E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 19-Jan-2024

Day Change Summary
	Previous	Current
	18-Jan-2024	19-Jan-2024	Change	Change %	Previous Week
Open	4,821.00	4,864.25	43.25	0.9%	4,863.25
High	4,869.50	4,928.75	59.25	1.2%	4,928.75
Low	4,816.50	4,862.50	46.00	1.0%	4,799.25
Close	4,864.50	4,924.00	59.50	1.2%	4,924.00
Range	53.00	66.25	13.25	25.0%	129.50
ATR	47.07	48.44	1.37	2.9%	0.00
Volume	2,513	3,062	549	21.8%	9,702

Daily Pivots for day following 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,103.75	5,080.25	4,960.50
R3	5,037.50	5,014.00	4,942.25
R2	4,971.25	4,971.25	4,936.25
R1	4,947.75	4,947.75	4,930.00	4,959.50
PP	4,905.00	4,905.00	4,905.00	4,911.00
S1	4,881.50	4,881.50	4,918.00	4,893.25
S2	4,838.75	4,838.75	4,911.75
S3	4,772.50	4,815.25	4,905.75
S4	4,706.25	4,749.00	4,887.50

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,272.50	5,227.75	4,995.25
R3	5,143.00	5,098.25	4,959.50
R2	5,013.50	5,013.50	4,947.75
R1	4,968.75	4,968.75	4,935.75	4,991.00
PP	4,884.00	4,884.00	4,884.00	4,895.25
S1	4,839.25	4,839.25	4,912.25	4,861.50
S2	4,754.50	4,754.50	4,900.25
S3	4,625.00	4,709.75	4,888.50
S4	4,495.50	4,580.25	4,852.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,928.75	4,799.25	129.50	2.6%	52.00	1.1%	96%	True	False	2,355
10	4,928.75	4,754.50	174.25	3.5%	54.75	1.1%	97%	True	False	3,024
20	4,928.75	4,754.50	174.25	3.5%	48.75	1.0%	97%	True	False	3,002
40	4,928.75	4,639.00	289.75	5.9%	42.50	0.9%	98%	True	False	1,885
60	4,928.75	4,215.25	713.50	14.5%	44.75	0.9%	99%	True	False	1,357
80	4,928.75	4,215.25	713.50	14.5%	49.00	1.0%	99%	True	False	1,043
100	4,928.75	4,215.25	713.50	14.5%	45.25	0.9%	99%	True	False	867
120	4,928.75	4,215.25	713.50	14.5%	41.25	0.8%	99%	True	False	728

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	11.20
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5,210.25
2.618	5,102.25
1.618	5,036.00
1.000	4,995.00
0.618	4,969.75
HIGH	4,928.75
0.618	4,903.50
0.500	4,895.50
0.382	4,887.75
LOW	4,862.50
0.618	4,821.50
1.000	4,796.25
1.618	4,755.25
2.618	4,689.00
4.250	4,581.00

Fisher Pivots for day following 19-Jan-2024
Pivot	1 day	3 day
R1	4,914.50	4,904.00
PP	4,905.00	4,884.00
S1	4,895.50	4,864.00

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

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