E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	4,881.75	4,900.25	18.50	0.4%	4,812.00
High	4,902.00	4,933.25	31.25	0.6%	4,874.25
Low	4,874.25	4,889.00	14.75	0.3%	4,746.25
Close	4,895.00	4,898.00	3.00	0.1%	4,869.50
Range	27.75	44.25	16.50	59.5%	128.00
ATR	46.28	46.13	-0.14	-0.3%	0.00
Volume	1,130,749	1,586,824	456,075	40.3%	7,192,553

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,039.50	5,013.00	4,922.25
R3	4,995.25	4,968.75	4,910.25
R2	4,951.00	4,951.00	4,906.00
R1	4,924.50	4,924.50	4,902.00	4,915.50
PP	4,906.75	4,906.75	4,906.75	4,902.25
S1	4,880.25	4,880.25	4,894.00	4,871.50
S2	4,862.50	4,862.50	4,890.00
S3	4,818.25	4,836.00	4,885.75
S4	4,774.00	4,791.75	4,873.75

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	4,933.25	4,763.50	169.75	3.5%	43.50	0.9%	79%	True	False	1,539,463
10	4,933.25	4,746.25	187.00	3.8%	46.75	1.0%	81%	True	False	1,595,941
20	4,933.25	4,702.00	231.25	4.7%	45.75	0.9%	85%	True	False	1,461,671
40	4,933.25	4,594.00	339.25	6.9%	44.00	0.9%	90%	True	False	1,204,842
60	4,933.25	4,167.50	765.75	15.6%	45.50	0.9%	95%	True	False	804,725
80	4,933.25	4,167.50	765.75	15.6%	50.50	1.0%	95%	True	False	604,518
100	4,933.25	4,167.50	765.75	15.6%	49.50	1.0%	95%	True	False	483,901
120	4,933.25	4,167.50	765.75	15.6%	50.25	1.0%	95%	True	False	403,284

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	8.00
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,121.25
2.618	5,049.00
1.618	5,004.75
1.000	4,977.50
0.618	4,960.50
HIGH	4,933.25
0.618	4,916.25
0.500	4,911.00
0.382	4,906.00
LOW	4,889.00
0.618	4,861.75
1.000	4,844.75
1.618	4,817.50
2.618	4,773.25
4.250	4,701.00

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	4,911.00	4,903.00
PP	4,906.75	4,901.25
S1	4,902.50	4,899.50

Download as Excel Spreadsheet

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

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