E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 25-Sep-2024
Day Change Summary
Previous Current
24-Sep-2024 25-Sep-2024 Change Change % Previous Week
Open 5,774.00 5,792.25 18.25 0.3% 5,684.00
High 5,794.25 5,798.75 4.50 0.1% 5,797.50
Low 5,754.75 5,768.00 13.25 0.2% 5,669.50
Close 5,792.00 5,779.00 -13.00 -0.2% 5,762.00
Range 39.50 30.75 -8.75 -22.2% 128.00
ATR 73.84 70.76 -3.08 -4.2% 0.00
Volume 1,181,221 1,043,665 -137,556 -11.6% 8,611,610
Daily Pivots for day following 25-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,874.25 5,857.25 5,796.00
R3 5,843.50 5,826.50 5,787.50
R2 5,812.75 5,812.75 5,784.75
R1 5,795.75 5,795.75 5,781.75 5,789.00
PP 5,782.00 5,782.00 5,782.00 5,778.50
S1 5,765.00 5,765.00 5,776.25 5,758.00
S2 5,751.25 5,751.25 5,773.25
S3 5,720.50 5,734.25 5,770.50
S4 5,689.75 5,703.50 5,762.00
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 5,798.75 5,691.00 107.75 1.9% 51.75 0.9% 82% True False 1,333,119
10 5,798.75 5,600.25 198.50 3.4% 54.25 0.9% 90% True False 1,308,331
20 5,798.75 5,451.25 347.50 6.0% 75.75 1.3% 94% True False 675,859
40 5,798.75 5,168.50 630.25 10.9% 85.75 1.5% 97% True False 341,031
60 5,798.75 5,168.50 630.25 10.9% 79.00 1.4% 97% True False 228,042
80 5,798.75 5,168.50 630.25 10.9% 71.25 1.2% 97% True False 171,209
100 5,798.75 5,168.50 630.25 10.9% 65.50 1.1% 97% True False 136,998
120 5,798.75 5,075.00 723.75 12.5% 66.75 1.2% 97% True False 114,196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.03
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 5,929.50
2.618 5,879.25
1.618 5,848.50
1.000 5,829.50
0.618 5,817.75
HIGH 5,798.75
0.618 5,787.00
0.500 5,783.50
0.382 5,779.75
LOW 5,768.00
0.618 5,749.00
1.000 5,737.25
1.618 5,718.25
2.618 5,687.50
4.250 5,637.25
Fisher Pivots for day following 25-Sep-2024
Pivot 1 day 3 day
R1 5,783.50 5,776.75
PP 5,782.00 5,774.25
S1 5,780.50 5,772.00

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

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