E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 25-Jul-2024
Day Change Summary
Previous Current
24-Jul-2024 25-Jul-2024 Change Change % Previous Week
Open 5,642.25 5,544.75 -97.50 -1.7% 5,743.75
High 5,646.25 5,594.50 -51.75 -0.9% 5,785.00
Low 5,524.00 5,493.50 -30.50 -0.6% 5,604.75
Close 5,533.25 5,502.25 -31.00 -0.6% 5,615.75
Range 122.25 101.00 -21.25 -17.4% 180.25
ATR 61.75 64.55 2.80 4.5% 0.00
Volume 3,105 3,329 224 7.2% 12,330
Daily Pivots for day following 25-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,833.00 5,768.75 5,557.75
R3 5,732.00 5,667.75 5,530.00
R2 5,631.00 5,631.00 5,520.75
R1 5,566.75 5,566.75 5,511.50 5,548.50
PP 5,530.00 5,530.00 5,530.00 5,521.00
S1 5,465.75 5,465.75 5,493.00 5,447.50
S2 5,429.00 5,429.00 5,483.75
S3 5,328.00 5,364.75 5,474.50
S4 5,227.00 5,263.75 5,446.75
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 5,693.75 5,493.50 200.25 3.6% 78.50 1.4% 4% False True 2,585
10 5,785.00 5,493.50 291.50 5.3% 75.75 1.4% 3% False True 2,298
20 5,785.00 5,493.50 291.50 5.3% 61.50 1.1% 3% False True 1,874
40 5,785.00 5,327.75 457.25 8.3% 55.00 1.0% 38% False False 1,185
60 5,785.00 5,148.25 636.75 11.6% 52.25 1.0% 56% False False 840
80 5,785.00 5,075.00 710.00 12.9% 57.00 1.0% 60% False False 672
100 5,785.00 5,075.00 710.00 12.9% 54.00 1.0% 60% False False 573
120 5,785.00 5,075.00 710.00 12.9% 48.50 0.9% 60% False False 490
Crabel Price Patterns
NR True
NR4 False
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 15.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,023.75
2.618 5,859.00
1.618 5,758.00
1.000 5,695.50
0.618 5,657.00
HIGH 5,594.50
0.618 5,556.00
0.500 5,544.00
0.382 5,532.00
LOW 5,493.50
0.618 5,431.00
1.000 5,392.50
1.618 5,330.00
2.618 5,229.00
4.250 5,064.25
Fisher Pivots for day following 25-Jul-2024
Pivot 1 day 3 day
R1 5,544.00 5,593.50
PP 5,530.00 5,563.25
S1 5,516.25 5,532.75

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

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