E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 02-Feb-2024
Day Change Summary
Previous Current
01-Feb-2024 02-Feb-2024 Change Change % Previous Week
Open 4,874.50 4,952.75 78.25 1.6% 4,908.75
High 4,963.75 4,997.75 34.00 0.7% 4,997.75
Low 4,872.50 4,925.75 53.25 1.1% 4,866.00
Close 4,928.50 4,980.25 51.75 1.1% 4,980.25
Range 91.25 72.00 -19.25 -21.1% 131.75
ATR 50.01 51.58 1.57 3.1% 0.00
Volume 1,835,510 1,957,796 122,286 6.7% 8,434,713
Daily Pivots for day following 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,184.00 5,154.00 5,019.75
R3 5,112.00 5,082.00 5,000.00
R2 5,040.00 5,040.00 4,993.50
R1 5,010.00 5,010.00 4,986.75 5,025.00
PP 4,968.00 4,968.00 4,968.00 4,975.50
S1 4,938.00 4,938.00 4,973.75 4,953.00
S2 4,896.00 4,896.00 4,967.00
S3 4,824.00 4,866.00 4,960.50
S4 4,752.00 4,794.00 4,940.75
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 5,343.25 5,293.50 5,052.75
R3 5,211.50 5,161.75 5,016.50
R2 5,079.75 5,079.75 5,004.50
R1 5,030.00 5,030.00 4,992.25 5,055.00
PP 4,948.00 4,948.00 4,948.00 4,960.50
S1 4,898.25 4,898.25 4,968.25 4,923.00
S2 4,816.25 4,816.25 4,956.00
S3 4,684.50 4,766.50 4,944.00
S4 4,552.75 4,634.75 4,907.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,997.75 4,866.00 131.75 2.6% 62.75 1.3% 87% True False 1,686,942
10 4,997.75 4,866.00 131.75 2.6% 48.00 1.0% 87% True False 1,540,397
20 4,997.75 4,702.00 295.75 5.9% 51.75 1.0% 94% True False 1,592,192
40 4,997.75 4,599.00 398.75 8.0% 47.25 1.0% 96% True False 1,483,797
60 4,997.75 4,402.00 595.75 12.0% 45.00 0.9% 97% True False 993,039
80 4,997.75 4,167.50 830.25 16.7% 48.75 1.0% 98% True False 745,852
100 4,997.75 4,167.50 830.25 16.7% 51.00 1.0% 98% True False 597,183
120 4,997.75 4,167.50 830.25 16.7% 50.50 1.0% 98% True False 497,696
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 9.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,303.75
2.618 5,186.25
1.618 5,114.25
1.000 5,069.75
0.618 5,042.25
HIGH 4,997.75
0.618 4,970.25
0.500 4,961.75
0.382 4,953.25
LOW 4,925.75
0.618 4,881.25
1.000 4,853.75
1.618 4,809.25
2.618 4,737.25
4.250 4,619.75
Fisher Pivots for day following 02-Feb-2024
Pivot 1 day 3 day
R1 4,974.00 4,964.00
PP 4,968.00 4,948.00
S1 4,961.75 4,932.00

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

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