E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 15-Oct-2024
Day Change Summary
Previous Current
14-Oct-2024 15-Oct-2024 Change Change % Previous Week
Open 5,854.50 5,914.25 59.75 1.0% 5,802.00
High 5,918.50 5,915.50 -3.00 -0.1% 5,868.25
Low 5,850.00 5,850.00 0.00 0.0% 5,725.25
Close 5,908.25 5,862.75 -45.50 -0.8% 5,859.75
Range 68.50 65.50 -3.00 -4.4% 143.00
ATR 64.18 64.27 0.09 0.1% 0.00
Volume 919,072 1,365,310 446,238 48.6% 5,642,366
Daily Pivots for day following 15-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,072.50 6,033.25 5,898.75
R3 6,007.00 5,967.75 5,880.75
R2 5,941.50 5,941.50 5,874.75
R1 5,902.25 5,902.25 5,868.75 5,889.00
PP 5,876.00 5,876.00 5,876.00 5,869.50
S1 5,836.75 5,836.75 5,856.75 5,823.50
S2 5,810.50 5,810.50 5,850.75
S3 5,745.00 5,771.25 5,844.75
S4 5,679.50 5,705.75 5,826.75
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 5,780.75 137.75 2.3% 57.00 1.0% 60% False False 1,108,623
10 5,918.50 5,724.00 194.50 3.3% 60.00 1.0% 71% False False 1,205,917
20 5,918.50 5,675.25 243.25 4.1% 59.25 1.0% 77% False False 1,327,513
40 5,918.50 5,451.25 467.25 8.0% 66.75 1.1% 88% False False 792,680
60 5,918.50 5,168.50 750.00 12.8% 79.50 1.4% 93% False False 530,119
80 5,918.50 5,168.50 750.00 12.8% 73.00 1.2% 93% False False 397,995
100 5,918.50 5,168.50 750.00 12.8% 68.75 1.2% 93% False False 318,478
120 5,918.50 5,136.75 781.75 13.3% 65.25 1.1% 93% False False 265,417
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,194.00
2.618 6,087.00
1.618 6,021.50
1.000 5,981.00
0.618 5,956.00
HIGH 5,915.50
0.618 5,890.50
0.500 5,882.75
0.382 5,875.00
LOW 5,850.00
0.618 5,809.50
1.000 5,784.50
1.618 5,744.00
2.618 5,678.50
4.250 5,571.50
Fisher Pivots for day following 15-Oct-2024
Pivot 1 day 3 day
R1 5,882.75 5,867.25
PP 5,876.00 5,865.75
S1 5,869.50 5,864.25

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

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