E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 26-Jun-2024
Day Change Summary
Previous Current
25-Jun-2024 26-Jun-2024 Change Change % Previous Week
Open 5,579.00 5,600.00 21.00 0.4% 5,559.00
High 5,602.50 5,614.50 12.00 0.2% 5,650.25
Low 5,574.25 5,579.75 5.50 0.1% 5,552.00
Close 5,600.50 5,607.00 6.50 0.1% 5,597.00
Range 28.25 34.75 6.50 23.0% 98.25
ATR 48.41 47.44 -0.98 -2.0% 0.00
Volume 929 1,088 159 17.1% 4,043
Daily Pivots for day following 26-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,704.75 5,690.50 5,626.00
R3 5,670.00 5,655.75 5,616.50
R2 5,635.25 5,635.25 5,613.25
R1 5,621.00 5,621.00 5,610.25 5,628.00
PP 5,600.50 5,600.50 5,600.50 5,604.00
S1 5,586.25 5,586.25 5,603.75 5,593.50
S2 5,565.75 5,565.75 5,600.75
S3 5,531.00 5,551.50 5,597.50
S4 5,496.25 5,516.75 5,588.00
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,894.50 5,844.00 5,651.00
R3 5,796.25 5,745.75 5,624.00
R2 5,698.00 5,698.00 5,615.00
R1 5,647.50 5,647.50 5,606.00 5,672.75
PP 5,599.75 5,599.75 5,599.75 5,612.50
S1 5,549.25 5,549.25 5,588.00 5,574.50
S2 5,501.50 5,501.50 5,579.00
S3 5,403.25 5,451.00 5,570.00
S4 5,305.00 5,352.75 5,543.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,650.25 5,573.75 76.50 1.4% 40.25 0.7% 43% False False 1,025
10 5,650.25 5,507.50 142.75 2.5% 45.50 0.8% 70% False False 810
20 5,650.25 5,327.75 322.50 5.8% 48.75 0.9% 87% False False 496
40 5,650.25 5,148.25 502.00 9.0% 47.75 0.9% 91% False False 324
60 5,650.25 5,075.00 575.25 10.3% 55.50 1.0% 92% False False 271
80 5,650.25 5,075.00 575.25 10.3% 52.00 0.9% 92% False False 248
100 5,650.25 5,075.00 575.25 10.3% 46.00 0.8% 92% False False 213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,762.25
2.618 5,705.50
1.618 5,670.75
1.000 5,649.25
0.618 5,636.00
HIGH 5,614.50
0.618 5,601.25
0.500 5,597.00
0.382 5,593.00
LOW 5,579.75
0.618 5,558.25
1.000 5,545.00
1.618 5,523.50
2.618 5,488.75
4.250 5,432.00
Fisher Pivots for day following 26-Jun-2024
Pivot 1 day 3 day
R1 5,603.75 5,603.75
PP 5,600.50 5,600.75
S1 5,597.00 5,597.50

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

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