E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 5,262.50 5,408.25 145.75 2.8% 5,392.00
High 5,415.50 5,441.00 25.50 0.5% 5,441.00
Low 5,234.50 5,375.50 141.00 2.7% 5,168.50
Close 5,403.25 5,425.75 22.50 0.4% 5,425.75
Range 181.00 65.50 -115.50 -63.8% 272.50
ATR 108.84 105.74 -3.10 -2.8% 0.00
Volume 6,491 5,347 -1,144 -17.6% 43,397
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,610.50 5,583.75 5,461.75
R3 5,545.00 5,518.25 5,443.75
R2 5,479.50 5,479.50 5,437.75
R1 5,452.75 5,452.75 5,431.75 5,466.00
PP 5,414.00 5,414.00 5,414.00 5,420.75
S1 5,387.25 5,387.25 5,419.75 5,400.50
S2 5,348.50 5,348.50 5,413.75
S3 5,283.00 5,321.75 5,407.75
S4 5,217.50 5,256.25 5,389.75
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,162.50 6,066.75 5,575.50
R3 5,890.00 5,794.25 5,500.75
R2 5,617.50 5,617.50 5,475.75
R1 5,521.75 5,521.75 5,450.75 5,569.50
PP 5,345.00 5,345.00 5,345.00 5,369.00
S1 5,249.25 5,249.25 5,400.75 5,297.00
S2 5,072.50 5,072.50 5,375.75
S3 4,800.00 4,976.75 5,350.75
S4 4,527.50 4,704.25 5,276.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,441.00 5,168.50 272.50 5.0% 152.25 2.8% 94% True False 8,679
10 5,662.75 5,168.50 494.25 9.1% 135.00 2.5% 52% False False 6,789
20 5,785.00 5,168.50 616.50 11.4% 105.25 1.9% 42% False False 4,698
40 5,785.00 5,168.50 616.50 11.4% 76.00 1.4% 42% False False 2,933
60 5,785.00 5,168.50 616.50 11.4% 66.75 1.2% 42% False False 2,022
80 5,785.00 5,075.00 710.00 13.1% 64.75 1.2% 49% False False 1,556
100 5,785.00 5,075.00 710.00 13.1% 63.00 1.2% 49% False False 1,271
120 5,785.00 5,075.00 710.00 13.1% 59.25 1.1% 49% False False 1,084
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 22.13
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,719.50
2.618 5,612.50
1.618 5,547.00
1.000 5,506.50
0.618 5,481.50
HIGH 5,441.00
0.618 5,416.00
0.500 5,408.25
0.382 5,400.50
LOW 5,375.50
0.618 5,335.00
1.000 5,310.00
1.618 5,269.50
2.618 5,204.00
4.250 5,097.00
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 5,420.00 5,396.50
PP 5,414.00 5,367.00
S1 5,408.25 5,337.75

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

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