E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 5,360.00 5,359.50 -0.50 0.0% 5,270.50
High 5,379.00 5,379.25 0.25 0.0% 5,379.00
Low 5,349.75 5,351.00 1.25 0.0% 5,268.25
Close 5,362.50 5,362.25 -0.25 0.0% 5,362.50
Range 29.25 28.25 -1.00 -3.4% 110.75
ATR 58.58 56.42 -2.17 -3.7% 0.00
Volume 65 35 -30 -46.2% 271
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 5,449.00 5,433.75 5,377.75
R3 5,420.75 5,405.50 5,370.00
R2 5,392.50 5,392.50 5,367.50
R1 5,377.25 5,377.25 5,364.75 5,385.00
PP 5,364.25 5,364.25 5,364.25 5,368.00
S1 5,349.00 5,349.00 5,359.75 5,356.50
S2 5,336.00 5,336.00 5,357.00
S3 5,307.75 5,320.75 5,354.50
S4 5,279.50 5,292.50 5,346.75
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 5,668.75 5,626.50 5,423.50
R3 5,558.00 5,515.75 5,393.00
R2 5,447.25 5,447.25 5,382.75
R1 5,405.00 5,405.00 5,372.75 5,426.00
PP 5,336.50 5,336.50 5,336.50 5,347.25
S1 5,294.25 5,294.25 5,352.25 5,315.50
S2 5,225.75 5,225.75 5,342.25
S3 5,115.00 5,183.50 5,332.00
S4 5,004.25 5,072.75 5,301.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,379.25 5,304.25 75.00 1.4% 31.50 0.6% 77% True False 47
10 5,379.25 5,148.25 231.00 4.3% 51.75 1.0% 93% True False 113
20 5,379.25 5,075.00 304.25 5.7% 58.00 1.1% 94% True False 158
40 5,444.25 5,075.00 369.25 6.9% 58.00 1.1% 78% False False 145
60 5,444.25 5,075.00 369.25 6.9% 51.50 1.0% 78% False False 145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,499.25
2.618 5,453.25
1.618 5,425.00
1.000 5,407.50
0.618 5,396.75
HIGH 5,379.25
0.618 5,368.50
0.500 5,365.00
0.382 5,361.75
LOW 5,351.00
0.618 5,333.50
1.000 5,322.75
1.618 5,305.25
2.618 5,277.00
4.250 5,231.00
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 5,365.00 5,356.50
PP 5,364.25 5,350.75
S1 5,363.25 5,345.00

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

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