E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 5,446.50 5,424.00 -22.50 -0.4% 5,453.25
High 5,460.25 5,424.00 -36.25 -0.7% 5,490.50
Low 5,420.75 5,391.50 -29.25 -0.5% 5,396.25
Close 5,447.25 5,406.00 -41.25 -0.8% 5,443.50
Range 39.50 32.50 -7.00 -17.7% 94.25
ATR 49.69 50.12 0.43 0.9% 0.00
Volume 312 229 -83 -26.6% 924
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 5,504.75 5,487.75 5,424.00
R3 5,472.25 5,455.25 5,415.00
R2 5,439.75 5,439.75 5,412.00
R1 5,422.75 5,422.75 5,409.00 5,415.00
PP 5,407.25 5,407.25 5,407.25 5,403.25
S1 5,390.25 5,390.25 5,403.00 5,382.50
S2 5,374.75 5,374.75 5,400.00
S3 5,342.25 5,357.75 5,397.00
S4 5,309.75 5,325.25 5,388.00
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 5,726.25 5,679.00 5,495.25
R3 5,632.00 5,584.75 5,469.50
R2 5,537.75 5,537.75 5,460.75
R1 5,490.50 5,490.50 5,452.25 5,467.00
PP 5,443.50 5,443.50 5,443.50 5,431.50
S1 5,396.25 5,396.25 5,434.75 5,372.75
S2 5,349.25 5,349.25 5,426.25
S3 5,255.00 5,302.00 5,417.50
S4 5,160.75 5,207.75 5,391.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,490.50 5,391.50 99.00 1.8% 48.25 0.9% 15% False True 273
10 5,490.50 5,384.50 106.00 2.0% 40.75 0.8% 20% False False 207
20 5,490.50 5,148.25 342.25 6.3% 44.00 0.8% 75% False False 141
40 5,490.50 5,075.00 415.50 7.7% 58.25 1.1% 80% False False 164
60 5,490.50 5,075.00 415.50 7.7% 53.50 1.0% 80% False False 163
80 5,490.50 5,075.00 415.50 7.7% 45.50 0.8% 80% False False 145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 8.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,562.00
2.618 5,509.00
1.618 5,476.50
1.000 5,456.50
0.618 5,444.00
HIGH 5,424.00
0.618 5,411.50
0.500 5,407.75
0.382 5,404.00
LOW 5,391.50
0.618 5,371.50
1.000 5,359.00
1.618 5,339.00
2.618 5,306.50
4.250 5,253.50
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 5,407.75 5,426.00
PP 5,407.25 5,419.25
S1 5,406.50 5,412.50

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

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