E-mini S&P 500 Future September 2024

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Trading Metrics calculated at close of trading on 06-Nov-2023
Day Change Summary Previous Current 03-Nov-2023 06-Nov-2023 Change Change % Previous Week Open 4,477.00 4,515.50 38.50 0.9% 4,286.00 High 4,529.00 4,525.50 -3.50 -0.1% 4,529.00 Low 4,476.75 4,515.50 38.75 0.9% 4,284.50 Close 4,516.00 4,525.50 9.50 0.2% 4,516.00 Range 52.25 10.00 -42.25 -80.9% 244.50 ATR 57.39 54.00 -3.38 -5.9% 0.00 Volume 95 89 -6 -6.3% 527
Daily Pivots for day following 06-Nov-2023 Classic Woodie Camarilla DeMark R4 4,552.25 4,548.75 4,531.00 R3 4,542.25 4,538.75 4,528.25 R2 4,532.25 4,532.25 4,527.25 R1 4,528.75 4,528.75 4,526.50 4,530.50 PP 4,522.25 4,522.25 4,522.25 4,523.00 S1 4,518.75 4,518.75 4,524.50 4,520.50 S2 4,512.25 4,512.25 4,523.75 S3 4,502.25 4,508.75 4,522.75 S4 4,492.25 4,498.75 4,520.00	Weekly Pivots for week ending 03-Nov-2023 Classic Woodie Camarilla DeMark R4 5,176.75 5,090.75 4,650.50 R3 4,932.25 4,846.25 4,583.25 R2 4,687.75 4,687.75 4,560.75 R1 4,601.75 4,601.75 4,538.50 4,644.75 PP 4,443.25 4,443.25 4,443.25 4,464.50 S1 4,357.25 4,357.25 4,493.50 4,400.25 S2 4,198.75 4,198.75 4,471.25 S3 3,954.25 4,112.75 4,448.75 S4 3,709.75 3,868.25 4,381.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,529.00 4,311.25 217.75 4.8% 42.75 0.9% 98% False False 61 10 4,529.00 4,255.50 273.50 6.0% 40.25 0.9% 99% False False 159
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 2.95 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 4,568.00 2.618 4,551.75 1.618 4,541.75 1.000 4,535.50 0.618 4,531.75 HIGH 4,525.50 0.618 4,521.75 0.500 4,520.50 0.382 4,519.25 LOW 4,515.50 0.618 4,509.25 1.000 4,505.50 1.618 4,499.25 2.618 4,489.25 4.250 4,473.00
Fisher Pivots for day following 06-Nov-2023 Pivot 1 day 3 day R1 4,523.75 4,510.50 PP 4,522.25 4,495.50 S1 4,520.50 4,480.50

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