E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 4,700.50 4,760.75 60.25 1.3% 4,653.50
High 4,764.25 4,791.75 27.50 0.6% 4,666.00
Low 4,696.75 4,746.25 49.50 1.1% 4,599.00
Close 4,760.75 4,774.00 13.25 0.3% 4,660.25
Range 67.50 45.50 -22.00 -32.6% 67.00
ATR 44.72 44.77 0.06 0.1% 0.00
Volume 1,970,985 2,265,347 294,362 14.9% 1,798,060
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,907.25 4,886.00 4,799.00
R3 4,861.75 4,840.50 4,786.50
R2 4,816.25 4,816.25 4,782.25
R1 4,795.00 4,795.00 4,778.25 4,805.50
PP 4,770.75 4,770.75 4,770.75 4,776.00
S1 4,749.50 4,749.50 4,769.75 4,760.00
S2 4,725.25 4,725.25 4,765.75
S3 4,679.75 4,704.00 4,761.50
S4 4,634.25 4,658.50 4,749.00
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 4,791.75 4,614.25 177.50 3.7% 46.25 1.0% 90% True False 1,919,734
10 4,791.75 4,599.00 192.75 4.0% 45.25 0.9% 91% True False 1,009,144
20 4,791.75 4,550.75 241.00 5.0% 38.00 0.8% 93% True False 508,034
40 4,791.75 4,167.50 624.25 13.1% 48.00 1.0% 97% True False 256,510
60 4,791.75 4,167.50 624.25 13.1% 53.50 1.1% 97% True False 171,939
80 4,791.75 4,167.50 624.25 13.1% 51.75 1.1% 97% True False 129,148
100 4,791.75 4,167.50 624.25 13.1% 51.25 1.1% 97% True False 103,342
120 4,791.75 4,167.50 624.25 13.1% 48.00 1.0% 97% True False 86,128
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 False
Bear Hook False
Bull Hook False
Stretch 11.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,985.00
2.618 4,910.75
1.618 4,865.25
1.000 4,837.25
0.618 4,819.75
HIGH 4,791.75
0.618 4,774.25
0.500 4,769.00
0.382 4,763.75
LOW 4,746.25
0.618 4,718.25
1.000 4,700.75
1.618 4,672.75
2.618 4,627.25
4.250 4,553.00
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 4,772.25 4,758.25
PP 4,770.75 4,742.75
S1 4,769.00 4,727.00

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

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