E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 4,637.50 4,660.75 23.25 0.5% 4,653.50
High 4,666.00 4,679.50 13.50 0.3% 4,666.00
Low 4,614.25 4,652.00 37.75 0.8% 4,599.00
Close 4,660.25 4,678.50 18.25 0.4% 4,660.25
Range 51.75 27.50 -24.25 -46.9% 67.00
ATR 44.44 43.23 -1.21 -2.7% 0.00
Volume 1,331,917 2,169,300 837,383 62.9% 1,798,060
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,752.50 4,743.00 4,693.50
R3 4,725.00 4,715.50 4,686.00
R2 4,697.50 4,697.50 4,683.50
R1 4,688.00 4,688.00 4,681.00 4,692.75
PP 4,670.00 4,670.00 4,670.00 4,672.50
S1 4,660.50 4,660.50 4,676.00 4,665.25
S2 4,642.50 4,642.50 4,673.50
S3 4,615.00 4,633.00 4,671.00
S4 4,587.50 4,605.50 4,663.50
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 4,679.50 4,599.00 80.50 1.7% 40.75 0.9% 99% True False 786,364
10 4,679.50 4,594.00 85.50 1.8% 40.75 0.9% 99% True False 402,794
20 4,679.50 4,455.75 223.75 4.8% 38.50 0.8% 100% True False 204,191
40 4,679.50 4,167.50 512.00 10.9% 48.75 1.0% 100% True False 104,275
60 4,679.50 4,167.50 512.00 10.9% 53.25 1.1% 100% True False 70,367
80 4,679.50 4,167.50 512.00 10.9% 51.50 1.1% 100% True False 52,935
100 4,738.50 4,167.50 571.00 12.2% 50.75 1.1% 89% False False 42,369
120 4,738.50 4,167.50 571.00 12.2% 47.25 1.0% 89% False False 35,316
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.45
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,796.50
2.618 4,751.50
1.618 4,724.00
1.000 4,707.00
0.618 4,696.50
HIGH 4,679.50
0.618 4,669.00
0.500 4,665.75
0.382 4,662.50
LOW 4,652.00
0.618 4,635.00
1.000 4,624.50
1.618 4,607.50
2.618 4,580.00
4.250 4,535.00
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 4,674.25 4,665.50
PP 4,670.00 4,652.25
S1 4,665.75 4,639.25

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

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