E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	4,799.75	4,768.00	-31.75	-0.7%	4,735.75
High	4,800.75	4,817.00	16.25	0.3%	4,838.00
Low	4,746.25	4,763.50	17.25	0.4%	4,715.25
Close	4,771.25	4,811.25	40.00	0.8%	4,816.50
Range	54.50	53.50	-1.00	-1.8%	122.75
ATR	47.46	47.89	0.43	0.9%	0.00
Volume	1,663,328	1,746,936	83,608	5.0%	7,480,074

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	4,957.75	4,938.00	4,840.75
R3	4,904.25	4,884.50	4,826.00
R2	4,850.75	4,850.75	4,821.00
R1	4,831.00	4,831.00	4,816.25	4,841.00
PP	4,797.25	4,797.25	4,797.25	4,802.25
S1	4,777.50	4,777.50	4,806.25	4,787.50
S2	4,743.75	4,743.75	4,801.50
S3	4,690.25	4,724.00	4,796.50
S4	4,636.75	4,670.50	4,781.75

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	4,746.25	91.75	1.9%	52.25	1.1%	71%	False	False	1,726,251
10	4,838.00	4,702.00	136.00	2.8%	52.75	1.1%	80%	False	False	1,595,848
20	4,841.50	4,702.00	139.50	2.9%	47.75	1.0%	78%	False	False	1,458,446
40	4,841.50	4,569.25	272.25	5.7%	43.25	0.9%	89%	False	False	1,056,591
60	4,841.50	4,167.50	674.00	14.0%	46.75	1.0%	96%	False	False	705,936
80	4,841.50	4,167.50	674.00	14.0%	51.25	1.1%	96%	False	False	530,283
100	4,841.50	4,167.50	674.00	14.0%	50.00	1.0%	96%	False	False	424,410
120	4,841.50	4,167.50	674.00	14.0%	50.25	1.0%	96%	False	False	353,700

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	12.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,044.50
2.618	4,957.00
1.618	4,903.50
1.000	4,870.50
0.618	4,850.00
HIGH	4,817.00
0.618	4,796.50
0.500	4,790.25
0.382	4,784.00
LOW	4,763.50
0.618	4,730.50
1.000	4,710.00
1.618	4,677.00
2.618	4,623.50
4.250	4,536.00

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	4,804.25	4,802.50
PP	4,797.25	4,793.50
S1	4,790.25	4,784.50

Download as Excel Spreadsheet

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

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