E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 5,697.50 5,748.00 50.50 0.9% 5,596.75
High 5,753.50 5,770.50 17.00 0.3% 5,688.75
Low 5,694.50 5,692.25 -2.25 0.0% 5,565.75
Close 5,751.75 5,702.25 -49.50 -0.9% 5,684.75
Range 59.00 78.25 19.25 32.6% 123.00
ATR 45.27 47.62 2.36 5.2% 0.00
Volume 1,317 2,225 908 68.9% 4,192
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,956.50 5,907.50 5,745.25
R3 5,878.25 5,829.25 5,723.75
R2 5,800.00 5,800.00 5,716.50
R1 5,751.00 5,751.00 5,709.50 5,736.50
PP 5,721.75 5,721.75 5,721.75 5,714.25
S1 5,672.75 5,672.75 5,695.00 5,658.00
S2 5,643.50 5,643.50 5,688.00
S3 5,565.25 5,594.50 5,680.75
S4 5,487.00 5,516.25 5,659.25
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,015.50 5,973.00 5,752.50
R3 5,892.50 5,850.00 5,718.50
R2 5,769.50 5,769.50 5,707.25
R1 5,727.00 5,727.00 5,696.00 5,748.25
PP 5,646.50 5,646.50 5,646.50 5,657.00
S1 5,604.00 5,604.00 5,673.50 5,625.25
S2 5,523.50 5,523.50 5,662.25
S3 5,400.50 5,481.00 5,651.00
S4 5,277.50 5,358.00 5,617.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,770.50 5,648.75 121.75 2.1% 44.25 0.8% 44% True False 1,441
10 5,770.50 5,565.75 204.75 3.6% 47.00 0.8% 67% True False 1,451
20 5,770.50 5,507.50 263.00 4.6% 46.25 0.8% 74% True False 1,130
40 5,770.50 5,327.75 442.75 7.8% 46.50 0.8% 85% True False 658
60 5,770.50 5,075.00 695.50 12.2% 50.25 0.9% 90% True False 491
80 5,770.50 5,075.00 695.50 12.2% 52.25 0.9% 90% True False 402
100 5,770.50 5,075.00 695.50 12.2% 49.50 0.9% 90% True False 350
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 11.35
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,103.00
2.618 5,975.25
1.618 5,897.00
1.000 5,848.75
0.618 5,818.75
HIGH 5,770.50
0.618 5,740.50
0.500 5,731.50
0.382 5,722.25
LOW 5,692.25
0.618 5,644.00
1.000 5,614.00
1.618 5,565.75
2.618 5,487.50
4.250 5,359.75
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 5,731.50 5,731.25
PP 5,721.75 5,721.50
S1 5,712.00 5,712.00

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

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