E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 11-Jan-2024
Day Change Summary
Previous Current
10-Jan-2024 11-Jan-2024 Change Change % Previous Week
Open 4,790.75 4,820.50 29.75 0.6% 4,818.00
High 4,828.50 4,838.00 9.50 0.2% 4,828.00
Low 4,786.00 4,772.75 -13.25 -0.3% 4,702.00
Close 4,820.25 4,815.50 -4.75 -0.1% 4,734.75
Range 42.50 65.25 22.75 53.5% 126.00
ATR 45.97 47.34 1.38 3.0% 0.00
Volume 1,377,780 1,795,564 417,784 30.3% 6,547,927
Daily Pivots for day following 11-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,004.50 4,975.25 4,851.50
R3 4,939.25 4,910.00 4,833.50
R2 4,874.00 4,874.00 4,827.50
R1 4,844.75 4,844.75 4,821.50 4,826.75
PP 4,808.75 4,808.75 4,808.75 4,799.75
S1 4,779.50 4,779.50 4,809.50 4,761.50
S2 4,743.50 4,743.50 4,803.50
S3 4,678.25 4,714.25 4,797.50
S4 4,613.00 4,649.00 4,779.50
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,133.00 5,059.75 4,804.00
R3 5,007.00 4,933.75 4,769.50
R2 4,881.00 4,881.00 4,757.75
R1 4,807.75 4,807.75 4,746.25 4,781.50
PP 4,755.00 4,755.00 4,755.00 4,741.75
S1 4,681.75 4,681.75 4,723.25 4,655.50
S2 4,629.00 4,629.00 4,711.75
S3 4,503.00 4,555.75 4,700.00
S4 4,377.00 4,429.75 4,665.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,838.00 4,702.00 136.00 2.8% 58.00 1.2% 83% True False 1,545,484
10 4,841.50 4,702.00 139.50 2.9% 50.00 1.0% 81% False False 1,471,687
20 4,841.50 4,696.75 144.75 3.0% 46.75 1.0% 82% False False 1,475,520
40 4,841.50 4,470.75 370.75 7.7% 43.00 0.9% 93% False False 886,316
60 4,841.50 4,167.50 674.00 14.0% 47.75 1.0% 96% False False 592,343
80 4,841.50 4,167.50 674.00 14.0% 51.75 1.1% 96% False False 444,908
100 4,841.50 4,167.50 674.00 14.0% 50.50 1.1% 96% False False 356,061
120 4,841.50 4,167.50 674.00 14.0% 50.25 1.0% 96% False False 296,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,115.25
2.618 5,008.75
1.618 4,943.50
1.000 4,903.25
0.618 4,878.25
HIGH 4,838.00
0.618 4,813.00
0.500 4,805.50
0.382 4,797.75
LOW 4,772.75
0.618 4,732.50
1.000 4,707.50
1.618 4,667.25
2.618 4,602.00
4.250 4,495.50
Fisher Pivots for day following 11-Jan-2024
Pivot 1 day 3 day
R1 4,812.00 4,811.25
PP 4,808.75 4,807.00
S1 4,805.50 4,802.75

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

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