E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 10-Sep-2024
Day Change Summary
Previous Current
09-Sep-2024 10-Sep-2024 Change Change % Previous Week
Open 5,463.50 5,546.25 82.75 1.5% 5,719.00
High 5,552.00 5,564.50 12.50 0.2% 5,730.50
Low 5,463.00 5,506.25 43.25 0.8% 5,451.25
Close 5,538.00 5,562.50 24.50 0.4% 5,477.00
Range 89.00 58.25 -30.75 -34.6% 279.25
ATR 85.82 83.85 -1.97 -2.3% 0.00
Volume 48,251 59,267 11,016 22.8% 153,237
Daily Pivots for day following 10-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,719.25 5,699.00 5,594.50
R3 5,661.00 5,640.75 5,578.50
R2 5,602.75 5,602.75 5,573.25
R1 5,582.50 5,582.50 5,567.75 5,592.50
PP 5,544.50 5,544.50 5,544.50 5,549.50
S1 5,524.25 5,524.25 5,557.25 5,534.50
S2 5,486.25 5,486.25 5,551.75
S3 5,428.00 5,466.00 5,546.50
S4 5,369.75 5,407.75 5,530.50
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 5,624.25 5,451.25 173.00 3.1% 82.50 1.5% 64% False False 49,209
10 5,730.50 5,451.25 279.25 5.0% 85.50 1.5% 40% False False 30,780
20 5,730.50 5,423.75 306.75 5.5% 74.25 1.3% 45% False False 17,772
40 5,785.00 5,168.50 616.50 11.1% 89.75 1.6% 64% False False 11,255
60 5,785.00 5,168.50 616.50 11.1% 75.50 1.4% 64% False False 7,919
80 5,785.00 5,168.50 616.50 11.1% 68.50 1.2% 64% False False 5,992
100 5,785.00 5,075.00 710.00 12.8% 66.25 1.2% 69% False False 4,825
120 5,785.00 5,075.00 710.00 12.8% 65.00 1.2% 69% False False 4,042
Crabel Price Patterns
NR True
NR4 True
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 17.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,812.00
2.618 5,717.00
1.618 5,658.75
1.000 5,622.75
0.618 5,600.50
HIGH 5,564.50
0.618 5,542.25
0.500 5,535.50
0.382 5,528.50
LOW 5,506.25
0.618 5,470.25
1.000 5,448.00
1.618 5,412.00
2.618 5,353.75
4.250 5,258.75
Fisher Pivots for day following 10-Sep-2024
Pivot 1 day 3 day
R1 5,553.50 5,548.75
PP 5,544.50 5,534.75
S1 5,535.50 5,521.00

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

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