E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 5,665.75 5,627.00 -38.75 -0.7% 5,743.75
High 5,670.00 5,678.75 8.75 0.2% 5,785.00
Low 5,604.75 5,616.00 11.25 0.2% 5,604.75
Close 5,615.75 5,674.25 58.50 1.0% 5,615.75
Range 65.25 62.75 -2.50 -3.8% 180.25
ATR 56.46 56.93 0.47 0.8% 0.00
Volume 3,382 1,824 -1,558 -46.1% 12,330
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,844.50 5,822.25 5,708.75
R3 5,781.75 5,759.50 5,691.50
R2 5,719.00 5,719.00 5,685.75
R1 5,696.75 5,696.75 5,680.00 5,708.00
PP 5,656.25 5,656.25 5,656.25 5,662.00
S1 5,634.00 5,634.00 5,668.50 5,645.00
S2 5,593.50 5,593.50 5,662.75
S3 5,530.75 5,571.25 5,657.00
S4 5,468.00 5,508.50 5,639.75
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,209.25 6,092.75 5,715.00
R3 6,029.00 5,912.50 5,665.25
R2 5,848.75 5,848.75 5,648.75
R1 5,732.25 5,732.25 5,632.25 5,700.50
PP 5,668.50 5,668.50 5,668.50 5,652.50
S1 5,552.00 5,552.00 5,599.25 5,520.00
S2 5,488.25 5,488.25 5,582.75
S3 5,308.00 5,371.75 5,566.25
S4 5,127.75 5,191.50 5,516.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,785.00 5,604.75 180.25 3.2% 71.25 1.3% 39% False False 2,451
10 5,785.00 5,604.75 180.25 3.2% 64.50 1.1% 39% False False 1,977
20 5,785.00 5,565.75 219.25 3.9% 53.75 0.9% 49% False False 1,623
40 5,785.00 5,327.75 457.25 8.1% 52.50 0.9% 76% False False 1,016
60 5,785.00 5,136.75 648.25 11.4% 51.00 0.9% 83% False False 715
80 5,785.00 5,075.00 710.00 12.5% 55.00 1.0% 84% False False 583
100 5,785.00 5,075.00 710.00 12.5% 52.25 0.9% 84% False False 498
120 5,785.00 5,010.50 774.50 13.6% 47.00 0.8% 86% False False 426
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 10.88
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,945.50
2.618 5,843.00
1.618 5,780.25
1.000 5,741.50
0.618 5,717.50
HIGH 5,678.75
0.618 5,654.75
0.500 5,647.50
0.382 5,640.00
LOW 5,616.00
0.618 5,577.25
1.000 5,553.25
1.618 5,514.50
2.618 5,451.75
4.250 5,349.25
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 5,665.25 5,671.50
PP 5,656.25 5,668.75
S1 5,647.50 5,666.00

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

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