E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 26-Aug-2024
Day Change Summary
Previous Current
23-Aug-2024 26-Aug-2024 Change Change % Previous Week
Open 5,660.25 5,713.00 52.75 0.9% 5,649.00
High 5,723.00 5,729.25 6.25 0.1% 5,724.75
Low 5,660.25 5,680.50 20.25 0.4% 5,625.25
Close 5,712.50 5,697.25 -15.25 -0.3% 5,712.50
Range 62.75 48.75 -14.00 -22.3% 99.50
ATR 83.51 81.03 -2.48 -3.0% 0.00
Volume 11,670 4,369 -7,301 -62.6% 30,203
Daily Pivots for day following 26-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,848.50 5,821.75 5,724.00
R3 5,799.75 5,773.00 5,710.75
R2 5,751.00 5,751.00 5,706.25
R1 5,724.25 5,724.25 5,701.75 5,713.25
PP 5,702.25 5,702.25 5,702.25 5,697.00
S1 5,675.50 5,675.50 5,692.75 5,664.50
S2 5,653.50 5,653.50 5,688.25
S3 5,604.75 5,626.75 5,683.75
S4 5,556.00 5,578.00 5,670.50
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 5,729.25 5,643.00 86.25 1.5% 54.25 1.0% 63% True False 6,042
10 5,729.25 5,423.75 305.50 5.4% 63.00 1.1% 90% True False 4,764
20 5,729.25 5,168.50 560.75 9.8% 98.75 1.7% 94% True False 5,847
40 5,785.00 5,168.50 616.50 10.8% 80.75 1.4% 86% False False 3,894
60 5,785.00 5,168.50 616.50 10.8% 70.75 1.2% 86% False False 2,823
80 5,785.00 5,148.25 636.75 11.2% 63.50 1.1% 86% False False 2,153
100 5,785.00 5,075.00 710.00 12.5% 65.75 1.2% 88% False False 1,761
120 5,785.00 5,075.00 710.00 12.5% 61.75 1.1% 88% False False 1,491
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 12.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,936.50
2.618 5,857.00
1.618 5,808.25
1.000 5,778.00
0.618 5,759.50
HIGH 5,729.25
0.618 5,710.75
0.500 5,705.00
0.382 5,699.00
LOW 5,680.50
0.618 5,650.25
1.000 5,631.75
1.618 5,601.50
2.618 5,552.75
4.250 5,473.25
Fisher Pivots for day following 26-Aug-2024
Pivot 1 day 3 day
R1 5,705.00 5,693.50
PP 5,702.25 5,689.75
S1 5,699.75 5,686.00

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

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