E-mini S&P 500 Future September 2024

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Trading Metrics calculated at close of trading on 15-Nov-2023
Day Change Summary Previous Current 14-Nov-2023 15-Nov-2023 Change Change % Previous Week Open 4,606.00 4,669.00 63.00 1.4% 4,515.50 High 4,655.25 4,669.00 13.75 0.3% 4,578.25 Low 4,606.00 4,663.00 57.00 1.2% 4,502.25 Close 4,655.25 4,665.75 10.50 0.2% 4,575.75 Range 49.25 6.00 -43.25 -87.8% 76.00 ATR 51.24 48.56 -2.68 -5.2% 0.00 Volume 149 32 -117 -78.5% 464
Daily Pivots for day following 15-Nov-2023 Classic Woodie Camarilla DeMark R4 4,684.00 4,680.75 4,669.00 R3 4,678.00 4,674.75 4,667.50 R2 4,672.00 4,672.00 4,666.75 R1 4,668.75 4,668.75 4,666.25 4,667.50 PP 4,666.00 4,666.00 4,666.00 4,665.25 S1 4,662.75 4,662.75 4,665.25 4,661.50 S2 4,660.00 4,660.00 4,664.75 S3 4,654.00 4,656.75 4,664.00 S4 4,648.00 4,650.75 4,662.50	Weekly Pivots for week ending 10-Nov-2023 Classic Woodie Camarilla DeMark R4 4,780.00 4,754.00 4,617.50 R3 4,704.00 4,678.00 4,596.75 R2 4,628.00 4,628.00 4,589.75 R1 4,602.00 4,602.00 4,582.75 4,615.00 PP 4,552.00 4,552.00 4,552.00 4,558.50 S1 4,526.00 4,526.00 4,568.75 4,539.00 S2 4,476.00 4,476.00 4,561.75 S3 4,400.00 4,450.00 4,554.75 S4 4,324.00 4,374.00 4,534.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,669.00 4,504.75 164.25 3.5% 22.50 0.5% 98% True False 100 10 4,669.00 4,432.00 237.00 5.1% 27.00 0.6% 99% True False 75 20 4,669.00 4,255.50 413.50 8.9% 36.75 0.8% 99% True False 116
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 1.28 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,694.50 2.618 4,684.75 1.618 4,678.75 1.000 4,675.00 0.618 4,672.75 HIGH 4,669.00 0.618 4,666.75 0.500 4,666.00 0.382 4,665.25 LOW 4,663.00 0.618 4,659.25 1.000 4,657.00 1.618 4,653.25 2.618 4,647.25 4.250 4,637.50
Fisher Pivots for day following 15-Nov-2023 Pivot 1 day 3 day R1 4,666.00 4,649.75 PP 4,666.00 4,633.50 S1 4,665.75 4,617.50

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