E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 18-Jan-2024
Day Change Summary
Previous Current
17-Jan-2024 18-Jan-2024 Change Change % Previous Week
Open 4,799.75 4,768.00 -31.75 -0.7% 4,735.75
High 4,800.75 4,817.00 16.25 0.3% 4,838.00
Low 4,746.25 4,763.50 17.25 0.4% 4,715.25
Close 4,771.25 4,811.25 40.00 0.8% 4,816.50
Range 54.50 53.50 -1.00 -1.8% 122.75
ATR 47.46 47.89 0.43 0.9% 0.00
Volume 1,663,328 1,746,936 83,608 5.0% 7,480,074
Daily Pivots for day following 18-Jan-2024
Classic Woodie Camarilla DeMark
R4 4,957.75 4,938.00 4,840.75
R3 4,904.25 4,884.50 4,826.00
R2 4,850.75 4,850.75 4,821.00
R1 4,831.00 4,831.00 4,816.25 4,841.00
PP 4,797.25 4,797.25 4,797.25 4,802.25
S1 4,777.50 4,777.50 4,806.25 4,787.50
S2 4,743.75 4,743.75 4,801.50
S3 4,690.25 4,724.00 4,796.50
S4 4,636.75 4,670.50 4,781.75
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,158.25 5,110.00 4,884.00
R3 5,035.50 4,987.25 4,850.25
R2 4,912.75 4,912.75 4,839.00
R1 4,864.50 4,864.50 4,827.75 4,888.50
PP 4,790.00 4,790.00 4,790.00 4,802.00
S1 4,741.75 4,741.75 4,805.25 4,766.00
S2 4,667.25 4,667.25 4,794.00
S3 4,544.50 4,619.00 4,782.75
S4 4,421.75 4,496.25 4,749.00
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 4,746.25 91.75 1.9% 52.25 1.1% 71% False False 1,726,251
10 4,838.00 4,702.00 136.00 2.8% 52.75 1.1% 80% False False 1,595,848
20 4,841.50 4,702.00 139.50 2.9% 47.75 1.0% 78% False False 1,458,446
40 4,841.50 4,569.25 272.25 5.7% 43.25 0.9% 89% False False 1,056,591
60 4,841.50 4,167.50 674.00 14.0% 46.75 1.0% 96% False False 705,936
80 4,841.50 4,167.50 674.00 14.0% 51.25 1.1% 96% False False 530,283
100 4,841.50 4,167.50 674.00 14.0% 50.00 1.0% 96% False False 424,410
120 4,841.50 4,167.50 674.00 14.0% 50.25 1.0% 96% False False 353,700
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 12.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,044.50
2.618 4,957.00
1.618 4,903.50
1.000 4,870.50
0.618 4,850.00
HIGH 4,817.00
0.618 4,796.50
0.500 4,790.25
0.382 4,784.00
LOW 4,763.50
0.618 4,730.50
1.000 4,710.00
1.618 4,677.00
2.618 4,623.50
4.250 4,536.00
Fisher Pivots for day following 18-Jan-2024
Pivot 1 day 3 day
R1 4,804.25 4,802.50
PP 4,797.25 4,793.50
S1 4,790.25 4,784.50

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

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