E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 25-Jan-2024
Day Change Summary
Previous Current
24-Jan-2024 25-Jan-2024 Change Change % Previous Week
Open 4,900.25 4,899.50 -0.75 0.0% 4,812.00
High 4,933.25 4,926.50 -6.75 -0.1% 4,874.25
Low 4,889.00 4,893.25 4.25 0.1% 4,746.25
Close 4,898.00 4,923.25 25.25 0.5% 4,869.50
Range 44.25 33.25 -11.00 -24.9% 128.00
ATR 46.13 45.21 -0.92 -2.0% 0.00
Volume 1,586,824 1,532,026 -54,798 -3.5% 7,192,553
Daily Pivots for day following 25-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,014.00 5,002.00 4,941.50
R3 4,980.75 4,968.75 4,932.50
R2 4,947.50 4,947.50 4,929.25
R1 4,935.50 4,935.50 4,926.25 4,941.50
PP 4,914.25 4,914.25 4,914.25 4,917.50
S1 4,902.25 4,902.25 4,920.25 4,908.25
S2 4,881.00 4,881.00 4,917.25
S3 4,847.75 4,869.00 4,914.00
S4 4,814.50 4,835.75 4,905.00
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 4,808.50 124.75 2.5% 39.25 0.8% 92% False False 1,496,481
10 4,933.25 4,746.25 187.00 3.8% 45.75 0.9% 95% False False 1,611,366
20 4,933.25 4,702.00 231.25 4.7% 45.75 0.9% 96% False False 1,503,862
40 4,933.25 4,594.00 339.25 6.9% 44.50 0.9% 97% False False 1,242,939
60 4,933.25 4,188.50 744.75 15.1% 45.00 0.9% 99% False False 830,162
80 4,933.25 4,167.50 765.75 15.6% 50.00 1.0% 99% False False 623,630
100 4,933.25 4,167.50 765.75 15.6% 49.75 1.0% 99% False False 499,220
120 4,933.25 4,167.50 765.75 15.6% 50.25 1.0% 99% False False 416,050
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,067.75
2.618 5,013.50
1.618 4,980.25
1.000 4,959.75
0.618 4,947.00
HIGH 4,926.50
0.618 4,913.75
0.500 4,910.00
0.382 4,906.00
LOW 4,893.25
0.618 4,872.75
1.000 4,860.00
1.618 4,839.50
2.618 4,806.25
4.250 4,752.00
Fisher Pivots for day following 25-Jan-2024
Pivot 1 day 3 day
R1 4,918.75 4,916.75
PP 4,914.25 4,910.25
S1 4,910.00 4,903.75

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

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