E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 4,818.50 4,751.00 -67.50 -1.4% 4,660.75
High 4,830.75 4,798.25 -32.50 -0.7% 4,791.75
Low 4,743.25 4,751.00 7.75 0.2% 4,652.00
Close 4,749.75 4,796.75 47.00 1.0% 4,768.00
Range 87.50 47.25 -40.25 -46.0% 139.75
ATR 45.70 45.90 0.20 0.4% 0.00
Volume 1,749,145 1,687,065 -62,080 -3.5% 10,068,577
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,923.75 4,907.50 4,822.75
R3 4,876.50 4,860.25 4,809.75
R2 4,829.25 4,829.25 4,805.50
R1 4,813.00 4,813.00 4,801.00 4,821.00
PP 4,782.00 4,782.00 4,782.00 4,786.00
S1 4,765.75 4,765.75 4,792.50 4,774.00
S2 4,734.75 4,734.75 4,788.00
S3 4,687.50 4,718.50 4,783.75
S4 4,640.25 4,671.25 4,770.75
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% 46.50 1.0% 61% False False 1,500,007
10 4,830.75 4,614.25 216.50 4.5% 46.50 1.0% 84% False False 1,709,870
20 4,830.75 4,594.00 236.75 4.9% 41.00 0.9% 86% False False 881,868
40 4,830.75 4,167.50 663.25 13.8% 45.75 1.0% 95% False False 443,289
60 4,830.75 4,167.50 663.25 13.8% 52.25 1.1% 95% False False 296,731
80 4,830.75 4,167.50 663.25 13.8% 50.50 1.1% 95% False False 222,879
100 4,830.75 4,167.50 663.25 13.8% 51.50 1.1% 95% False False 178,341
120 4,830.75 4,167.50 663.25 13.8% 48.75 1.0% 95% False False 148,626
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,999.00
2.618 4,922.00
1.618 4,874.75
1.000 4,845.50
0.618 4,827.50
HIGH 4,798.25
0.618 4,780.25
0.500 4,774.50
0.382 4,769.00
LOW 4,751.00
0.618 4,721.75
1.000 4,703.75
1.618 4,674.50
2.618 4,627.25
4.250 4,550.25
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 4,789.50 4,793.50
PP 4,782.00 4,790.25
S1 4,774.50 4,787.00

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

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