E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 07-May-2024
Day Change Summary
Previous Current
06-May-2024 07-May-2024 Change Change % Previous Week
Open 5,270.50 5,320.25 49.75 0.9% 5,260.25
High 5,321.25 5,340.75 19.50 0.4% 5,273.75
Low 5,268.25 5,316.25 48.00 0.9% 5,148.25
Close 5,320.75 5,328.50 7.75 0.1% 5,267.25
Range 53.00 24.50 -28.50 -53.8% 125.50
ATR 67.50 64.43 -3.07 -4.6% 0.00
Volume 67 89 22 32.8% 877
Daily Pivots for day following 07-May-2024
Classic Woodie Camarilla DeMark
R4 5,402.00 5,389.75 5,342.00
R3 5,377.50 5,365.25 5,335.25
R2 5,353.00 5,353.00 5,333.00
R1 5,340.75 5,340.75 5,330.75 5,347.00
PP 5,328.50 5,328.50 5,328.50 5,331.50
S1 5,316.25 5,316.25 5,326.25 5,322.50
S2 5,304.00 5,304.00 5,324.00
S3 5,279.50 5,291.75 5,321.75
S4 5,255.00 5,267.25 5,315.00
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 5,606.25 5,562.25 5,336.25
R3 5,480.75 5,436.75 5,301.75
R2 5,355.25 5,355.25 5,290.25
R1 5,311.25 5,311.25 5,278.75 5,333.25
PP 5,229.75 5,229.75 5,229.75 5,240.75
S1 5,185.75 5,185.75 5,255.75 5,207.75
S2 5,104.25 5,104.25 5,244.25
S3 4,978.75 5,060.25 5,232.75
S4 4,853.25 4,934.75 5,198.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,340.75 5,148.25 192.50 3.6% 59.25 1.1% 94% True False 110
10 5,340.75 5,136.75 204.00 3.8% 62.00 1.2% 94% True False 164
20 5,394.00 5,075.00 319.00 6.0% 71.00 1.3% 79% False False 194
40 5,444.25 5,075.00 369.25 6.9% 58.50 1.1% 69% False False 153
60 5,444.25 5,075.00 369.25 6.9% 50.00 0.9% 69% False False 151
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 False
Stretch 13.98
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5,445.00
2.618 5,405.00
1.618 5,380.50
1.000 5,365.25
0.618 5,356.00
HIGH 5,340.75
0.618 5,331.50
0.500 5,328.50
0.382 5,325.50
LOW 5,316.25
0.618 5,301.00
1.000 5,291.75
1.618 5,276.50
2.618 5,252.00
4.250 5,212.00
Fisher Pivots for day following 07-May-2024
Pivot 1 day 3 day
R1 5,328.50 5,311.25
PP 5,328.50 5,294.00
S1 5,328.50 5,276.50

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

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