E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 17-Nov-2023
Day Change Summary
Previous Current
16-Nov-2023 17-Nov-2023 Change Change % Previous Week
Open 4,563.00 4,574.25 11.25 0.2% 4,475.00
High 4,578.75 4,588.50 9.75 0.2% 4,589.50
Low 4,550.75 4,561.50 10.75 0.2% 4,455.75
Close 4,572.50 4,576.75 4.25 0.1% 4,576.75
Range 28.00 27.00 -1.00 -3.6% 133.75
ATR 55.60 53.55 -2.04 -3.7% 0.00
Volume 3,240 3,570 330 10.2% 27,416
Daily Pivots for day following 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,656.50 4,643.75 4,591.50
R3 4,629.50 4,616.75 4,584.25
R2 4,602.50 4,602.50 4,581.75
R1 4,589.75 4,589.75 4,579.25 4,596.00
PP 4,575.50 4,575.50 4,575.50 4,578.75
S1 4,562.75 4,562.75 4,574.25 4,569.00
S2 4,548.50 4,548.50 4,571.75
S3 4,521.50 4,535.75 4,569.25
S4 4,494.50 4,508.75 4,562.00
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,942.00 4,893.00 4,650.25
R3 4,808.25 4,759.25 4,613.50
R2 4,674.50 4,674.50 4,601.25
R1 4,625.50 4,625.50 4,589.00 4,650.00
PP 4,540.75 4,540.75 4,540.75 4,553.00
S1 4,491.75 4,491.75 4,564.50 4,516.25
S2 4,407.00 4,407.00 4,552.25
S3 4,273.25 4,358.00 4,540.00
S4 4,139.50 4,224.25 4,503.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,589.50 4,455.75 133.75 2.9% 43.25 0.9% 90% False False 5,483
10 4,589.50 4,402.00 187.50 4.1% 44.75 1.0% 93% False False 3,974
20 4,589.50 4,167.50 422.00 9.2% 53.75 1.2% 97% False False 4,625
40 4,589.50 4,167.50 422.00 9.2% 59.25 1.3% 97% False False 3,975
60 4,648.50 4,167.50 481.00 10.5% 54.25 1.2% 85% False False 2,957
80 4,726.00 4,167.50 558.50 12.2% 54.00 1.2% 73% False False 2,254
100 4,738.50 4,167.50 571.00 12.5% 50.00 1.1% 72% False False 1,814
120 4,738.50 4,167.50 571.00 12.5% 46.00 1.0% 72% False False 1,532
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,703.25
2.618 4,659.25
1.618 4,632.25
1.000 4,615.50
0.618 4,605.25
HIGH 4,588.50
0.618 4,578.25
0.500 4,575.00
0.382 4,571.75
LOW 4,561.50
0.618 4,544.75
1.000 4,534.50
1.618 4,517.75
2.618 4,490.75
4.250 4,446.75
Fisher Pivots for day following 17-Nov-2023
Pivot 1 day 3 day
R1 4,576.25 4,574.50
PP 4,575.50 4,572.25
S1 4,575.00 4,570.00

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

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