E-mini S&P 500 Future June 2024


Trading Metrics calculated at close of trading on 23-Jan-2024
Day Change Summary
Previous Current
22-Jan-2024 23-Jan-2024 Change Change % Previous Week
Open 4,929.00 4,935.50 6.50 0.1% 4,863.25
High 4,953.00 4,956.75 3.75 0.1% 4,928.75
Low 4,927.50 4,929.75 2.25 0.0% 4,799.25
Close 4,936.75 4,950.50 13.75 0.3% 4,924.00
Range 25.50 27.00 1.50 5.9% 129.50
ATR 47.05 45.62 -1.43 -3.0% 0.00
Volume 9,014 2,755 -6,259 -69.4% 9,702
Daily Pivots for day following 23-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,026.75 5,015.50 4,965.25
R3 4,999.75 4,988.50 4,958.00
R2 4,972.75 4,972.75 4,955.50
R1 4,961.50 4,961.50 4,953.00 4,967.00
PP 4,945.75 4,945.75 4,945.75 4,948.50
S1 4,934.50 4,934.50 4,948.00 4,940.00
S2 4,918.75 4,918.75 4,945.50
S3 4,891.75 4,907.50 4,943.00
S4 4,864.75 4,880.50 4,935.75
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,272.50 5,227.75 4,995.25
R3 5,143.00 5,098.25 4,959.50
R2 5,013.50 5,013.50 4,947.75
R1 4,968.75 4,968.75 4,935.75 4,991.00
PP 4,884.00 4,884.00 4,884.00 4,895.25
S1 4,839.25 4,839.25 4,912.25 4,861.50
S2 4,754.50 4,754.50 4,900.25
S3 4,625.00 4,709.75 4,888.50
S4 4,495.50 4,580.25 4,852.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,956.75 4,799.25 157.50 3.2% 45.00 0.9% 96% True False 3,940
10 4,956.75 4,799.25 157.50 3.2% 45.50 0.9% 96% True False 2,882
20 4,956.75 4,754.50 202.25 4.1% 44.75 0.9% 97% True False 3,489
40 4,956.75 4,645.75 311.00 6.3% 42.25 0.9% 98% True False 2,175
60 4,956.75 4,215.25 741.50 15.0% 44.00 0.9% 99% True False 1,538
80 4,956.75 4,215.25 741.50 15.0% 48.25 1.0% 99% True False 1,186
100 4,956.75 4,215.25 741.50 15.0% 45.00 0.9% 99% True False 983
120 4,956.75 4,215.25 741.50 15.0% 41.50 0.8% 99% True False 825
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 7.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,071.50
2.618 5,027.50
1.618 5,000.50
1.000 4,983.75
0.618 4,973.50
HIGH 4,956.75
0.618 4,946.50
0.500 4,943.25
0.382 4,940.00
LOW 4,929.75
0.618 4,913.00
1.000 4,902.75
1.618 4,886.00
2.618 4,859.00
4.250 4,815.00
Fisher Pivots for day following 23-Jan-2024
Pivot 1 day 3 day
R1 4,948.00 4,937.00
PP 4,945.75 4,923.25
S1 4,943.25 4,909.50

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

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