E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 03-Oct-2024
Day Change Summary
Previous Current
02-Oct-2024 03-Oct-2024 Change Change % Previous Week
Open 5,760.25 5,769.50 9.25 0.2% 5,762.00
High 5,773.25 5,772.75 -0.50 0.0% 5,830.00
Low 5,724.00 5,725.75 1.75 0.0% 5,745.25
Close 5,760.25 5,749.50 -10.75 -0.2% 5,791.25
Range 49.25 47.00 -2.25 -4.6% 84.75
ATR 67.25 65.81 -1.45 -2.2% 0.00
Volume 1,250,353 1,421,429 171,076 13.7% 5,943,125
Daily Pivots for day following 03-Oct-2024
Classic Woodie Camarilla DeMark
R4 5,890.25 5,867.00 5,775.25
R3 5,843.25 5,820.00 5,762.50
R2 5,796.25 5,796.25 5,758.00
R1 5,773.00 5,773.00 5,753.75 5,761.00
PP 5,749.25 5,749.25 5,749.25 5,743.50
S1 5,726.00 5,726.00 5,745.25 5,714.00
S2 5,702.25 5,702.25 5,741.00
S3 5,655.25 5,679.00 5,736.50
S4 5,608.25 5,632.00 5,723.75
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 5,822.50 5,724.00 98.50 1.7% 57.75 1.0% 26% False False 1,480,392
10 5,830.00 5,724.00 106.00 1.8% 49.50 0.9% 24% False False 1,368,846
20 5,830.00 5,451.25 378.75 6.6% 66.50 1.2% 79% False False 1,107,962
40 5,830.00 5,234.50 595.50 10.4% 70.50 1.2% 86% False False 558,795
60 5,830.00 5,168.50 661.50 11.5% 80.75 1.4% 88% False False 373,954
80 5,830.00 5,168.50 661.50 11.5% 71.75 1.2% 88% False False 280,722
100 5,830.00 5,168.50 661.50 11.5% 66.50 1.2% 88% False False 224,614
120 5,830.00 5,075.00 755.00 13.1% 65.75 1.1% 89% False False 187,206
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,972.50
2.618 5,895.75
1.618 5,848.75
1.000 5,819.75
0.618 5,801.75
HIGH 5,772.75
0.618 5,754.75
0.500 5,749.25
0.382 5,743.75
LOW 5,725.75
0.618 5,696.75
1.000 5,678.75
1.618 5,649.75
2.618 5,602.75
4.250 5,526.00
Fisher Pivots for day following 03-Oct-2024
Pivot 1 day 3 day
R1 5,749.50 5,773.25
PP 5,749.25 5,765.25
S1 5,749.25 5,757.50

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

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