E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 09-Jan-2024
Day Change Summary
Previous Current
08-Jan-2024 09-Jan-2024 Change Change % Previous Week
Open 4,735.75 4,797.75 62.00 1.3% 4,818.00
High 4,803.25 4,804.00 0.75 0.0% 4,828.00
Low 4,715.25 4,767.50 52.25 1.1% 4,702.00
Close 4,801.25 4,792.75 -8.50 -0.2% 4,734.75
Range 88.00 36.50 -51.50 -58.5% 126.00
ATR 46.98 46.23 -0.75 -1.6% 0.00
Volume 1,417,728 1,369,103 -48,625 -3.4% 6,547,927
Daily Pivots for day following 09-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,897.50 4,881.75 4,812.75
R3 4,861.00 4,845.25 4,802.75
R2 4,824.50 4,824.50 4,799.50
R1 4,808.75 4,808.75 4,796.00 4,798.50
PP 4,788.00 4,788.00 4,788.00 4,783.00
S1 4,772.25 4,772.25 4,789.50 4,762.00
S2 4,751.50 4,751.50 4,786.00
S3 4,715.00 4,735.75 4,782.75
S4 4,678.50 4,699.25 4,772.75
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,133.00 5,059.75 4,804.00
R3 5,007.00 4,933.75 4,769.50
R2 4,881.00 4,881.00 4,757.75
R1 4,807.75 4,807.75 4,746.25 4,781.50
PP 4,755.00 4,755.00 4,755.00 4,741.75
S1 4,681.75 4,681.75 4,723.25 4,655.50
S2 4,629.00 4,629.00 4,711.75
S3 4,503.00 4,555.75 4,700.00
S4 4,377.00 4,429.75 4,665.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,804.00 4,702.00 102.00 2.1% 54.50 1.1% 89% True False 1,531,323
10 4,841.50 4,702.00 139.50 2.9% 44.75 0.9% 65% False False 1,327,401
20 4,841.50 4,652.00 189.50 4.0% 44.75 0.9% 74% False False 1,518,374
40 4,841.50 4,402.00 439.50 9.2% 43.00 0.9% 89% False False 807,161
60 4,841.50 4,167.50 674.00 14.1% 48.25 1.0% 93% False False 539,536
80 4,841.50 4,167.50 674.00 14.1% 51.75 1.1% 93% False False 405,289
100 4,841.50 4,167.50 674.00 14.1% 50.50 1.1% 93% False False 324,332
120 4,841.50 4,167.50 674.00 14.1% 49.75 1.0% 93% False False 270,294
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,959.00
2.618 4,899.50
1.618 4,863.00
1.000 4,840.50
0.618 4,826.50
HIGH 4,804.00
0.618 4,790.00
0.500 4,785.75
0.382 4,781.50
LOW 4,767.50
0.618 4,745.00
1.000 4,731.00
1.618 4,708.50
2.618 4,672.00
4.250 4,612.50
Fisher Pivots for day following 09-Jan-2024
Pivot 1 day 3 day
R1 4,790.50 4,779.50
PP 4,788.00 4,766.25
S1 4,785.75 4,753.00

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

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