E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 01-Oct-2024
Day Change Summary
Previous Current
30-Sep-2024 01-Oct-2024 Change Change % Previous Week
Open 5,784.00 5,807.00 23.00 0.4% 5,762.00
High 5,820.25 5,822.50 2.25 0.0% 5,830.00
Low 5,756.25 5,733.00 -23.25 -0.4% 5,745.25
Close 5,814.25 5,759.75 -54.50 -0.9% 5,791.25
Range 64.00 89.50 25.50 39.8% 84.75
ATR 67.03 68.64 1.60 2.4% 0.00
Volume 1,502,729 1,947,177 444,448 29.6% 5,943,125
Daily Pivots for day following 01-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,040.25 5,989.50 5,809.00
R3 5,950.75 5,900.00 5,784.25
R2 5,861.25 5,861.25 5,776.25
R1 5,810.50 5,810.50 5,768.00 5,791.00
PP 5,771.75 5,771.75 5,771.75 5,762.00
S1 5,721.00 5,721.00 5,751.50 5,701.50
S2 5,682.25 5,682.25 5,743.25
S3 5,592.75 5,631.50 5,735.25
S4 5,503.25 5,542.00 5,710.50
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 5,733.00 97.00 1.7% 55.00 1.0% 28% False True 1,426,773
10 5,830.00 5,675.25 154.75 2.7% 58.50 1.0% 55% False False 1,449,108
20 5,830.00 5,451.25 378.75 6.6% 68.00 1.2% 81% False False 977,804
40 5,830.00 5,234.50 595.50 10.3% 75.25 1.3% 88% False False 492,379
60 5,830.00 5,168.50 661.50 11.5% 80.25 1.4% 89% False False 329,462
80 5,830.00 5,168.50 661.50 11.5% 71.75 1.2% 89% False False 247,328
100 5,830.00 5,168.50 661.50 11.5% 66.25 1.2% 89% False False 197,897
120 5,830.00 5,075.00 755.00 13.1% 66.50 1.2% 91% False False 164,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 13.68
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,203.00
2.618 6,056.75
1.618 5,967.25
1.000 5,912.00
0.618 5,877.75
HIGH 5,822.50
0.618 5,788.25
0.500 5,777.75
0.382 5,767.25
LOW 5,733.00
0.618 5,677.75
1.000 5,643.50
1.618 5,588.25
2.618 5,498.75
4.250 5,352.50
Fisher Pivots for day following 01-Oct-2024
Pivot 1 day 3 day
R1 5,777.75 5,777.75
PP 5,771.75 5,771.75
S1 5,765.75 5,765.75

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

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