E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 14-Oct-2024
Day Change Summary
Previous Current
11-Oct-2024 14-Oct-2024 Change Change % Previous Week
Open 5,831.00 5,854.50 23.50 0.4% 5,802.00
High 5,868.25 5,918.50 50.25 0.9% 5,868.25
Low 5,816.00 5,850.00 34.00 0.6% 5,725.25
Close 5,859.75 5,908.25 48.50 0.8% 5,859.75
Range 52.25 68.50 16.25 31.1% 143.00
ATR 63.84 64.18 0.33 0.5% 0.00
Volume 1,028,816 919,072 -109,744 -10.7% 5,642,366
Daily Pivots for day following 14-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,097.75 6,071.50 5,946.00
R3 6,029.25 6,003.00 5,927.00
R2 5,960.75 5,960.75 5,920.75
R1 5,934.50 5,934.50 5,914.50 5,947.50
PP 5,892.25 5,892.25 5,892.25 5,898.75
S1 5,866.00 5,866.00 5,902.00 5,879.00
S2 5,823.75 5,823.75 5,895.75
S3 5,755.25 5,797.50 5,889.50
S4 5,686.75 5,729.00 5,870.50
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 5,918.50 5,725.25 193.25 3.3% 60.00 1.0% 95% True False 1,070,014
10 5,918.50 5,724.00 194.50 3.3% 62.50 1.1% 95% True False 1,264,104
20 5,918.50 5,675.25 243.25 4.1% 59.00 1.0% 96% True False 1,347,924
40 5,918.50 5,451.25 467.25 7.9% 66.75 1.1% 98% True False 758,657
60 5,918.50 5,168.50 750.00 12.7% 79.50 1.3% 99% True False 507,394
80 5,918.50 5,168.50 750.00 12.7% 72.75 1.2% 99% True False 380,940
100 5,918.50 5,168.50 750.00 12.7% 68.50 1.2% 99% True False 304,827
120 5,918.50 5,136.75 781.75 13.2% 65.25 1.1% 99% True False 254,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 11.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,209.50
2.618 6,097.75
1.618 6,029.25
1.000 5,987.00
0.618 5,960.75
HIGH 5,918.50
0.618 5,892.25
0.500 5,884.25
0.382 5,876.25
LOW 5,850.00
0.618 5,807.75
1.000 5,781.50
1.618 5,739.25
2.618 5,670.75
4.250 5,559.00
Fisher Pivots for day following 14-Oct-2024
Pivot 1 day 3 day
R1 5,900.25 5,893.75
PP 5,892.25 5,879.50
S1 5,884.25 5,865.00

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

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