E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 5,598.00 5,616.50 18.50 0.3% 5,600.25
High 5,617.50 5,648.00 30.50 0.5% 5,648.00
Low 5,579.50 5,574.00 -5.50 -0.1% 5,573.75
Close 5,609.50 5,584.50 -25.00 -0.4% 5,584.50
Range 38.00 74.00 36.00 94.7% 74.25
ATR 46.76 48.71 1.95 4.2% 0.00
Volume 1,096 3,043 1,947 177.6% 6,831
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,824.25 5,778.25 5,625.25
R3 5,750.25 5,704.25 5,604.75
R2 5,676.25 5,676.25 5,598.00
R1 5,630.25 5,630.25 5,591.25 5,616.25
PP 5,602.25 5,602.25 5,602.25 5,595.00
S1 5,556.25 5,556.25 5,577.75 5,542.25
S2 5,528.25 5,528.25 5,571.00
S3 5,454.25 5,482.25 5,564.25
S4 5,380.25 5,408.25 5,543.75
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 5,824.75 5,779.00 5,625.25
R3 5,750.50 5,704.75 5,605.00
R2 5,676.25 5,676.25 5,598.00
R1 5,630.50 5,630.50 5,591.25 5,616.25
PP 5,602.00 5,602.00 5,602.00 5,595.00
S1 5,556.25 5,556.25 5,577.75 5,542.00
S2 5,527.75 5,527.75 5,571.00
S3 5,453.50 5,482.00 5,564.00
S4 5,379.25 5,407.75 5,543.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,648.00 5,573.75 74.25 1.3% 44.50 0.8% 14% True False 1,366
10 5,650.25 5,524.00 126.25 2.3% 45.00 0.8% 48% False False 1,159
20 5,650.25 5,327.75 322.50 5.8% 50.75 0.9% 80% False False 682
40 5,650.25 5,148.25 502.00 9.0% 46.25 0.8% 87% False False 411
60 5,650.25 5,075.00 575.25 10.3% 55.75 1.0% 89% False False 339
80 5,650.25 5,075.00 575.25 10.3% 52.50 0.9% 89% False False 290
100 5,650.25 5,075.00 575.25 10.3% 46.75 0.8% 89% False False 254
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 True
Bear Hook False
Bull Hook False
Stretch 13.88
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5,962.50
2.618 5,841.75
1.618 5,767.75
1.000 5,722.00
0.618 5,693.75
HIGH 5,648.00
0.618 5,619.75
0.500 5,611.00
0.382 5,602.25
LOW 5,574.00
0.618 5,528.25
1.000 5,500.00
1.618 5,454.25
2.618 5,380.25
4.250 5,259.50
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 5,611.00 5,611.00
PP 5,602.25 5,602.25
S1 5,593.25 5,593.25

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

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