E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 27-Dec-2023
Day Change Summary
Previous Current
26-Dec-2023 27-Dec-2023 Change Change % Previous Week
Open 4,800.25 4,827.75 27.50 0.6% 4,770.50
High 4,834.50 4,836.50 2.00 0.0% 4,830.75
Low 4,800.25 4,816.50 16.25 0.3% 4,743.25
Close 4,825.00 4,833.50 8.50 0.2% 4,805.25
Range 34.25 20.00 -14.25 -41.6% 87.50
ATR 44.48 42.73 -1.75 -3.9% 0.00
Volume 688,201 1,042,284 354,083 51.5% 7,024,909
Daily Pivots for day following 27-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,888.75 4,881.25 4,844.50
R3 4,868.75 4,861.25 4,839.00
R2 4,848.75 4,848.75 4,837.25
R1 4,841.25 4,841.25 4,835.25 4,845.00
PP 4,828.75 4,828.75 4,828.75 4,830.75
S1 4,821.25 4,821.25 4,831.75 4,825.00
S2 4,808.75 4,808.75 4,829.75
S3 4,788.75 4,801.25 4,828.00
S4 4,768.75 4,781.25 4,822.50
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 4,836.50 4,743.25 93.25 1.9% 45.25 0.9% 97% True False 1,298,678
10 4,836.50 4,696.75 139.75 2.9% 43.75 0.9% 98% True False 1,479,354
20 4,836.50 4,594.00 242.50 5.0% 42.75 0.9% 99% True False 1,033,681
40 4,836.50 4,212.50 624.00 12.9% 43.75 0.9% 100% True False 519,289
60 4,836.50 4,167.50 669.00 13.8% 51.00 1.1% 100% True False 347,523
80 4,836.50 4,167.50 669.00 13.8% 50.50 1.0% 100% True False 261,087
100 4,836.50 4,167.50 669.00 13.8% 50.75 1.0% 100% True False 208,909
120 4,836.50 4,167.50 669.00 13.8% 48.50 1.0% 100% True False 174,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.45
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,921.50
2.618 4,888.75
1.618 4,868.75
1.000 4,856.50
0.618 4,848.75
HIGH 4,836.50
0.618 4,828.75
0.500 4,826.50
0.382 4,824.25
LOW 4,816.50
0.618 4,804.25
1.000 4,796.50
1.618 4,784.25
2.618 4,764.25
4.250 4,731.50
Fisher Pivots for day following 27-Dec-2023
Pivot 1 day 3 day
R1 4,831.25 4,826.00
PP 4,828.75 4,818.25
S1 4,826.50 4,810.50

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

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