E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 5,386.50 5,366.50 -20.00 -0.4% 5,446.50
High 5,397.25 5,428.00 30.75 0.6% 5,460.25
Low 5,360.25 5,327.75 -32.50 -0.6% 5,327.75
Close 5,374.25 5,417.75 43.50 0.8% 5,417.75
Range 37.00 100.25 63.25 170.9% 132.50
ATR 49.81 53.41 3.60 7.2% 0.00
Volume 194 297 103 53.1% 1,032
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 5,692.00 5,655.00 5,473.00
R3 5,591.75 5,554.75 5,445.25
R2 5,491.50 5,491.50 5,436.25
R1 5,454.50 5,454.50 5,427.00 5,473.00
PP 5,391.25 5,391.25 5,391.25 5,400.50
S1 5,354.25 5,354.25 5,408.50 5,372.75
S2 5,291.00 5,291.00 5,399.25
S3 5,190.75 5,254.00 5,390.25
S4 5,090.50 5,153.75 5,362.50
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 5,799.50 5,741.00 5,490.50
R3 5,667.00 5,608.50 5,454.25
R2 5,534.50 5,534.50 5,442.00
R1 5,476.00 5,476.00 5,430.00 5,439.00
PP 5,402.00 5,402.00 5,402.00 5,383.50
S1 5,343.50 5,343.50 5,405.50 5,306.50
S2 5,269.50 5,269.50 5,393.50
S3 5,137.00 5,211.00 5,381.25
S4 5,004.50 5,078.50 5,345.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,460.25 5,327.75 132.50 2.4% 48.75 0.9% 68% False True 324
10 5,490.50 5,327.75 162.75 3.0% 44.50 0.8% 55% False True 200
20 5,490.50 5,212.50 278.00 5.1% 43.00 0.8% 74% False False 152
40 5,490.50 5,075.00 415.50 7.7% 58.00 1.1% 82% False False 169
60 5,490.50 5,075.00 415.50 7.7% 54.00 1.0% 82% False False 158
80 5,490.50 5,075.00 415.50 7.7% 47.00 0.9% 82% False False 150
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 11.73
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,854.00
2.618 5,690.50
1.618 5,590.25
1.000 5,528.25
0.618 5,490.00
HIGH 5,428.00
0.618 5,389.75
0.500 5,378.00
0.382 5,366.00
LOW 5,327.75
0.618 5,265.75
1.000 5,227.50
1.618 5,165.50
2.618 5,065.25
4.250 4,901.75
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 5,404.50 5,404.50
PP 5,391.25 5,391.25
S1 5,378.00 5,378.00

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

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