E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 20-Dec-2023
Day Change Summary
Previous Current
19-Dec-2023 20-Dec-2023 Change Change % Previous Week
Open 4,790.50 4,818.50 28.00 0.6% 4,660.75
High 4,821.50 4,830.75 9.25 0.2% 4,791.75
Low 4,787.75 4,743.25 -44.50 -0.9% 4,652.00
Close 4,820.25 4,749.75 -70.50 -1.5% 4,768.00
Range 33.75 87.50 53.75 159.3% 139.75
ATR 42.48 45.70 3.22 7.6% 0.00
Volume 1,122,973 1,749,145 626,172 55.8% 10,068,577
Daily Pivots for day following 20-Dec-2023
Classic Woodie Camarilla DeMark
R4 5,037.00 4,981.00 4,798.00
R3 4,949.50 4,893.50 4,773.75
R2 4,862.00 4,862.00 4,765.75
R1 4,806.00 4,806.00 4,757.75 4,790.25
PP 4,774.50 4,774.50 4,774.50 4,766.75
S1 4,718.50 4,718.50 4,741.75 4,702.75
S2 4,687.00 4,687.00 4,733.75
S3 4,599.50 4,631.00 4,725.75
S4 4,512.00 4,543.50 4,701.50
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 5,156.50 5,102.00 4,844.75
R3 5,016.75 4,962.25 4,806.50
R2 4,877.00 4,877.00 4,793.50
R1 4,822.50 4,822.50 4,780.75 4,849.75
PP 4,737.25 4,737.25 4,737.25 4,751.00
S1 4,682.75 4,682.75 4,755.25 4,710.00
S2 4,597.50 4,597.50 4,742.50
S3 4,457.75 4,543.00 4,729.50
S4 4,318.00 4,403.25 4,691.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,830.75 4,743.25 87.50 1.8% 46.25 1.0% 7% True True 1,615,663
10 4,830.75 4,599.00 231.75 4.9% 46.50 1.0% 65% True False 1,567,962
20 4,830.75 4,593.00 237.75 5.0% 40.50 0.9% 66% True False 797,895
40 4,830.75 4,167.50 663.25 14.0% 46.25 1.0% 88% True False 401,238
60 4,830.75 4,167.50 663.25 14.0% 52.50 1.1% 88% True False 268,686
80 4,830.75 4,167.50 663.25 14.0% 50.75 1.1% 88% True False 201,796
100 4,830.75 4,167.50 663.25 14.0% 51.25 1.1% 88% True False 161,471
120 4,830.75 4,167.50 663.25 14.0% 48.50 1.0% 88% True False 134,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.93
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,202.50
2.618 5,059.75
1.618 4,972.25
1.000 4,918.25
0.618 4,884.75
HIGH 4,830.75
0.618 4,797.25
0.500 4,787.00
0.382 4,776.75
LOW 4,743.25
0.618 4,689.25
1.000 4,655.75
1.618 4,601.75
2.618 4,514.25
4.250 4,371.50
Fisher Pivots for day following 20-Dec-2023
Pivot 1 day 3 day
R1 4,787.00 4,787.00
PP 4,774.50 4,774.50
S1 4,762.25 4,762.25

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

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