E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 03-Jan-2024
Day Change Summary
Previous Current
02-Jan-2024 03-Jan-2024 Change Change % Previous Week
Open 4,818.00 4,790.75 -27.25 -0.6% 4,800.25
High 4,828.00 4,790.75 -37.25 -0.8% 4,841.50
Low 4,765.50 4,741.00 -24.50 -0.5% 4,796.75
Close 4,787.25 4,746.50 -40.75 -0.9% 4,820.00
Range 62.50 49.75 -12.75 -20.4% 44.75
ATR 42.44 42.96 0.52 1.2% 0.00
Volume 1,678,142 1,707,174 29,032 1.7% 3,939,253
Daily Pivots for day following 03-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,908.75 4,877.25 4,773.75
R3 4,859.00 4,827.50 4,760.25
R2 4,809.25 4,809.25 4,755.50
R1 4,777.75 4,777.75 4,751.00 4,768.50
PP 4,759.50 4,759.50 4,759.50 4,754.75
S1 4,728.00 4,728.00 4,742.00 4,719.00
S2 4,709.75 4,709.75 4,737.50
S3 4,660.00 4,678.25 4,732.75
S4 4,610.25 4,628.50 4,719.25
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,953.75 4,931.50 4,844.50
R3 4,909.00 4,886.75 4,832.25
R2 4,864.25 4,864.25 4,828.25
R1 4,842.00 4,842.00 4,824.00 4,853.00
PP 4,819.50 4,819.50 4,819.50 4,825.00
S1 4,797.25 4,797.25 4,816.00 4,808.50
S2 4,774.75 4,774.75 4,811.75
S3 4,730.00 4,752.50 4,807.75
S4 4,685.25 4,707.75 4,795.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,841.50 4,741.00 100.50 2.1% 38.00 0.8% 5% False True 1,327,273
10 4,841.50 4,741.00 100.50 2.1% 43.00 0.9% 5% False True 1,321,044
20 4,841.50 4,599.00 242.50 5.1% 42.50 0.9% 61% False False 1,309,028
40 4,841.50 4,402.00 439.50 9.3% 41.25 0.9% 78% False False 658,622
60 4,841.50 4,167.50 674.00 14.2% 48.50 1.0% 86% False False 440,520
80 4,841.50 4,167.50 674.00 14.2% 50.50 1.1% 86% False False 330,995
100 4,841.50 4,167.50 674.00 14.2% 50.25 1.1% 86% False False 264,843
120 4,841.50 4,167.50 674.00 14.2% 49.00 1.0% 86% False False 220,718
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 5.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,002.25
2.618 4,921.00
1.618 4,871.25
1.000 4,840.50
0.618 4,821.50
HIGH 4,790.75
0.618 4,771.75
0.500 4,766.00
0.382 4,760.00
LOW 4,741.00
0.618 4,710.25
1.000 4,691.25
1.618 4,660.50
2.618 4,610.75
4.250 4,529.50
Fisher Pivots for day following 03-Jan-2024
Pivot 1 day 3 day
R1 4,766.00 4,791.00
PP 4,759.50 4,776.25
S1 4,753.00 4,761.25

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

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