E-mini S&P 500 Future March 2024


Trading Metrics calculated at close of trading on 30-Jan-2024
Day Change Summary
Previous Current
29-Jan-2024 30-Jan-2024 Change Change % Previous Week
Open 4,908.75 4,950.25 41.50 0.8% 4,872.50
High 4,956.00 4,957.25 1.25 0.0% 4,934.25
Low 4,901.75 4,933.00 31.25 0.6% 4,872.50
Close 4,954.50 4,951.00 -3.50 -0.1% 4,916.25
Range 54.25 24.25 -30.00 -55.3% 61.75
ATR 45.23 43.73 -1.50 -3.3% 0.00
Volume 1,197,989 1,157,425 -40,564 -3.4% 6,969,261
Daily Pivots for day following 30-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,019.75 5,009.75 4,964.25
R3 4,995.50 4,985.50 4,957.75
R2 4,971.25 4,971.25 4,955.50
R1 4,961.25 4,961.25 4,953.25 4,966.25
PP 4,947.00 4,947.00 4,947.00 4,949.50
S1 4,937.00 4,937.00 4,948.75 4,942.00
S2 4,922.75 4,922.75 4,946.50
S3 4,898.50 4,912.75 4,944.25
S4 4,874.25 4,888.50 4,937.75
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,093.00 5,066.25 4,950.25
R3 5,031.25 5,004.50 4,933.25
R2 4,969.50 4,969.50 4,927.50
R1 4,942.75 4,942.75 4,922.00 4,956.00
PP 4,907.75 4,907.75 4,907.75 4,914.25
S1 4,881.00 4,881.00 4,910.50 4,894.50
S2 4,846.00 4,846.00 4,905.00
S3 4,784.25 4,819.25 4,899.25
S4 4,722.50 4,757.50 4,882.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,957.25 4,889.00 68.25 1.4% 38.25 0.8% 91% True False 1,367,575
10 4,957.25 4,746.25 211.00 4.3% 42.00 0.8% 97% True False 1,461,169
20 4,957.25 4,702.00 255.25 5.2% 47.50 1.0% 98% True False 1,527,261
40 4,957.25 4,599.00 358.25 7.2% 44.50 0.9% 98% True False 1,335,066
60 4,957.25 4,303.50 653.75 13.2% 44.00 0.9% 99% True False 891,919
80 4,957.25 4,167.50 789.75 16.0% 48.75 1.0% 99% True False 669,981
100 4,957.25 4,167.50 789.75 16.0% 49.50 1.0% 99% True False 536,402
120 4,957.25 4,167.50 789.75 16.0% 50.00 1.0% 99% True False 447,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.23
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 5,060.25
2.618 5,020.75
1.618 4,996.50
1.000 4,981.50
0.618 4,972.25
HIGH 4,957.25
0.618 4,948.00
0.500 4,945.00
0.382 4,942.25
LOW 4,933.00
0.618 4,918.00
1.000 4,908.75
1.618 4,893.75
2.618 4,869.50
4.250 4,830.00
Fisher Pivots for day following 30-Jan-2024
Pivot 1 day 3 day
R1 4,949.00 4,943.25
PP 4,947.00 4,935.50
S1 4,945.00 4,928.00

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

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