E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 5,571.00 5,463.50 -107.50 -1.9% 5,719.00
High 5,590.75 5,552.00 -38.75 -0.7% 5,730.50
Low 5,451.25 5,463.00 11.75 0.2% 5,451.25
Close 5,477.00 5,538.00 61.00 1.1% 5,477.00
Range 139.50 89.00 -50.50 -36.2% 279.25
ATR 85.58 85.82 0.24 0.3% 0.00
Volume 69,910 48,251 -21,659 -31.0% 153,237
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,784.75 5,750.25 5,587.00
R3 5,695.75 5,661.25 5,562.50
R2 5,606.75 5,606.75 5,554.25
R1 5,572.25 5,572.25 5,546.25 5,589.50
PP 5,517.75 5,517.75 5,517.75 5,526.25
S1 5,483.25 5,483.25 5,529.75 5,500.50
S2 5,428.75 5,428.75 5,521.75
S3 5,339.75 5,394.25 5,513.50
S4 5,250.75 5,305.25 5,489.00
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,390.75 6,213.00 5,630.50
R3 6,111.50 5,933.75 5,553.75
R2 5,832.25 5,832.25 5,528.25
R1 5,654.50 5,654.50 5,502.50 5,603.75
PP 5,553.00 5,553.00 5,553.00 5,527.50
S1 5,375.25 5,375.25 5,451.50 5,324.50
S2 5,273.75 5,273.75 5,425.75
S3 4,994.50 5,096.00 5,400.25
S4 4,715.25 4,816.75 5,323.50
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 5,451.25 279.25 5.0% 101.75 1.8% 31% False False 40,297
10 5,730.50 5,451.25 279.25 5.0% 84.50 1.5% 31% False False 25,290
20 5,730.50 5,403.75 326.75 5.9% 73.75 1.3% 41% False False 14,943
40 5,785.00 5,168.50 616.50 11.1% 89.50 1.6% 60% False False 9,821
60 5,785.00 5,168.50 616.50 11.1% 75.25 1.4% 60% False False 6,936
80 5,785.00 5,168.50 616.50 11.1% 68.50 1.2% 60% False False 5,252
100 5,785.00 5,075.00 710.00 12.8% 66.50 1.2% 65% False False 4,233
120 5,785.00 5,075.00 710.00 12.8% 65.00 1.2% 65% False False 3,550
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,930.25
2.618 5,785.00
1.618 5,696.00
1.000 5,641.00
0.618 5,607.00
HIGH 5,552.00
0.618 5,518.00
0.500 5,507.50
0.382 5,497.00
LOW 5,463.00
0.618 5,408.00
1.000 5,374.00
1.618 5,319.00
2.618 5,230.00
4.250 5,084.75
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 5,527.75 5,536.50
PP 5,517.75 5,535.25
S1 5,507.50 5,534.00

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

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