E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 10-Apr-2024
Day Change Summary
Previous Current
09-Apr-2024 10-Apr-2024 Change Change % Previous Week
Open 5,380.00 5,375.00 -5.00 -0.1% 5,429.75
High 5,386.75 5,394.00 7.25 0.1% 5,444.25
Low 5,322.25 5,291.75 -30.50 -0.6% 5,304.00
Close 5,373.00 5,324.25 -48.75 -0.9% 5,366.00
Range 64.50 102.25 37.75 58.5% 140.25
ATR 49.60 53.36 3.76 7.6% 0.00
Volume 22 168 146 663.6% 432
Daily Pivots for day following 10-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,643.50 5,586.00 5,380.50
R3 5,541.25 5,483.75 5,352.25
R2 5,439.00 5,439.00 5,343.00
R1 5,381.50 5,381.50 5,333.50 5,359.00
PP 5,336.75 5,336.75 5,336.75 5,325.50
S1 5,279.25 5,279.25 5,315.00 5,257.00
S2 5,234.50 5,234.50 5,305.50
S3 5,132.25 5,177.00 5,296.25
S4 5,030.00 5,074.75 5,268.00
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 5,792.25 5,719.25 5,443.25
R3 5,652.00 5,579.00 5,404.50
R2 5,511.75 5,511.75 5,391.75
R1 5,438.75 5,438.75 5,378.75 5,405.00
PP 5,371.50 5,371.50 5,371.50 5,354.50
S1 5,298.50 5,298.50 5,353.25 5,265.00
S2 5,231.25 5,231.25 5,340.25
S3 5,091.00 5,158.25 5,327.50
S4 4,950.75 5,018.00 5,288.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,420.50 5,291.75 128.75 2.4% 78.75 1.5% 25% False True 108
10 5,444.25 5,291.75 152.50 2.9% 59.00 1.1% 21% False True 121
20 5,444.25 5,278.00 166.25 3.1% 48.00 0.9% 28% False False 108
40 5,444.25 5,104.25 340.00 6.4% 41.25 0.8% 65% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,828.50
2.618 5,661.75
1.618 5,559.50
1.000 5,496.25
0.618 5,457.25
HIGH 5,394.00
0.618 5,355.00
0.500 5,343.00
0.382 5,330.75
LOW 5,291.75
0.618 5,228.50
1.000 5,189.50
1.618 5,126.25
2.618 5,024.00
4.250 4,857.25
Fisher Pivots for day following 10-Apr-2024
Pivot 1 day 3 day
R1 5,343.00 5,343.00
PP 5,336.75 5,336.75
S1 5,330.50 5,330.50

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

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