E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 5,804.25 5,784.00 -20.25 -0.3% 5,762.00
High 5,821.50 5,820.25 -1.25 0.0% 5,830.00
Low 5,782.00 5,756.25 -25.75 -0.4% 5,745.25
Close 5,791.25 5,814.25 23.00 0.4% 5,791.25
Range 39.50 64.00 24.50 62.0% 84.75
ATR 67.27 67.03 -0.23 -0.3% 0.00
Volume 1,280,272 1,502,729 222,457 17.4% 5,943,125
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,989.00 5,965.50 5,849.50
R3 5,925.00 5,901.50 5,831.75
R2 5,861.00 5,861.00 5,826.00
R1 5,837.50 5,837.50 5,820.00 5,849.25
PP 5,797.00 5,797.00 5,797.00 5,802.75
S1 5,773.50 5,773.50 5,808.50 5,785.25
S2 5,733.00 5,733.00 5,802.50
S3 5,669.00 5,709.50 5,796.75
S4 5,605.00 5,645.50 5,779.00
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,043.00 6,002.00 5,837.75
R3 5,958.25 5,917.25 5,814.50
R2 5,873.50 5,873.50 5,806.75
R1 5,832.50 5,832.50 5,799.00 5,853.00
PP 5,788.75 5,788.75 5,788.75 5,799.00
S1 5,747.75 5,747.75 5,783.50 5,768.25
S2 5,704.00 5,704.00 5,775.75
S3 5,619.25 5,663.00 5,768.00
S4 5,534.50 5,578.25 5,744.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,830.00 5,754.75 75.25 1.3% 45.00 0.8% 79% False False 1,273,582
10 5,830.00 5,675.25 154.75 2.7% 55.50 1.0% 90% False False 1,431,744
20 5,830.00 5,451.25 378.75 6.5% 71.00 1.2% 96% False False 881,181
40 5,830.00 5,168.50 661.50 11.4% 78.75 1.4% 98% False False 444,110
60 5,830.00 5,168.50 661.50 11.4% 79.25 1.4% 98% False False 297,037
80 5,830.00 5,168.50 661.50 11.4% 71.00 1.2% 98% False False 222,990
100 5,830.00 5,168.50 661.50 11.4% 65.75 1.1% 98% False False 178,425
120 5,830.00 5,075.00 755.00 13.0% 66.75 1.1% 98% False False 148,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.78
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,092.25
2.618 5,987.75
1.618 5,923.75
1.000 5,884.25
0.618 5,859.75
HIGH 5,820.25
0.618 5,795.75
0.500 5,788.25
0.382 5,780.75
LOW 5,756.25
0.618 5,716.75
1.000 5,692.25
1.618 5,652.75
2.618 5,588.75
4.250 5,484.25
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 5,805.50 5,807.25
PP 5,797.00 5,800.25
S1 5,788.25 5,793.00

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

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