E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 5,776.00 5,762.00 -14.00 -0.2% 5,684.00
High 5,776.75 5,784.50 7.75 0.1% 5,797.50
Low 5,733.50 5,745.25 11.75 0.2% 5,669.50
Close 5,762.00 5,776.75 14.75 0.3% 5,762.00
Range 43.25 39.25 -4.00 -9.2% 128.00
ATR 79.35 76.48 -2.86 -3.6% 0.00
Volume 1,623,655 1,077,941 -545,714 -33.6% 8,611,610
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,886.50 5,871.00 5,798.25
R3 5,847.25 5,831.75 5,787.50
R2 5,808.00 5,808.00 5,784.00
R1 5,792.50 5,792.50 5,780.25 5,800.25
PP 5,768.75 5,768.75 5,768.75 5,772.75
S1 5,753.25 5,753.25 5,773.25 5,761.00
S2 5,729.50 5,729.50 5,769.50
S3 5,690.25 5,714.00 5,766.00
S4 5,651.00 5,674.75 5,755.25
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,127.00 6,072.50 5,832.50
R3 5,999.00 5,944.50 5,797.25
R2 5,871.00 5,871.00 5,785.50
R1 5,816.50 5,816.50 5,773.75 5,843.75
PP 5,743.00 5,743.00 5,743.00 5,756.50
S1 5,688.50 5,688.50 5,750.25 5,715.75
S2 5,615.00 5,615.00 5,738.50
S3 5,487.00 5,560.50 5,726.75
S4 5,359.00 5,432.50 5,691.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,797.50 5,675.25 122.25 2.1% 65.75 1.1% 83% False False 1,589,907
10 5,797.50 5,470.00 327.50 5.7% 68.75 1.2% 94% False False 1,105,421
20 5,797.50 5,451.25 346.25 6.0% 76.75 1.3% 94% False False 565,356
40 5,797.50 5,168.50 629.00 10.9% 87.75 1.5% 97% False False 285,524
60 5,797.50 5,168.50 629.00 10.9% 79.75 1.4% 97% False False 191,026
80 5,797.50 5,168.50 629.00 10.9% 72.00 1.2% 97% False False 143,404
100 5,797.50 5,148.25 649.25 11.2% 66.50 1.2% 97% False False 114,752
120 5,797.50 5,075.00 722.50 12.5% 67.50 1.2% 97% False False 95,657
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 18.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,951.25
2.618 5,887.25
1.618 5,848.00
1.000 5,823.75
0.618 5,808.75
HIGH 5,784.50
0.618 5,769.50
0.500 5,765.00
0.382 5,760.25
LOW 5,745.25
0.618 5,721.00
1.000 5,706.00
1.618 5,681.75
2.618 5,642.50
4.250 5,578.50
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 5,772.75 5,766.00
PP 5,768.75 5,755.00
S1 5,765.00 5,744.25

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

View Archives - Comment on this page... - Back to Index of Symbols