E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 04-Apr-2024
Day Change Summary
Previous Current
03-Apr-2024 04-Apr-2024 Change Change % Previous Week
Open 5,373.50 5,389.75 16.25 0.3% 5,398.25
High 5,392.50 5,420.50 28.00 0.5% 5,432.50
Low 5,358.75 5,304.00 -54.75 -1.0% 5,376.00
Close 5,378.75 5,307.25 -71.50 -1.3% 5,421.75
Range 33.75 116.50 82.75 245.2% 56.50
ATR 42.18 47.49 5.31 12.6% 0.00
Volume 36 238 202 561.1% 650
Daily Pivots for day following 04-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,693.50 5,616.75 5,371.25
R3 5,577.00 5,500.25 5,339.25
R2 5,460.50 5,460.50 5,328.50
R1 5,383.75 5,383.75 5,318.00 5,364.00
PP 5,344.00 5,344.00 5,344.00 5,334.00
S1 5,267.25 5,267.25 5,296.50 5,247.50
S2 5,227.50 5,227.50 5,286.00
S3 5,111.00 5,150.75 5,275.25
S4 4,994.50 5,034.25 5,243.25
Weekly Pivots for week ending 29-Mar-2024
Classic Woodie Camarilla DeMark
R4 5,579.50 5,557.25 5,452.75
R3 5,523.00 5,500.75 5,437.25
R2 5,466.50 5,466.50 5,432.00
R1 5,444.25 5,444.25 5,427.00 5,455.50
PP 5,410.00 5,410.00 5,410.00 5,415.75
S1 5,387.75 5,387.75 5,416.50 5,399.00
S2 5,353.50 5,353.50 5,411.50
S3 5,297.00 5,331.25 5,406.25
S4 5,240.50 5,274.75 5,390.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,444.25 5,304.00 140.25 2.6% 54.50 1.0% 2% False True 141
10 5,444.25 5,304.00 140.25 2.6% 41.00 0.8% 2% False True 118
20 5,444.25 5,260.00 184.25 3.5% 46.00 0.9% 26% False False 135
40 5,444.25 5,104.25 340.00 6.4% 36.25 0.7% 60% False False 131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.70
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 5,915.50
2.618 5,725.50
1.618 5,609.00
1.000 5,537.00
0.618 5,492.50
HIGH 5,420.50
0.618 5,376.00
0.500 5,362.25
0.382 5,348.50
LOW 5,304.00
0.618 5,232.00
1.000 5,187.50
1.618 5,115.50
2.618 4,999.00
4.250 4,809.00
Fisher Pivots for day following 04-Apr-2024
Pivot 1 day 3 day
R1 5,362.25 5,362.25
PP 5,344.00 5,344.00
S1 5,325.50 5,325.50

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

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