E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 4,797.75 4,790.75 -7.00 -0.1% 4,818.00
High 4,804.00 4,828.50 24.50 0.5% 4,828.00
Low 4,767.50 4,786.00 18.50 0.4% 4,702.00
Close 4,792.75 4,820.25 27.50 0.6% 4,734.75
Range 36.50 42.50 6.00 16.4% 126.00
ATR 46.23 45.97 -0.27 -0.6% 0.00
Volume 1,369,103 1,377,780 8,677 0.6% 6,547,927
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,939.00 4,922.25 4,843.50
R3 4,896.50 4,879.75 4,832.00
R2 4,854.00 4,854.00 4,828.00
R1 4,837.25 4,837.25 4,824.25 4,845.50
PP 4,811.50 4,811.50 4,811.50 4,815.75
S1 4,794.75 4,794.75 4,816.25 4,803.00
S2 4,769.00 4,769.00 4,812.50
S3 4,726.50 4,752.25 4,808.50
S4 4,684.00 4,709.75 4,797.00
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 4,828.50 4,702.00 126.50 2.6% 53.00 1.1% 93% True False 1,465,444
10 4,841.50 4,702.00 139.50 2.9% 45.50 0.9% 85% False False 1,396,359
20 4,841.50 4,662.25 179.25 3.7% 45.50 0.9% 88% False False 1,478,798
40 4,841.50 4,455.75 385.75 8.0% 42.00 0.9% 94% False False 841,495
60 4,841.50 4,167.50 674.00 14.0% 47.75 1.0% 97% False False 562,449
80 4,841.50 4,167.50 674.00 14.0% 51.25 1.1% 97% False False 422,475
100 4,841.50 4,167.50 674.00 14.0% 50.50 1.0% 97% False False 338,107
120 4,841.50 4,167.50 674.00 14.0% 49.75 1.0% 97% False False 281,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,009.00
2.618 4,939.75
1.618 4,897.25
1.000 4,871.00
0.618 4,854.75
HIGH 4,828.50
0.618 4,812.25
0.500 4,807.25
0.382 4,802.25
LOW 4,786.00
0.618 4,759.75
1.000 4,743.50
1.618 4,717.25
2.618 4,674.75
4.250 4,605.50
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 4,816.00 4,804.00
PP 4,811.50 4,788.00
S1 4,807.25 4,772.00

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

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