E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 26-Jan-2024
Day Change Summary
Previous Current
25-Jan-2024 26-Jan-2024 Change Change % Previous Week
Open 5,020.00 5,006.25 -13.75 -0.3% 4,974.00
High 5,028.75 5,037.75 9.00 0.2% 5,037.75
Low 4,997.75 5,002.25 4.50 0.1% 4,974.00
Close 5,026.25 5,019.50 -6.75 -0.1% 5,019.50
Range 31.00 35.50 4.50 14.5% 63.75
ATR 41.18 40.77 -0.41 -1.0% 0.00
Volume 493 117 -376 -76.3% 1,097
Daily Pivots for day following 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,126.25 5,108.50 5,039.00
R3 5,090.75 5,073.00 5,029.25
R2 5,055.25 5,055.25 5,026.00
R1 5,037.50 5,037.50 5,022.75 5,046.50
PP 5,019.75 5,019.75 5,019.75 5,024.25
S1 5,002.00 5,002.00 5,016.25 5,011.00
S2 4,984.25 4,984.25 5,013.00
S3 4,948.75 4,966.50 5,009.75
S4 4,913.25 4,931.00 5,000.00
Weekly Pivots for week ending 26-Jan-2024
Classic Woodie Camarilla DeMark
R4 5,201.75 5,174.25 5,054.50
R3 5,138.00 5,110.50 5,037.00
R2 5,074.25 5,074.25 5,031.25
R1 5,046.75 5,046.75 5,025.25 5,060.50
PP 5,010.50 5,010.50 5,010.50 5,017.25
S1 4,983.00 4,983.00 5,013.75 4,996.75
S2 4,946.75 4,946.75 5,007.75
S3 4,883.00 4,919.25 5,002.00
S4 4,819.25 4,855.50 4,984.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,037.75 4,974.00 63.75 1.3% 31.75 0.6% 71% True False 219
10 5,037.75 4,845.00 192.75 3.8% 38.00 0.8% 91% True False 198
20 5,037.75 4,803.25 234.50 4.7% 42.25 0.8% 92% True False 109
40 5,037.75 4,698.75 339.00 6.8% 35.50 0.7% 95% True False 73
60 5,037.75 4,311.25 726.50 14.5% 32.00 0.6% 97% True False 66
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 9.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,188.50
2.618 5,130.75
1.618 5,095.25
1.000 5,073.25
0.618 5,059.75
HIGH 5,037.75
0.618 5,024.25
0.500 5,020.00
0.382 5,015.75
LOW 5,002.25
0.618 4,980.25
1.000 4,966.75
1.618 4,944.75
2.618 4,909.25
4.250 4,851.50
Fisher Pivots for day following 26-Jan-2024
Pivot 1 day 3 day
R1 5,020.00 5,018.25
PP 5,019.75 5,017.00
S1 5,019.75 5,015.75

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

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