E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 31-Jul-2024
Day Change Summary
Previous Current
30-Jul-2024 31-Jul-2024 Change Change % Previous Week
Open 5,568.00 5,515.25 -52.75 -0.9% 5,627.00
High 5,589.00 5,650.50 61.50 1.1% 5,693.75
Low 5,494.00 5,513.25 19.25 0.4% 5,493.50
Close 5,533.25 5,620.00 86.75 1.6% 5,560.25
Range 95.00 137.25 42.25 44.5% 200.25
ATR 67.33 72.32 4.99 7.4% 0.00
Volume 3,344 3,929 585 17.5% 13,747
Daily Pivots for day following 31-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,006.25 5,950.50 5,695.50
R3 5,869.00 5,813.25 5,657.75
R2 5,731.75 5,731.75 5,645.25
R1 5,676.00 5,676.00 5,632.50 5,704.00
PP 5,594.50 5,594.50 5,594.50 5,608.50
S1 5,538.75 5,538.75 5,607.50 5,566.50
S2 5,457.25 5,457.25 5,594.75
S3 5,320.00 5,401.50 5,582.25
S4 5,182.75 5,264.25 5,544.50
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,183.25 6,072.00 5,670.50
R3 5,983.00 5,871.75 5,615.25
R2 5,782.75 5,782.75 5,597.00
R1 5,671.50 5,671.50 5,578.50 5,627.00
PP 5,582.50 5,582.50 5,582.50 5,560.25
S1 5,471.25 5,471.25 5,542.00 5,426.75
S2 5,382.25 5,382.25 5,523.50
S3 5,182.00 5,271.00 5,505.25
S4 4,981.75 5,070.75 5,450.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,650.50 5,493.50 157.00 2.8% 93.75 1.7% 81% True False 3,217
10 5,727.50 5,493.50 234.00 4.2% 85.50 1.5% 54% False False 2,869
20 5,785.00 5,493.50 291.50 5.2% 69.00 1.2% 43% False False 2,194
40 5,785.00 5,384.50 400.50 7.1% 58.25 1.0% 59% False False 1,481
60 5,785.00 5,268.25 516.75 9.2% 53.25 0.9% 68% False False 1,039
80 5,785.00 5,075.00 710.00 12.6% 58.00 1.0% 77% False False 827
100 5,785.00 5,075.00 710.00 12.6% 55.50 1.0% 77% False False 685
120 5,785.00 5,075.00 710.00 12.6% 51.00 0.9% 77% False False 595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.60
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 6,233.75
2.618 6,009.75
1.618 5,872.50
1.000 5,787.75
0.618 5,735.25
HIGH 5,650.50
0.618 5,598.00
0.500 5,582.00
0.382 5,565.75
LOW 5,513.25
0.618 5,428.50
1.000 5,376.00
1.618 5,291.25
2.618 5,154.00
4.250 4,930.00
Fisher Pivots for day following 31-Jul-2024
Pivot 1 day 3 day
R1 5,607.25 5,604.00
PP 5,594.50 5,588.25
S1 5,582.00 5,572.25

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

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