E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	4,820.50	4,811.25	-9.25	-0.2%	4,735.75
High	4,838.00	4,836.50	-1.50	0.0%	4,838.00
Low	4,772.75	4,791.50	18.75	0.4%	4,715.25
Close	4,815.50	4,816.50	1.00	0.0%	4,816.50
Range	65.25	45.00	-20.25	-31.0%	122.75
ATR	47.34	47.18	-0.17	-0.4%	0.00
Volume	1,795,564	1,519,899	-275,665	-15.4%	7,480,074

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	4,949.75	4,928.25	4,841.25
R3	4,904.75	4,883.25	4,829.00
R2	4,859.75	4,859.75	4,824.75
R1	4,838.25	4,838.25	4,820.50	4,849.00
PP	4,814.75	4,814.75	4,814.75	4,820.25
S1	4,793.25	4,793.25	4,812.50	4,804.00
S2	4,769.75	4,769.75	4,808.25
S3	4,724.75	4,748.25	4,804.00
S4	4,679.75	4,703.25	4,791.75

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,158.25	5,110.00	4,884.00
R3	5,035.50	4,987.25	4,850.25
R2	4,912.75	4,912.75	4,839.00
R1	4,864.50	4,864.50	4,827.75	4,888.50
PP	4,790.00	4,790.00	4,790.00	4,802.00
S1	4,741.75	4,741.75	4,805.25	4,766.00
S2	4,667.25	4,667.25	4,794.00
S3	4,544.50	4,619.00	4,782.75
S4	4,421.75	4,496.25	4,749.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,838.00	4,715.25	122.75	2.5%	55.50	1.2%	82%	False	False	1,496,014
10	4,841.00	4,702.00	139.00	2.9%	53.25	1.1%	82%	False	False	1,530,973
20	4,841.50	4,702.00	139.50	2.9%	45.75	0.9%	82%	False	False	1,452,966
40	4,841.50	4,550.75	290.75	6.0%	41.50	0.9%	91%	False	False	924,040
60	4,841.50	4,167.50	674.00	14.0%	47.50	1.0%	96%	False	False	617,639
80	4,841.50	4,167.50	674.00	14.0%	51.75	1.1%	96%	False	False	463,893
100	4,841.50	4,167.50	674.00	14.0%	50.50	1.1%	96%	False	False	371,259
120	4,841.50	4,167.50	674.00	14.0%	50.25	1.0%	96%	False	False	309,402

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.90
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,027.75
2.618	4,954.25
1.618	4,909.25
1.000	4,881.50
0.618	4,864.25
HIGH	4,836.50
0.618	4,819.25
0.500	4,814.00
0.382	4,808.75
LOW	4,791.50
0.618	4,763.75
1.000	4,746.50
1.618	4,718.75
2.618	4,673.75
4.250	4,600.25

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	4,815.75	4,812.75
PP	4,814.75	4,809.00
S1	4,814.00	4,805.50

Download as Excel Spreadsheet

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

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