%	88.00
ATR	43.42	41.72	-1.71	-3.9%	0.00
Volume	637	1,966	1,329	208.6%	5,705

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,938.75	4,931.50	4,895.75
R3	4,919.25	4,912.00	4,890.25
R2	4,899.75	4,899.75	4,888.50
R1	4,892.50	4,892.50	4,886.75	4,896.00
PP	4,880.25	4,880.25	4,880.25	4,882.25
S1	4,873.00	4,873.00	4,883.25	4,876.50
S2	4,860.75	4,860.75	4,881.50
S3	4,841.25	4,853.50	4,879.75
S4	4,821.75	4,834.00	4,874.25

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	5,108.25	5,070.25	4,904.75
R3	5,020.25	4,982.25	4,880.50
R2	4,932.25	4,932.25	4,872.50
R1	4,894.25	4,894.25	4,864.25	4,913.25
PP	4,844.25	4,844.25	4,844.25	4,853.75
S1	4,806.25	4,806.25	4,848.25	4,825.25
S2	4,756.25	4,756.25	4,840.00
S3	4,668.25	4,718.25	4,832.00
S4	4,580.25	4,630.25	4,807.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,887.75	4,794.25	93.50	1.9%	44.50	0.9%	97%	True	False	1,111
10	4,887.75	4,747.75	140.00	2.9%	43.00	0.9%	98%	True	False	1,695
20	4,887.75	4,645.75	242.00	5.0%	41.50	0.8%	99%	True	False	1,020
40	4,887.75	4,261.50	626.25	12.8%	41.75	0.9%	100%	True	False	618
60	4,887.75	4,215.25	672.50	13.8%	48.00	1.0%	100%	True	False	474
80	4,887.75	4,215.25	672.50	13.8%	45.50	0.9%	100%	True	False	399
100	4,887.75	4,215.25	672.50	13.8%	41.50	0.8%	100%	True	False	325

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	6.55
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	4,970.50
2.618	4,938.75
1.618	4,919.25
1.000	4,907.25
0.618	4,899.75
HIGH	4,887.75
0.618	4,880.25
0.500	4,878.00
0.382	4,875.75
LOW	4,868.25
0.618	4,856.25
1.000	4,848.75
1.618	4,836.75
2.618	4,817.25
4.250	4,785.50

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	4,882.75	4,877.25
PP	4,880.25	4,869.50
S1	4,878.00	4,862.00

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

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