E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 4,916.50 4,932.00 15.50 0.3% 4,876.75
High 4,929.25 4,933.25 4.00 0.1% 4,925.25
Low 4,911.75 4,923.75 12.00 0.2% 4,838.00
Close 4,927.50 4,926.50 -1.00 0.0% 4,898.00
Range 17.50 9.50 -8.00 -45.7% 87.25
ATR 34.82 33.01 -1.81 -5.2% 0.00
Volume 6 38 32 533.3% 111
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,956.25 4,951.00 4,931.75
R3 4,946.75 4,941.50 4,929.00
R2 4,937.25 4,937.25 4,928.25
R1 4,932.00 4,932.00 4,927.25 4,930.00
PP 4,927.75 4,927.75 4,927.75 4,926.75
S1 4,922.50 4,922.50 4,925.75 4,920.50
S2 4,918.25 4,918.25 4,924.75
S3 4,908.75 4,913.00 4,924.00
S4 4,899.25 4,903.50 4,921.25
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 5,148.75 5,110.75 4,946.00
R3 5,061.50 5,023.50 4,922.00
R2 4,974.25 4,974.25 4,914.00
R1 4,936.25 4,936.25 4,906.00 4,955.25
PP 4,887.00 4,887.00 4,887.00 4,896.50
S1 4,849.00 4,849.00 4,890.00 4,868.00
S2 4,799.75 4,799.75 4,882.00
S3 4,712.50 4,761.75 4,874.00
S4 4,625.25 4,674.50 4,850.00
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 4,850.25 83.00 1.7% 26.50 0.5% 92% True False 14
10 4,933.25 4,838.00 95.25 1.9% 32.75 0.7% 93% True False 21
20 4,933.25 4,698.75 234.50 4.8% 27.75 0.6% 97% True False 38
40 4,933.25 4,333.00 600.25 12.2% 26.00 0.5% 99% True False 42
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 True
Stretch 5.40
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,973.50
2.618 4,958.00
1.618 4,948.50
1.000 4,942.75
0.618 4,939.00
HIGH 4,933.25
0.618 4,929.50
0.500 4,928.50
0.382 4,927.50
LOW 4,923.75
0.618 4,918.00
1.000 4,914.25
1.618 4,908.50
2.618 4,899.00
4.250 4,883.50
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 4,928.50 4,922.50
PP 4,927.75 4,918.50
S1 4,927.25 4,914.50

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

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