E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 23-Jul-2024
Day Change Summary
Previous Current
22-Jul-2024 23-Jul-2024 Change Change % Previous Week
Open 5,627.00 5,674.00 47.00 0.8% 5,743.75
High 5,678.75 5,693.75 15.00 0.3% 5,785.00
Low 5,616.00 5,652.00 36.00 0.6% 5,604.75
Close 5,674.25 5,662.50 -11.75 -0.2% 5,615.75
Range 62.75 41.75 -21.00 -33.5% 180.25
ATR 56.93 55.85 -1.08 -1.9% 0.00
Volume 1,824 1,286 -538 -29.5% 12,330
Daily Pivots for day following 23-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,794.75 5,770.25 5,685.50
R3 5,753.00 5,728.50 5,674.00
R2 5,711.25 5,711.25 5,670.25
R1 5,686.75 5,686.75 5,666.25 5,678.00
PP 5,669.50 5,669.50 5,669.50 5,665.00
S1 5,645.00 5,645.00 5,658.75 5,636.50
S2 5,627.75 5,627.75 5,654.75
S3 5,586.00 5,603.25 5,651.00
S4 5,544.25 5,561.50 5,639.50
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 5,781.25 5,604.75 176.50 3.1% 70.25 1.2% 33% False False 2,560
10 5,785.00 5,604.75 180.25 3.2% 67.00 1.2% 32% False False 2,008
20 5,785.00 5,565.75 219.25 3.9% 53.50 0.9% 44% False False 1,653
40 5,785.00 5,327.75 457.25 8.1% 51.25 0.9% 73% False False 1,047
60 5,785.00 5,148.25 636.75 11.2% 49.75 0.9% 81% False False 735
80 5,785.00 5,075.00 710.00 12.5% 55.00 1.0% 83% False False 597
100 5,785.00 5,075.00 710.00 12.5% 52.75 0.9% 83% False False 510
120 5,785.00 5,010.50 774.50 13.7% 47.25 0.8% 84% False False 437
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,871.25
2.618 5,803.00
1.618 5,761.25
1.000 5,735.50
0.618 5,719.50
HIGH 5,693.75
0.618 5,677.75
0.500 5,673.00
0.382 5,668.00
LOW 5,652.00
0.618 5,626.25
1.000 5,610.25
1.618 5,584.50
2.618 5,542.75
4.250 5,474.50
Fisher Pivots for day following 23-Jul-2024
Pivot 1 day 3 day
R1 5,673.00 5,658.00
PP 5,669.50 5,653.75
S1 5,666.00 5,649.25

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

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