E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 4,872.50 4,881.75 9.25 0.2% 4,812.00
High 4,898.25 4,902.00 3.75 0.1% 4,874.25
Low 4,872.50 4,874.25 1.75 0.0% 4,746.25
Close 4,881.00 4,895.00 14.00 0.3% 4,869.50
Range 25.75 27.75 2.00 7.8% 128.00
ATR 47.70 46.28 -1.43 -3.0% 0.00
Volume 1,356,050 1,130,749 -225,301 -16.6% 7,192,553
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,973.75 4,962.00 4,910.25
R3 4,946.00 4,934.25 4,902.75
R2 4,918.25 4,918.25 4,900.00
R1 4,906.50 4,906.50 4,897.50 4,912.50
PP 4,890.50 4,890.50 4,890.50 4,893.25
S1 4,878.75 4,878.75 4,892.50 4,884.50
S2 4,862.75 4,862.75 4,890.00
S3 4,835.00 4,851.00 4,887.25
S4 4,807.25 4,823.25 4,879.75
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 4,902.00 4,746.25 155.75 3.2% 45.50 0.9% 96% True False 1,554,764
10 4,902.00 4,746.25 155.75 3.2% 46.00 0.9% 96% True False 1,574,169
20 4,902.00 4,702.00 200.00 4.1% 45.25 0.9% 97% True False 1,448,665
40 4,902.00 4,594.00 308.00 6.3% 43.25 0.9% 98% True False 1,165,266
60 4,902.00 4,167.50 734.50 15.0% 45.75 0.9% 99% True False 778,414
80 4,902.00 4,167.50 734.50 15.0% 50.50 1.0% 99% True False 584,714
100 4,902.00 4,167.50 734.50 15.0% 49.50 1.0% 99% True False 468,036
120 4,902.00 4,167.50 734.50 15.0% 50.50 1.0% 99% True False 390,061
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 7.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,020.00
2.618 4,974.75
1.618 4,947.00
1.000 4,929.75
0.618 4,919.25
HIGH 4,902.00
0.618 4,891.50
0.500 4,888.00
0.382 4,884.75
LOW 4,874.25
0.618 4,857.00
1.000 4,846.50
1.618 4,829.25
2.618 4,801.50
4.250 4,756.25
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 4,892.75 4,881.75
PP 4,890.50 4,868.50
S1 4,888.00 4,855.25

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

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