E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 24-Nov-2023
Day Change Summary
Previous Current
22-Nov-2023 24-Nov-2023 Change Change % Previous Week
Open 4,596.00 4,612.50 16.50 0.4% 4,574.25
High 4,630.00 4,623.75 -6.25 -0.1% 4,630.00
Low 4,593.00 4,612.00 19.00 0.4% 4,569.25
Close 4,617.25 4,618.25 1.00 0.0% 4,618.25
Range 37.00 11.75 -25.25 -68.2% 60.75
ATR 50.70 47.92 -2.78 -5.5% 0.00
Volume 7,611 3,779 -3,832 -50.3% 20,316
Daily Pivots for day following 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,653.25 4,647.50 4,624.75
R3 4,641.50 4,635.75 4,621.50
R2 4,629.75 4,629.75 4,620.50
R1 4,624.00 4,624.00 4,619.25 4,627.00
PP 4,618.00 4,618.00 4,618.00 4,619.50
S1 4,612.25 4,612.25 4,617.25 4,615.00
S2 4,606.25 4,606.25 4,616.00
S3 4,594.50 4,600.50 4,615.00
S4 4,582.75 4,588.75 4,611.75
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,788.00 4,764.00 4,651.75
R3 4,727.25 4,703.25 4,635.00
R2 4,666.50 4,666.50 4,629.50
R1 4,642.50 4,642.50 4,623.75 4,654.50
PP 4,605.75 4,605.75 4,605.75 4,612.00
S1 4,581.75 4,581.75 4,612.75 4,593.75
S2 4,545.00 4,545.00 4,607.00
S3 4,484.25 4,521.00 4,601.50
S4 4,423.50 4,460.25 4,584.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,630.00 4,561.50 68.50 1.5% 31.50 0.7% 83% False False 4,777
10 4,630.00 4,402.00 228.00 4.9% 42.75 0.9% 95% False False 5,216
20 4,630.00 4,167.50 462.50 10.0% 48.25 1.0% 97% False False 4,491
40 4,630.00 4,167.50 462.50 10.0% 56.75 1.2% 97% False False 4,194
60 4,648.50 4,167.50 481.00 10.4% 53.25 1.2% 94% False False 3,274
80 4,664.75 4,167.50 497.25 10.8% 53.50 1.2% 91% False False 2,505
100 4,738.50 4,167.50 571.00 12.4% 50.25 1.1% 79% False False 2,016
120 4,738.50 4,167.50 571.00 12.4% 46.25 1.0% 79% False False 1,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.78
Narrowest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 4,673.75
2.618 4,654.50
1.618 4,642.75
1.000 4,635.50
0.618 4,631.00
HIGH 4,623.75
0.618 4,619.25
0.500 4,618.00
0.382 4,616.50
LOW 4,612.00
0.618 4,604.75
1.000 4,600.25
1.618 4,593.00
2.618 4,581.25
4.250 4,562.00
Fisher Pivots for day following 24-Nov-2023
Pivot 1 day 3 day
R1 4,618.00 4,615.00
PP 4,618.00 4,611.50
S1 4,618.00 4,608.25

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

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