E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 05-Dec-2023
Day Change Summary
Previous Current
04-Dec-2023 05-Dec-2023 Change Change % Previous Week
Open 4,653.50 4,622.00 -31.50 -0.7% 4,617.75
High 4,654.75 4,635.50 -19.25 -0.4% 4,657.75
Low 4,603.50 4,605.25 1.75 0.0% 4,594.00
Close 4,626.50 4,625.25 -1.25 0.0% 4,651.00
Range 51.25 30.25 -21.00 -41.0% 63.75
ATR 44.36 43.35 -1.01 -2.3% 0.00
Volume 35,537 67,883 32,346 91.0% 68,740
Daily Pivots for day following 05-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,712.75 4,699.25 4,642.00
R3 4,682.50 4,669.00 4,633.50
R2 4,652.25 4,652.25 4,630.75
R1 4,638.75 4,638.75 4,628.00 4,645.50
PP 4,622.00 4,622.00 4,622.00 4,625.50
S1 4,608.50 4,608.50 4,622.50 4,615.25
S2 4,591.75 4,591.75 4,619.75
S3 4,561.50 4,578.25 4,617.00
S4 4,531.25 4,548.00 4,608.50
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,825.50 4,802.00 4,686.00
R3 4,761.75 4,738.25 4,668.50
R2 4,698.00 4,698.00 4,662.75
R1 4,674.50 4,674.50 4,656.75 4,686.25
PP 4,634.25 4,634.25 4,634.25 4,640.00
S1 4,610.75 4,610.75 4,645.25 4,622.50
S2 4,570.50 4,570.50 4,639.25
S3 4,506.75 4,547.00 4,633.50
S4 4,443.00 4,483.25 4,616.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,657.75 4,594.00 63.75 1.4% 40.50 0.9% 49% False False 31,005
10 4,657.75 4,586.50 71.25 1.5% 33.00 0.7% 54% False False 18,766
20 4,657.75 4,402.00 255.75 5.5% 40.25 0.9% 87% False False 11,522
40 4,657.75 4,167.50 490.25 10.6% 50.50 1.1% 93% False False 7,906
60 4,657.75 4,167.50 490.25 10.6% 53.25 1.2% 93% False False 6,107
80 4,657.75 4,167.50 490.25 10.6% 52.00 1.1% 93% False False 4,645
100 4,738.50 4,167.50 571.00 12.3% 50.25 1.1% 80% False False 3,734
120 4,738.50 4,167.50 571.00 12.3% 47.00 1.0% 80% False False 3,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,764.00
2.618 4,714.75
1.618 4,684.50
1.000 4,665.75
0.618 4,654.25
HIGH 4,635.50
0.618 4,624.00
0.500 4,620.50
0.382 4,616.75
LOW 4,605.25
0.618 4,586.50
1.000 4,575.00
1.618 4,556.25
2.618 4,526.00
4.250 4,476.75
Fisher Pivots for day following 05-Dec-2023
Pivot 1 day 3 day
R1 4,623.50 4,630.50
PP 4,622.00 4,628.75
S1 4,620.50 4,627.00

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

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