E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 5,705.75 5,660.25 -45.50 -0.8% 5,649.00
High 5,724.75 5,723.00 -1.75 0.0% 5,724.75
Low 5,643.00 5,660.25 17.25 0.3% 5,625.25
Close 5,653.75 5,712.50 58.75 1.0% 5,712.50
Range 81.75 62.75 -19.00 -23.2% 99.50
ATR 84.61 83.51 -1.10 -1.3% 0.00
Volume 8,683 11,670 2,987 34.4% 30,203
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,886.75 5,862.50 5,747.00
R3 5,824.00 5,799.75 5,729.75
R2 5,761.25 5,761.25 5,724.00
R1 5,737.00 5,737.00 5,718.25 5,749.00
PP 5,698.50 5,698.50 5,698.50 5,704.75
S1 5,674.25 5,674.25 5,706.75 5,686.50
S2 5,635.75 5,635.75 5,701.00
S3 5,573.00 5,611.50 5,695.25
S4 5,510.25 5,548.75 5,678.00
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,986.00 5,948.75 5,767.25
R3 5,886.50 5,849.25 5,739.75
R2 5,787.00 5,787.00 5,730.75
R1 5,749.75 5,749.75 5,721.50 5,768.50
PP 5,687.50 5,687.50 5,687.50 5,696.75
S1 5,650.25 5,650.25 5,703.50 5,669.00
S2 5,588.00 5,588.00 5,694.25
S3 5,488.50 5,550.75 5,685.25
S4 5,389.00 5,451.25 5,657.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,724.75 5,625.25 99.50 1.7% 57.75 1.0% 88% False False 6,040
10 5,724.75 5,403.75 321.00 5.6% 63.00 1.1% 96% False False 4,596
20 5,724.75 5,168.50 556.25 9.7% 99.00 1.7% 98% False False 5,693
40 5,785.00 5,168.50 616.50 10.8% 81.25 1.4% 88% False False 3,861
60 5,785.00 5,168.50 616.50 10.8% 70.50 1.2% 88% False False 2,754
80 5,785.00 5,148.25 636.75 11.1% 64.00 1.1% 89% False False 2,101
100 5,785.00 5,075.00 710.00 12.4% 65.75 1.1% 90% False False 1,718
120 5,785.00 5,075.00 710.00 12.4% 62.00 1.1% 90% False False 1,459
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,989.75
2.618 5,887.25
1.618 5,824.50
1.000 5,785.75
0.618 5,761.75
HIGH 5,723.00
0.618 5,699.00
0.500 5,691.50
0.382 5,684.25
LOW 5,660.25
0.618 5,621.50
1.000 5,597.50
1.618 5,558.75
2.618 5,496.00
4.250 5,393.50
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 5,705.50 5,703.00
PP 5,698.50 5,693.50
S1 5,691.50 5,684.00

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

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