E-mini S&P 500 Future September 2024

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Trading Metrics calculated at close of trading on 02-Nov-2023
Day Change Summary Previous Current 01-Nov-2023 02-Nov-2023 Change Change % Previous Week Open 4,333.00 4,432.00 99.00 2.3% 4,375.00 High 4,400.25 4,476.25 76.00 1.7% 4,425.25 Low 4,333.00 4,432.00 99.00 2.3% 4,255.50 Close 4,393.75 4,476.25 82.50 1.9% 4,271.50 Range 67.25 44.25 -23.00 -34.2% 169.75 ATR 55.84 57.74 1.90 3.4% 0.00 Volume 9 11 2 22.2% 1,026
Daily Pivots for day following 02-Nov-2023 Classic Woodie Camarilla DeMark R4 4,594.25 4,579.50 4,500.50 R3 4,550.00 4,535.25 4,488.50 R2 4,505.75 4,505.75 4,484.25 R1 4,491.00 4,491.00 4,480.25 4,498.50 PP 4,461.50 4,461.50 4,461.50 4,465.25 S1 4,446.75 4,446.75 4,472.25 4,454.00 S2 4,417.25 4,417.25 4,468.25 S3 4,373.00 4,402.50 4,464.00 S4 4,328.75 4,358.25 4,452.00	Weekly Pivots for week ending 27-Oct-2023 Classic Woodie Camarilla DeMark R4 4,826.75 4,718.75 4,364.75 R3 4,657.00 4,549.00 4,318.25 R2 4,487.25 4,487.25 4,302.50 R1 4,379.25 4,379.25 4,287.00 4,348.50 PP 4,317.50 4,317.50 4,317.50 4,302.00 S1 4,209.50 4,209.50 4,256.00 4,178.50 S2 4,147.75 4,147.75 4,240.50 S3 3,978.00 4,039.75 4,224.75 S4 3,808.25 3,870.00 4,178.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,476.25 4,255.50 220.75 4.9% 52.25 1.2% 100% True False 235 10 4,476.25 4,255.50 220.75 4.9% 44.75 1.0% 100% True False 150
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 4.50 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,664.25 2.618 4,592.00 1.618 4,547.75 1.000 4,520.50 0.618 4,503.50 HIGH 4,476.25 0.618 4,459.25 0.500 4,454.00 0.382 4,449.00 LOW 4,432.00 0.618 4,404.75 1.000 4,387.75 1.618 4,360.50 2.618 4,316.25 4.250 4,244.00
Fisher Pivots for day following 02-Nov-2023 Pivot 1 day 3 day R1 4,469.00 4,448.75 PP 4,461.50 4,421.25 S1 4,454.00 4,393.75

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