E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 4,811.25 4,872.50 61.25 1.3% 4,812.00
High 4,874.25 4,898.25 24.00 0.5% 4,874.25
Low 4,808.50 4,872.50 64.00 1.3% 4,746.25
Close 4,869.50 4,881.00 11.50 0.2% 4,869.50
Range 65.75 25.75 -40.00 -60.8% 128.00
ATR 49.16 47.70 -1.46 -3.0% 0.00
Volume 1,876,757 1,356,050 -520,707 -27.7% 7,192,553
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,961.25 4,946.75 4,895.25
R3 4,935.50 4,921.00 4,888.00
R2 4,909.75 4,909.75 4,885.75
R1 4,895.25 4,895.25 4,883.25 4,902.50
PP 4,884.00 4,884.00 4,884.00 4,887.50
S1 4,869.50 4,869.50 4,878.75 4,876.75
S2 4,858.25 4,858.25 4,876.25
S3 4,832.50 4,843.75 4,874.00
S4 4,806.75 4,818.00 4,866.75
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 4,898.25 4,746.25 152.00 3.1% 48.50 1.0% 89% True False 1,709,720
10 4,898.25 4,715.25 183.00 3.7% 52.00 1.1% 91% True False 1,602,867
20 4,898.25 4,702.00 196.25 4.0% 46.25 0.9% 91% True False 1,476,480
40 4,898.25 4,593.00 305.25 6.3% 43.50 0.9% 94% True False 1,137,188
60 4,898.25 4,167.50 730.75 15.0% 46.25 0.9% 98% True False 759,652
80 4,898.25 4,167.50 730.75 15.0% 51.00 1.0% 98% True False 570,635
100 4,898.25 4,167.50 730.75 15.0% 50.00 1.0% 98% True False 456,733
120 4,898.25 4,167.50 730.75 15.0% 50.50 1.0% 98% True False 380,639
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 8.80
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,007.75
2.618 4,965.75
1.618 4,940.00
1.000 4,924.00
0.618 4,914.25
HIGH 4,898.25
0.618 4,888.50
0.500 4,885.50
0.382 4,882.25
LOW 4,872.50
0.618 4,856.50
1.000 4,846.75
1.618 4,830.75
2.618 4,805.00
4.250 4,763.00
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 4,885.50 4,864.25
PP 4,884.00 4,847.50
S1 4,882.50 4,831.00

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

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