E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 11-Oct-2024
Day Change Summary
Previous Current
10-Oct-2024 11-Oct-2024 Change Change % Previous Week
Open 5,836.00 5,831.00 -5.00 -0.1% 5,802.00
High 5,844.00 5,868.25 24.25 0.4% 5,868.25
Low 5,811.50 5,816.00 4.50 0.1% 5,725.25
Close 5,829.00 5,859.75 30.75 0.5% 5,859.75
Range 32.50 52.25 19.75 60.8% 143.00
ATR 64.74 63.84 -0.89 -1.4% 0.00
Volume 1,116,046 1,028,816 -87,230 -7.8% 5,642,366
Daily Pivots for day following 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,004.75 5,984.50 5,888.50
R3 5,952.50 5,932.25 5,874.00
R2 5,900.25 5,900.25 5,869.25
R1 5,880.00 5,880.00 5,864.50 5,890.00
PP 5,848.00 5,848.00 5,848.00 5,853.00
S1 5,827.75 5,827.75 5,855.00 5,838.00
S2 5,795.75 5,795.75 5,850.25
S3 5,743.50 5,775.50 5,845.50
S4 5,691.25 5,723.25 5,831.00
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,246.75 6,196.25 5,938.50
R3 6,103.75 6,053.25 5,899.00
R2 5,960.75 5,960.75 5,886.00
R1 5,910.25 5,910.25 5,872.75 5,935.50
PP 5,817.75 5,817.75 5,817.75 5,830.50
S1 5,767.25 5,767.25 5,846.75 5,792.50
S2 5,674.75 5,674.75 5,833.50
S3 5,531.75 5,624.25 5,820.50
S4 5,388.75 5,481.25 5,781.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,868.25 5,725.25 143.00 2.4% 61.25 1.0% 94% True False 1,128,473
10 5,868.25 5,724.00 144.25 2.5% 62.00 1.1% 94% True False 1,322,469
20 5,868.25 5,669.50 198.75 3.4% 57.25 1.0% 96% True False 1,388,971
40 5,868.25 5,451.25 417.00 7.1% 66.25 1.1% 98% True False 735,747
60 5,868.25 5,168.50 699.75 11.9% 79.50 1.4% 99% True False 492,133
80 5,868.25 5,168.50 699.75 11.9% 72.50 1.2% 99% True False 369,471
100 5,868.25 5,168.50 699.75 11.9% 68.00 1.2% 99% True False 295,636
120 5,868.25 5,136.75 731.50 12.5% 65.25 1.1% 99% True False 246,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,090.25
2.618 6,005.00
1.618 5,952.75
1.000 5,920.50
0.618 5,900.50
HIGH 5,868.25
0.618 5,848.25
0.500 5,842.00
0.382 5,836.00
LOW 5,816.00
0.618 5,783.75
1.000 5,763.75
1.618 5,731.50
2.618 5,679.25
4.250 5,594.00
Fisher Pivots for day following 11-Oct-2024
Pivot 1 day 3 day
R1 5,854.00 5,848.00
PP 5,848.00 5,836.25
S1 5,842.00 5,824.50

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

View Archives - Comment on this page... - Back to Index of Symbols