E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 08-Dec-2023
Day Change Summary
Previous Current
07-Dec-2023 08-Dec-2023 Change Change % Previous Week
Open 4,606.00 4,637.50 31.50 0.7% 4,653.50
High 4,646.75 4,666.00 19.25 0.4% 4,666.00
Low 4,599.00 4,614.25 15.25 0.3% 4,599.00
Close 4,640.50 4,660.25 19.75 0.4% 4,660.25
Range 47.75 51.75 4.00 8.4% 67.00
ATR 43.88 44.44 0.56 1.3% 0.00
Volume 267,979 1,331,917 1,063,938 397.0% 1,798,060
Daily Pivots for day following 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,802.00 4,783.00 4,688.75
R3 4,750.25 4,731.25 4,674.50
R2 4,698.50 4,698.50 4,669.75
R1 4,679.50 4,679.50 4,665.00 4,689.00
PP 4,646.75 4,646.75 4,646.75 4,651.50
S1 4,627.75 4,627.75 4,655.50 4,637.25
S2 4,595.00 4,595.00 4,650.75
S3 4,543.25 4,576.00 4,646.00
S4 4,491.50 4,524.25 4,631.75
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,842.75 4,818.50 4,697.00
R3 4,775.75 4,751.50 4,678.75
R2 4,708.75 4,708.75 4,672.50
R1 4,684.50 4,684.50 4,666.50 4,696.50
PP 4,641.75 4,641.75 4,641.75 4,647.75
S1 4,617.50 4,617.50 4,654.00 4,629.50
S2 4,574.75 4,574.75 4,648.00
S3 4,507.75 4,550.50 4,641.75
S4 4,440.75 4,483.50 4,623.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,666.00 4,599.00 67.00 1.4% 45.50 1.0% 91% True False 359,612
10 4,666.00 4,594.00 72.00 1.5% 39.75 0.9% 92% True False 186,680
20 4,666.00 4,402.00 264.00 5.7% 41.25 0.9% 98% True False 95,948
40 4,666.00 4,167.50 498.50 10.7% 49.75 1.1% 99% True False 50,117
60 4,666.00 4,167.50 498.50 10.7% 54.00 1.2% 99% True False 34,260
80 4,666.00 4,167.50 498.50 10.7% 52.00 1.1% 99% True False 25,821
100 4,738.50 4,167.50 571.00 12.3% 50.75 1.1% 86% False False 20,678
120 4,738.50 4,167.50 571.00 12.3% 47.00 1.0% 86% False False 17,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.78
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,886.00
2.618 4,801.50
1.618 4,749.75
1.000 4,717.75
0.618 4,698.00
HIGH 4,666.00
0.618 4,646.25
0.500 4,640.00
0.382 4,634.00
LOW 4,614.25
0.618 4,582.25
1.000 4,562.50
1.618 4,530.50
2.618 4,478.75
4.250 4,394.25
Fisher Pivots for day following 08-Dec-2023
Pivot 1 day 3 day
R1 4,653.50 4,651.00
PP 4,646.75 4,641.75
S1 4,640.00 4,632.50

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

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