E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 07-Oct-2024
Day Change Summary
Previous Current
04-Oct-2024 07-Oct-2024 Change Change % Previous Week
Open 5,745.75 5,802.00 56.25 1.0% 5,784.00
High 5,804.75 5,808.00 3.25 0.1% 5,822.50
Low 5,741.00 5,734.25 -6.75 -0.1% 5,724.00
Close 5,800.00 5,744.75 -55.25 -1.0% 5,800.00
Range 63.75 73.75 10.00 15.7% 98.50
ATR 65.66 66.24 0.58 0.9% 0.00
Volume 1,460,645 1,211,368 -249,277 -17.1% 7,582,333
Daily Pivots for day following 07-Oct-2024
Classic Woodie Camarilla DeMark
R4 5,983.50 5,938.00 5,785.25
R3 5,909.75 5,864.25 5,765.00
R2 5,836.00 5,836.00 5,758.25
R1 5,790.50 5,790.50 5,751.50 5,776.50
PP 5,762.25 5,762.25 5,762.25 5,755.25
S1 5,716.75 5,716.75 5,738.00 5,702.50
S2 5,688.50 5,688.50 5,731.25
S3 5,614.75 5,643.00 5,724.50
S4 5,541.00 5,569.25 5,704.25
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,077.75 6,037.25 5,854.25
R3 5,979.25 5,938.75 5,827.00
R2 5,880.75 5,880.75 5,818.00
R1 5,840.25 5,840.25 5,809.00 5,860.50
PP 5,782.25 5,782.25 5,782.25 5,792.25
S1 5,741.75 5,741.75 5,791.00 5,762.00
S2 5,683.75 5,683.75 5,782.00
S3 5,585.25 5,643.25 5,773.00
S4 5,486.75 5,544.75 5,745.75
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% 64.75 1.1% 21% False False 1,458,194
10 5,830.00 5,724.00 106.00 1.8% 55.00 1.0% 20% False False 1,365,888
20 5,830.00 5,470.00 360.00 6.3% 61.75 1.1% 76% False False 1,235,655
40 5,830.00 5,403.75 426.25 7.4% 67.75 1.2% 80% False False 625,299
60 5,830.00 5,168.50 661.50 11.5% 80.25 1.4% 87% False False 418,432
80 5,830.00 5,168.50 661.50 11.5% 72.00 1.3% 87% False False 314,116
100 5,830.00 5,168.50 661.50 11.5% 67.25 1.2% 87% False False 251,333
120 5,830.00 5,075.00 755.00 13.1% 65.75 1.1% 89% False False 209,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,121.50
2.618 6,001.00
1.618 5,927.25
1.000 5,881.75
0.618 5,853.50
HIGH 5,808.00
0.618 5,779.75
0.500 5,771.00
0.382 5,762.50
LOW 5,734.25
0.618 5,688.75
1.000 5,660.50
1.618 5,615.00
2.618 5,541.25
4.250 5,420.75
Fisher Pivots for day following 07-Oct-2024
Pivot 1 day 3 day
R1 5,771.00 5,767.00
PP 5,762.25 5,759.50
S1 5,753.50 5,752.00

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

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