E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 19-Jan-2024
Day Change Summary
Previous Current
18-Jan-2024 19-Jan-2024 Change Change % Previous Week
Open 4,768.00 4,811.25 43.25 0.9% 4,812.00
High 4,817.00 4,874.25 57.25 1.2% 4,874.25
Low 4,763.50 4,808.50 45.00 0.9% 4,746.25
Close 4,811.25 4,869.50 58.25 1.2% 4,869.50
Range 53.50 65.75 12.25 22.9% 128.00
ATR 47.89 49.16 1.28 2.7% 0.00
Volume 1,746,936 1,876,757 129,821 7.4% 7,192,553
Daily Pivots for day following 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,048.00 5,024.50 4,905.75
R3 4,982.25 4,958.75 4,887.50
R2 4,916.50 4,916.50 4,881.50
R1 4,893.00 4,893.00 4,875.50 4,904.75
PP 4,850.75 4,850.75 4,850.75 4,856.50
S1 4,827.25 4,827.25 4,863.50 4,839.00
S2 4,785.00 4,785.00 4,857.50
S3 4,719.25 4,761.50 4,851.50
S4 4,653.50 4,695.75 4,833.25
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,214.00 5,169.75 4,940.00
R3 5,086.00 5,041.75 4,904.75
R2 4,958.00 4,958.00 4,893.00
R1 4,913.75 4,913.75 4,881.25 4,936.00
PP 4,830.00 4,830.00 4,830.00 4,841.00
S1 4,785.75 4,785.75 4,857.75 4,808.00
S2 4,702.00 4,702.00 4,846.00
S3 4,574.00 4,657.75 4,834.25
S4 4,446.00 4,529.75 4,799.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,874.25 4,746.25 128.00 2.6% 52.50 1.1% 96% True False 1,742,490
10 4,874.25 4,702.00 172.25 3.5% 55.25 1.1% 97% True False 1,643,987
20 4,874.25 4,702.00 172.25 3.5% 49.50 1.0% 97% True False 1,496,135
40 4,874.25 4,586.50 287.75 5.9% 43.50 0.9% 98% True False 1,103,389
60 4,874.25 4,167.50 706.75 14.5% 46.75 1.0% 99% True False 737,112
80 4,874.25 4,167.50 706.75 14.5% 51.50 1.1% 99% True False 553,723
100 4,874.25 4,167.50 706.75 14.5% 50.00 1.0% 99% True False 443,173
120 4,874.25 4,167.50 706.75 14.5% 50.50 1.0% 99% True False 369,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.55
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,153.75
2.618 5,046.50
1.618 4,980.75
1.000 4,940.00
0.618 4,915.00
HIGH 4,874.25
0.618 4,849.25
0.500 4,841.50
0.382 4,833.50
LOW 4,808.50
0.618 4,767.75
1.000 4,742.75
1.618 4,702.00
2.618 4,636.25
4.250 4,529.00
Fisher Pivots for day following 19-Jan-2024
Pivot 1 day 3 day
R1 4,860.00 4,849.75
PP 4,850.75 4,830.00
S1 4,841.50 4,810.25

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

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