E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 08-Jan-2024

Day Change Summary
	Previous	Current
	05-Jan-2024	08-Jan-2024	Change	Change %	Previous Week
Open	4,787.50	4,789.50	2.00	0.0%	4,868.50
High	4,811.50	4,855.25	43.75	0.9%	4,879.00
Low	4,754.50	4,767.25	12.75	0.3%	4,754.50
Close	4,786.25	4,853.75	67.50	1.4%	4,786.25
Range	57.00	88.00	31.00	54.4%	124.50
ATR	42.90	46.12	3.22	7.5%	0.00
Volume	7,909	5,281	-2,628	-33.2%	29,610

Daily Pivots for day following 08-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,089.50	5,059.50	4,902.25
R3	5,001.50	4,971.50	4,878.00
R2	4,913.50	4,913.50	4,870.00
R1	4,883.50	4,883.50	4,861.75	4,898.50
PP	4,825.50	4,825.50	4,825.50	4,833.00
S1	4,795.50	4,795.50	4,845.75	4,810.50
S2	4,737.50	4,737.50	4,837.50
S3	4,649.50	4,707.50	4,829.50
S4	4,561.50	4,619.50	4,805.25

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,180.00	5,107.75	4,854.75
R3	5,055.50	4,983.25	4,820.50
R2	4,931.00	4,931.00	4,809.00
R1	4,858.75	4,858.75	4,797.75	4,832.50
PP	4,806.50	4,806.50	4,806.50	4,793.50
S1	4,734.25	4,734.25	4,774.75	4,708.00
S2	4,682.00	4,682.00	4,763.50
S3	4,557.50	4,609.75	4,752.00
S4	4,433.00	4,485.25	4,717.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,879.00	4,754.50	124.50	2.6%	59.00	1.2%	80%	False	False	6,978
10	4,892.25	4,754.50	137.75	2.8%	44.25	0.9%	72%	False	False	4,095
20	4,892.25	4,668.25	224.00	4.6%	44.75	0.9%	83%	False	False	2,827
40	4,892.25	4,454.00	438.25	9.0%	42.25	0.9%	91%	False	False	1,505
60	4,892.25	4,215.25	677.00	13.9%	46.50	1.0%	94%	False	False	1,087
80	4,892.25	4,215.25	677.00	13.9%	48.50	1.0%	94%	False	False	847
100	4,892.25	4,215.25	677.00	13.9%	44.00	0.9%	94%	False	False	698
120	4,892.25	4,215.25	677.00	13.9%	38.25	0.8%	94%	False	False	587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.15
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5,229.25
2.618	5,085.75
1.618	4,997.75
1.000	4,943.25
0.618	4,909.75
HIGH	4,855.25
0.618	4,821.75
0.500	4,811.25
0.382	4,800.75
LOW	4,767.25
0.618	4,712.75
1.000	4,679.25
1.618	4,624.75
2.618	4,536.75
4.250	4,393.25

Fisher Pivots for day following 08-Jan-2024
Pivot	1 day	3 day
R1	4,839.50	4,837.50
PP	4,825.50	4,821.25
S1	4,811.25	4,805.00

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

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