E-mini S&P 500 Future March 2024

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Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary Previous Current 23-Jun-2023 26-Jun-2023 Change Change % Previous Week Open 4,484.00 4,490.00 6.00 0.1% 4,540.00 High 4,484.00 4,496.00 12.00 0.3% 4,540.75 Low 4,477.50 4,464.00 -13.50 -0.3% 4,477.50 Close 4,483.25 4,464.00 -19.25 -0.4% 4,483.25 Range 6.50 32.00 25.50 392.3% 63.25 ATR 37.00 36.64 -0.36 -1.0% 0.00 Volume 53 11 -42 -79.2% 211
Daily Pivots for day following 26-Jun-2023 Classic Woodie Camarilla DeMark R4 4,570.75 4,549.25 4,481.50 R3 4,538.75 4,517.25 4,472.75 R2 4,506.75 4,506.75 4,469.75 R1 4,485.25 4,485.25 4,467.00 4,480.00 PP 4,474.75 4,474.75 4,474.75 4,472.00 S1 4,453.25 4,453.25 4,461.00 4,448.00 S2 4,442.75 4,442.75 4,458.25 S3 4,410.75 4,421.25 4,455.25 S4 4,378.75 4,389.25 4,446.50	Weekly Pivots for week ending 23-Jun-2023 Classic Woodie Camarilla DeMark R4 4,690.25 4,650.00 4,518.00 R3 4,627.00 4,586.75 4,500.75 R2 4,563.75 4,563.75 4,494.75 R1 4,523.50 4,523.50 4,489.00 4,512.00 PP 4,500.50 4,500.50 4,500.50 4,494.75 S1 4,460.25 4,460.25 4,477.50 4,448.75 S2 4,437.25 4,437.25 4,471.75 S3 4,374.00 4,397.00 4,465.75 S4 4,310.75 4,333.75 4,448.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,540.75 4,464.00 76.75 1.7% 22.00 0.5% 0% False True 44 10 4,587.50 4,448.00 139.50 3.1% 29.00 0.7% 11% False False 162 20 4,587.50 4,279.00 308.50 6.9% 29.50 0.7% 60% False False 120 40 4,587.50 4,175.00 412.50 9.2% 26.50 0.6% 70% False False 100
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 6.28 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 4,632.00 2.618 4,579.75 1.618 4,547.75 1.000 4,528.00 0.618 4,515.75 HIGH 4,496.00 0.618 4,483.75 0.500 4,480.00 0.382 4,476.25 LOW 4,464.00 0.618 4,444.25 1.000 4,432.00 1.618 4,412.25 2.618 4,380.25 4.250 4,328.00
Fisher Pivots for day following 26-Jun-2023 Pivot 1 day 3 day R1 4,480.00 4,492.00 PP 4,474.75 4,482.75 S1 4,469.25 4,473.25

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