E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 5,557.50 5,617.50 60.00 1.1% 5,719.00
High 5,627.00 5,667.00 40.00 0.7% 5,730.50
Low 5,470.00 5,600.25 130.25 2.4% 5,451.25
Close 5,621.00 5,662.50 41.50 0.7% 5,477.00
Range 157.00 66.75 -90.25 -57.5% 279.25
ATR 89.08 87.48 -1.59 -1.8% 0.00
Volume 136,525 264,608 128,083 93.8% 153,237
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,843.50 5,819.75 5,699.25
R3 5,776.75 5,753.00 5,680.75
R2 5,710.00 5,710.00 5,674.75
R1 5,686.25 5,686.25 5,668.50 5,698.00
PP 5,643.25 5,643.25 5,643.25 5,649.25
S1 5,619.50 5,619.50 5,656.50 5,631.50
S2 5,576.50 5,576.50 5,650.25
S3 5,509.75 5,552.75 5,644.25
S4 5,443.00 5,486.00 5,625.75
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 5,667.00 5,451.25 215.75 3.8% 102.00 1.8% 98% True False 115,712
10 5,730.50 5,451.25 279.25 4.9% 96.50 1.7% 76% False False 68,880
20 5,730.50 5,451.25 279.25 4.9% 78.25 1.4% 76% False False 37,510
40 5,730.50 5,168.50 562.00 9.9% 92.00 1.6% 88% False False 21,182
60 5,785.00 5,168.50 616.50 10.9% 77.25 1.4% 80% False False 14,585
80 5,785.00 5,168.50 616.50 10.9% 70.50 1.2% 80% False False 11,000
100 5,785.00 5,117.75 667.25 11.8% 67.00 1.2% 82% False False 8,831
120 5,785.00 5,075.00 710.00 12.5% 66.00 1.2% 83% False False 7,382
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 23.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,950.75
2.618 5,841.75
1.618 5,775.00
1.000 5,733.75
0.618 5,708.25
HIGH 5,667.00
0.618 5,641.50
0.500 5,633.50
0.382 5,625.75
LOW 5,600.25
0.618 5,559.00
1.000 5,533.50
1.618 5,492.25
2.618 5,425.50
4.250 5,316.50
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 5,653.00 5,631.25
PP 5,643.25 5,599.75
S1 5,633.50 5,568.50

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

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