E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 22-Dec-2023
Day Change Summary
Previous Current
21-Dec-2023 22-Dec-2023 Change Change % Previous Week
Open 4,751.00 4,795.75 44.75 0.9% 4,770.50
High 4,798.25 4,821.75 23.50 0.5% 4,830.75
Low 4,751.00 4,784.75 33.75 0.7% 4,743.25
Close 4,796.75 4,805.25 8.50 0.2% 4,805.25
Range 47.25 37.00 -10.25 -21.7% 87.50
ATR 45.90 45.26 -0.64 -1.4% 0.00
Volume 1,687,065 1,326,697 -360,368 -21.4% 7,024,909
Daily Pivots for day following 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,915.00 4,897.00 4,825.50
R3 4,878.00 4,860.00 4,815.50
R2 4,841.00 4,841.00 4,812.00
R1 4,823.00 4,823.00 4,808.75 4,832.00
PP 4,804.00 4,804.00 4,804.00 4,808.50
S1 4,786.00 4,786.00 4,801.75 4,795.00
S2 4,767.00 4,767.00 4,798.50
S3 4,730.00 4,749.00 4,795.00
S4 4,693.00 4,712.00 4,785.00
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 5,055.50 5,018.00 4,853.50
R3 4,968.00 4,930.50 4,829.25
R2 4,880.50 4,880.50 4,821.25
R1 4,843.00 4,843.00 4,813.25 4,861.75
PP 4,793.00 4,793.00 4,793.00 4,802.50
S1 4,755.50 4,755.50 4,797.25 4,774.25
S2 4,705.50 4,705.50 4,789.25
S3 4,618.00 4,668.00 4,781.25
S4 4,530.50 4,580.50 4,757.00
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% 47.75 1.0% 71% False False 1,404,981
10 4,830.75 4,652.00 178.75 3.7% 45.00 0.9% 86% False False 1,709,348
20 4,830.75 4,594.00 236.75 4.9% 42.25 0.9% 89% False False 948,014
40 4,830.75 4,167.50 663.25 13.8% 45.25 0.9% 96% False False 476,253
60 4,830.75 4,167.50 663.25 13.8% 52.00 1.1% 96% False False 318,801
80 4,830.75 4,167.50 663.25 13.8% 50.50 1.1% 96% False False 239,459
100 4,830.75 4,167.50 663.25 13.8% 51.25 1.1% 96% False False 191,607
120 4,830.75 4,167.50 663.25 13.8% 48.75 1.0% 96% False False 159,682
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 8.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,979.00
2.618 4,918.50
1.618 4,881.50
1.000 4,858.75
0.618 4,844.50
HIGH 4,821.75
0.618 4,807.50
0.500 4,803.25
0.382 4,799.00
LOW 4,784.75
0.618 4,762.00
1.000 4,747.75
1.618 4,725.00
2.618 4,688.00
4.250 4,627.50
Fisher Pivots for day following 22-Dec-2023
Pivot 1 day 3 day
R1 4,804.50 4,799.25
PP 4,804.00 4,793.00
S1 4,803.25 4,787.00

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

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