E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 5,719.00 5,600.00 -119.00 -2.1% 5,713.00
High 5,730.50 5,624.25 -106.25 -1.9% 5,729.25
Low 5,576.25 5,566.25 -10.00 -0.2% 5,621.25
Close 5,601.25 5,588.75 -12.50 -0.2% 5,722.50
Range 154.25 58.00 -96.25 -62.4% 108.00
ATR 84.34 82.46 -1.88 -2.2% 0.00
Volume 14,706 35,857 21,151 143.8% 51,418
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,767.00 5,736.00 5,620.75
R3 5,709.00 5,678.00 5,604.75
R2 5,651.00 5,651.00 5,599.50
R1 5,620.00 5,620.00 5,594.00 5,606.50
PP 5,593.00 5,593.00 5,593.00 5,586.50
S1 5,562.00 5,562.00 5,583.50 5,548.50
S2 5,535.00 5,535.00 5,578.00
S3 5,477.00 5,504.00 5,572.75
S4 5,419.00 5,446.00 5,556.75
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,015.00 5,976.75 5,782.00
R3 5,907.00 5,868.75 5,752.25
R2 5,799.00 5,799.00 5,742.25
R1 5,760.75 5,760.75 5,732.50 5,780.00
PP 5,691.00 5,691.00 5,691.00 5,700.50
S1 5,652.75 5,652.75 5,712.50 5,672.00
S2 5,583.00 5,583.00 5,702.75
S3 5,475.00 5,544.75 5,692.75
S4 5,367.00 5,436.75 5,663.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,730.50 5,566.25 164.25 2.9% 92.50 1.7% 14% False True 17,433
10 5,730.50 5,566.25 164.25 2.9% 73.50 1.3% 14% False True 12,576
20 5,730.50 5,234.50 496.00 8.9% 79.50 1.4% 71% False False 8,430
40 5,785.00 5,168.50 616.50 11.0% 87.50 1.6% 68% False False 6,164
60 5,785.00 5,168.50 616.50 11.0% 73.00 1.3% 68% False False 4,431
80 5,785.00 5,168.50 616.50 11.0% 66.00 1.2% 68% False False 3,368
100 5,785.00 5,075.00 710.00 12.7% 66.00 1.2% 72% False False 2,730
120 5,785.00 5,075.00 710.00 12.7% 63.50 1.1% 72% False False 2,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 14.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,870.75
2.618 5,776.00
1.618 5,718.00
1.000 5,682.25
0.618 5,660.00
HIGH 5,624.25
0.618 5,602.00
0.500 5,595.25
0.382 5,588.50
LOW 5,566.25
0.618 5,530.50
1.000 5,508.25
1.618 5,472.50
2.618 5,414.50
4.250 5,319.75
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 5,595.25 5,648.50
PP 5,593.00 5,628.50
S1 5,591.00 5,608.50

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

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