E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 24-Jan-2024
Day Change Summary
Previous Current
23-Jan-2024 24-Jan-2024 Change Change % Previous Week
Open 4,881.75 4,900.25 18.50 0.4% 4,812.00
High 4,902.00 4,933.25 31.25 0.6% 4,874.25
Low 4,874.25 4,889.00 14.75 0.3% 4,746.25
Close 4,895.00 4,898.00 3.00 0.1% 4,869.50
Range 27.75 44.25 16.50 59.5% 128.00
ATR 46.28 46.13 -0.14 -0.3% 0.00
Volume 1,130,749 1,586,824 456,075 40.3% 7,192,553
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,039.50 5,013.00 4,922.25
R3 4,995.25 4,968.75 4,910.25
R2 4,951.00 4,951.00 4,906.00
R1 4,924.50 4,924.50 4,902.00 4,915.50
PP 4,906.75 4,906.75 4,906.75 4,902.25
S1 4,880.25 4,880.25 4,894.00 4,871.50
S2 4,862.50 4,862.50 4,890.00
S3 4,818.25 4,836.00 4,885.75
S4 4,774.00 4,791.75 4,873.75
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,214.00 5,169.75 4,940.00
R3 5,086.00 5,041.75 4,904.75
R2 4,958.00 4,958.00 4,893.00
R1 4,913.75 4,913.75 4,881.25 4,936.00
PP 4,830.00 4,830.00 4,830.00 4,841.00
S1 4,785.75 4,785.75 4,857.75 4,808.00
S2 4,702.00 4,702.00 4,846.00
S3 4,574.00 4,657.75 4,834.25
S4 4,446.00 4,529.75 4,799.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,933.25 4,763.50 169.75 3.5% 43.50 0.9% 79% True False 1,539,463
10 4,933.25 4,746.25 187.00 3.8% 46.75 1.0% 81% True False 1,595,941
20 4,933.25 4,702.00 231.25 4.7% 45.75 0.9% 85% True False 1,461,671
40 4,933.25 4,594.00 339.25 6.9% 44.00 0.9% 90% True False 1,204,842
60 4,933.25 4,167.50 765.75 15.6% 45.50 0.9% 95% True False 804,725
80 4,933.25 4,167.50 765.75 15.6% 50.50 1.0% 95% True False 604,518
100 4,933.25 4,167.50 765.75 15.6% 49.50 1.0% 95% True False 483,901
120 4,933.25 4,167.50 765.75 15.6% 50.25 1.0% 95% True False 403,284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,121.25
2.618 5,049.00
1.618 5,004.75
1.000 4,977.50
0.618 4,960.50
HIGH 4,933.25
0.618 4,916.25
0.500 4,911.00
0.382 4,906.00
LOW 4,889.00
0.618 4,861.75
1.000 4,844.75
1.618 4,817.50
2.618 4,773.25
4.250 4,701.00
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 4,911.00 4,903.00
PP 4,906.75 4,901.25
S1 4,902.50 4,899.50

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

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