E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 4,827.75 4,834.50 6.75 0.1% 4,770.50
High 4,836.50 4,841.50 5.00 0.1% 4,830.75
Low 4,816.50 4,828.00 11.50 0.2% 4,743.25
Close 4,833.50 4,832.25 -1.25 0.0% 4,805.25
Range 20.00 13.50 -6.50 -32.5% 87.50
ATR 42.73 40.64 -2.09 -4.9% 0.00
Volume 1,042,284 927,035 -115,249 -11.1% 7,024,909
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,874.50 4,866.75 4,839.75
R3 4,861.00 4,853.25 4,836.00
R2 4,847.50 4,847.50 4,834.75
R1 4,839.75 4,839.75 4,833.50 4,837.00
PP 4,834.00 4,834.00 4,834.00 4,832.50
S1 4,826.25 4,826.25 4,831.00 4,823.50
S2 4,820.50 4,820.50 4,829.75
S3 4,807.00 4,812.75 4,828.50
S4 4,793.50 4,799.25 4,824.75
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 4,841.50 4,751.00 90.50 1.9% 30.50 0.6% 90% True False 1,134,256
10 4,841.50 4,743.25 98.25 2.0% 38.25 0.8% 91% True False 1,374,959
20 4,841.50 4,594.00 247.50 5.1% 41.25 0.9% 96% True False 1,079,576
40 4,841.50 4,237.50 604.00 12.5% 42.75 0.9% 98% True False 542,305
60 4,841.50 4,167.50 674.00 13.9% 49.75 1.0% 99% True False 362,934
80 4,841.50 4,167.50 674.00 13.9% 50.25 1.0% 99% True False 272,672
100 4,841.50 4,167.50 674.00 13.9% 50.50 1.0% 99% True False 218,177
120 4,841.50 4,167.50 674.00 13.9% 48.50 1.0% 99% True False 181,827
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.73
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4,899.00
2.618 4,876.75
1.618 4,863.25
1.000 4,855.00
0.618 4,849.75
HIGH 4,841.50
0.618 4,836.25
0.500 4,834.75
0.382 4,833.25
LOW 4,828.00
0.618 4,819.75
1.000 4,814.50
1.618 4,806.25
2.618 4,792.75
4.250 4,770.50
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 4,834.75 4,828.50
PP 4,834.00 4,824.75
S1 4,833.00 4,821.00

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

View Archives - Comment on this page... - Back to Index of Symbols