E-mini S&P 500 Future June 2024

Trading Metrics calculated at close of trading on 01-Feb-2024

Day Change Summary
	Previous	Current
	31-Jan-2024	01-Feb-2024	Change	Change %	Previous Week
Open	4,988.00	4,931.25	-56.75	-1.1%	4,929.00
High	4,993.50	5,019.50	26.00	0.5%	4,990.25
Low	4,921.00	4,929.00	8.00	0.2%	4,927.50
Close	4,925.25	4,983.50	58.25	1.2%	4,972.50
Range	72.50	90.50	18.00	24.8%	62.75
ATR	46.30	49.72	3.43	7.4%	0.00
Volume	9,122	9,020	-102	-1.1%	32,044

Daily Pivots for day following 01-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,248.75	5,206.75	5,033.25
R3	5,158.25	5,116.25	5,008.50
R2	5,067.75	5,067.75	5,000.00
R1	5,025.75	5,025.75	4,991.75	5,046.75
PP	4,977.25	4,977.25	4,977.25	4,988.00
S1	4,935.25	4,935.25	4,975.25	4,956.25
S2	4,886.75	4,886.75	4,967.00
S3	4,796.25	4,844.75	4,958.50
S4	4,705.75	4,754.25	4,933.75

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	5,151.75	5,124.75	5,007.00
R3	5,089.00	5,062.00	4,989.75
R2	5,026.25	5,026.25	4,984.00
R1	4,999.25	4,999.25	4,978.25	5,012.75
PP	4,963.50	4,963.50	4,963.50	4,970.00
S1	4,936.50	4,936.50	4,966.75	4,950.00
S2	4,900.75	4,900.75	4,961.00
S3	4,838.00	4,873.75	4,955.25
S4	4,775.25	4,811.00	4,938.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,019.50	4,921.00	98.50	2.0%	55.25	1.1%	63%	True	False	7,078
10	5,019.50	4,862.50	157.00	3.2%	47.25	0.9%	77%	True	False	6,218
20	5,019.50	4,754.50	265.00	5.3%	49.50	1.0%	86%	True	False	4,845
40	5,019.50	4,650.00	369.50	7.4%	45.50	0.9%	90%	True	False	3,335
60	5,019.50	4,454.00	565.50	11.3%	43.00	0.9%	94%	True	False	2,291
80	5,019.50	4,215.25	804.25	16.1%	46.75	0.9%	96%	True	False	1,770
100	5,019.50	4,215.25	804.25	16.1%	47.50	1.0%	96%	True	False	1,453
120	5,019.50	4,215.25	804.25	16.1%	43.75	0.9%	96%	True	False	1,216

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	6.63
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	5,404.00
2.618	5,256.50
1.618	5,166.00
1.000	5,110.00
0.618	5,075.50
HIGH	5,019.50
0.618	4,985.00
0.500	4,974.25
0.382	4,963.50
LOW	4,929.00
0.618	4,873.00
1.000	4,838.50
1.618	4,782.50
2.618	4,692.00
4.250	4,544.50

Fisher Pivots for day following 01-Feb-2024
Pivot	1 day	3 day
R1	4,980.50	4,979.00
PP	4,977.25	4,974.75
S1	4,974.25	4,970.25

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

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