E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 30-Nov-2023
Day Change Summary
Previous Current
29-Nov-2023 30-Nov-2023 Change Change % Previous Week
Open 4,613.50 4,612.00 -1.50 0.0% 4,574.25
High 4,646.75 4,629.25 -17.50 -0.4% 4,630.00
Low 4,605.50 4,594.00 -11.50 -0.2% 4,569.25
Close 4,609.00 4,626.75 17.75 0.4% 4,618.25
Range 41.25 35.25 -6.00 -14.5% 60.75
ATR 44.39 43.74 -0.65 -1.5% 0.00
Volume 9,144 15,836 6,692 73.2% 20,316
Daily Pivots for day following 30-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,722.50 4,709.75 4,646.25
R3 4,687.25 4,674.50 4,636.50
R2 4,652.00 4,652.00 4,633.25
R1 4,639.25 4,639.25 4,630.00 4,645.50
PP 4,616.75 4,616.75 4,616.75 4,619.75
S1 4,604.00 4,604.00 4,623.50 4,610.50
S2 4,581.50 4,581.50 4,620.25
S3 4,546.25 4,568.75 4,617.00
S4 4,511.00 4,533.50 4,607.25
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 4,646.75 4,594.00 52.75 1.1% 27.25 0.6% 62% False True 9,178
10 4,646.75 4,550.75 96.00 2.1% 31.00 0.7% 79% False False 6,924
20 4,646.75 4,303.50 343.25 7.4% 42.50 0.9% 94% False False 5,626
40 4,646.75 4,167.50 479.25 10.4% 53.00 1.1% 96% False False 4,896
60 4,646.75 4,167.50 479.25 10.4% 52.75 1.1% 96% False False 3,959
80 4,648.50 4,167.50 481.00 10.4% 52.50 1.1% 95% False False 3,025
100 4,738.50 4,167.50 571.00 12.3% 49.75 1.1% 80% False False 2,436
120 4,738.50 4,167.50 571.00 12.3% 46.50 1.0% 80% False False 2,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,779.00
2.618 4,721.50
1.618 4,686.25
1.000 4,664.50
0.618 4,651.00
HIGH 4,629.25
0.618 4,615.75
0.500 4,611.50
0.382 4,607.50
LOW 4,594.00
0.618 4,572.25
1.000 4,558.75
1.618 4,537.00
2.618 4,501.75
4.250 4,444.25
Fisher Pivots for day following 30-Nov-2023
Pivot 1 day 3 day
R1 4,621.75 4,624.50
PP 4,616.75 4,622.50
S1 4,611.50 4,620.50

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

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