E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 26-Dec-2023
Day Change Summary
Previous Current
22-Dec-2023 26-Dec-2023 Change Change % Previous Week
Open 4,795.75 4,800.25 4.50 0.1% 4,770.50
High 4,821.75 4,834.50 12.75 0.3% 4,830.75
Low 4,784.75 4,800.25 15.50 0.3% 4,743.25
Close 4,805.25 4,825.00 19.75 0.4% 4,805.25
Range 37.00 34.25 -2.75 -7.4% 87.50
ATR 45.26 44.48 -0.79 -1.7% 0.00
Volume 1,326,697 688,201 -638,496 -48.1% 7,024,909
Daily Pivots for day following 26-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,922.75 4,908.00 4,843.75
R3 4,888.50 4,873.75 4,834.50
R2 4,854.25 4,854.25 4,831.25
R1 4,839.50 4,839.50 4,828.25 4,847.00
PP 4,820.00 4,820.00 4,820.00 4,823.50
S1 4,805.25 4,805.25 4,821.75 4,812.50
S2 4,785.75 4,785.75 4,818.75
S3 4,751.50 4,771.00 4,815.50
S4 4,717.25 4,736.75 4,806.25
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 4,834.50 4,743.25 91.25 1.9% 48.00 1.0% 90% True False 1,314,816
10 4,834.50 4,662.25 172.25 3.6% 45.75 0.9% 94% True False 1,561,238
20 4,834.50 4,594.00 240.50 5.0% 43.25 0.9% 96% True False 982,016
40 4,834.50 4,188.50 646.00 13.4% 44.50 0.9% 99% True False 493,313
60 4,834.50 4,167.50 667.00 13.8% 51.50 1.1% 99% True False 330,219
80 4,834.50 4,167.50 667.00 13.8% 50.75 1.1% 99% True False 248,059
100 4,834.50 4,167.50 667.00 13.8% 51.25 1.1% 99% True False 198,488
120 4,834.50 4,167.50 667.00 13.8% 48.75 1.0% 99% True False 165,417
Crabel Price Patterns
NR True
NR4 True
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 7.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,980.00
2.618 4,924.25
1.618 4,890.00
1.000 4,868.75
0.618 4,855.75
HIGH 4,834.50
0.618 4,821.50
0.500 4,817.50
0.382 4,813.25
LOW 4,800.25
0.618 4,779.00
1.000 4,766.00
1.618 4,744.75
2.618 4,710.50
4.250 4,654.75
Fisher Pivots for day following 26-Dec-2023
Pivot 1 day 3 day
R1 4,822.50 4,814.25
PP 4,820.00 4,803.50
S1 4,817.50 4,792.75

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

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