E-mini S&P 500 Future June 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 4,935.50 4,959.00 23.50 0.5% 4,863.25
High 4,956.75 4,989.50 32.75 0.7% 4,928.75
Low 4,929.75 4,945.50 15.75 0.3% 4,799.25
Close 4,950.50 4,954.00 3.50 0.1% 4,924.00
Range 27.00 44.00 17.00 63.0% 129.50
ATR 45.62 45.50 -0.12 -0.3% 0.00
Volume 2,755 7,785 5,030 182.6% 9,702
Daily Pivots for day following 24-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,095.00 5,068.50 4,978.25
R3 5,051.00 5,024.50 4,966.00
R2 5,007.00 5,007.00 4,962.00
R1 4,980.50 4,980.50 4,958.00 4,971.75
PP 4,963.00 4,963.00 4,963.00 4,958.50
S1 4,936.50 4,936.50 4,950.00 4,927.75
S2 4,919.00 4,919.00 4,946.00
S3 4,875.00 4,892.50 4,942.00
S4 4,831.00 4,848.50 4,929.75
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 4,989.50 4,816.50 173.00 3.5% 43.25 0.9% 79% True False 5,025
10 4,989.50 4,799.25 190.25 3.8% 46.25 0.9% 81% True False 3,559
20 4,989.50 4,754.50 235.00 4.7% 45.25 0.9% 85% True False 3,832
40 4,989.50 4,645.75 343.75 6.9% 43.00 0.9% 90% True False 2,366
60 4,989.50 4,215.25 774.25 15.6% 43.75 0.9% 95% True False 1,661
80 4,989.50 4,215.25 774.25 15.6% 48.00 1.0% 95% True False 1,283
100 4,989.50 4,215.25 774.25 15.6% 45.50 0.9% 95% True False 1,061
120 4,989.50 4,215.25 774.25 15.6% 42.00 0.8% 95% True False 888
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 8.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,176.50
2.618 5,104.75
1.618 5,060.75
1.000 5,033.50
0.618 5,016.75
HIGH 4,989.50
0.618 4,972.75
0.500 4,967.50
0.382 4,962.25
LOW 4,945.50
0.618 4,918.25
1.000 4,901.50
1.618 4,874.25
2.618 4,830.25
4.250 4,758.50
Fisher Pivots for day following 24-Jan-2024
Pivot 1 day 3 day
R1 4,967.50 4,958.50
PP 4,963.00 4,957.00
S1 4,958.50 4,955.50

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

View Archives - Comment on this page... - Back to Index of Symbols