E-mini S&P 500 Future March 2024

Trading Metrics calculated at close of trading on 30-Jan-2024

Day Change Summary
	Previous	Current
	29-Jan-2024	30-Jan-2024	Change	Change %	Previous Week
Open	4,908.75	4,950.25	41.50	0.8%	4,872.50
High	4,956.00	4,957.25	1.25	0.0%	4,934.25
Low	4,901.75	4,933.00	31.25	0.6%	4,872.50
Close	4,954.50	4,951.00	-3.50	-0.1%	4,916.25
Range	54.25	24.25	-30.00	-55.3%	61.75
ATR	45.23	43.73	-1.50	-3.3%	0.00
Volume	1,197,989	1,157,425	-40,564	-3.4%	6,969,261

Daily Pivots for day following 30-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,019.75	5,009.75	4,964.25
R3	4,995.50	4,985.50	4,957.75
R2	4,971.25	4,971.25	4,955.50
R1	4,961.25	4,961.25	4,953.25	4,966.25
PP	4,947.00	4,947.00	4,947.00	4,949.50
S1	4,937.00	4,937.00	4,948.75	4,942.00
S2	4,922.75	4,922.75	4,946.50
S3	4,898.50	4,912.75	4,944.25
S4	4,874.25	4,888.50	4,937.75

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,093.00	5,066.25	4,950.25
R3	5,031.25	5,004.50	4,933.25
R2	4,969.50	4,969.50	4,927.50
R1	4,942.75	4,942.75	4,922.00	4,956.00
PP	4,907.75	4,907.75	4,907.75	4,914.25
S1	4,881.00	4,881.00	4,910.50	4,894.50
S2	4,846.00	4,846.00	4,905.00
S3	4,784.25	4,819.25	4,899.25
S4	4,722.50	4,757.50	4,882.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,957.25	4,889.00	68.25	1.4%	38.25	0.8%	91%	True	False	1,367,575
10	4,957.25	4,746.25	211.00	4.3%	42.00	0.8%	97%	True	False	1,461,169
20	4,957.25	4,702.00	255.25	5.2%	47.50	1.0%	98%	True	False	1,527,261
40	4,957.25	4,599.00	358.25	7.2%	44.50	0.9%	98%	True	False	1,335,066
60	4,957.25	4,303.50	653.75	13.2%	44.00	0.9%	99%	True	False	891,919
80	4,957.25	4,167.50	789.75	16.0%	48.75	1.0%	99%	True	False	669,981
100	4,957.25	4,167.50	789.75	16.0%	49.50	1.0%	99%	True	False	536,402
120	4,957.25	4,167.50	789.75	16.0%	50.00	1.0%	99%	True	False	447,038

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	6.23
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	5,060.25
2.618	5,020.75
1.618	4,996.50
1.000	4,981.50
0.618	4,972.25
HIGH	4,957.25
0.618	4,948.00
0.500	4,945.00
0.382	4,942.25
LOW	4,933.00
0.618	4,918.00
1.000	4,908.75
1.618	4,893.75
2.618	4,869.50
4.250	4,830.00

Fisher Pivots for day following 30-Jan-2024
Pivot	1 day	3 day
R1	4,949.00	4,943.25
PP	4,947.00	4,935.50
S1	4,945.00	4,928.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols