E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 16-Oct-2024
Day Change Summary
Previous Current
15-Oct-2024 16-Oct-2024 Change Change % Previous Week
Open 5,914.25 5,861.00 -53.25 -0.9% 5,802.00
High 5,915.50 5,892.75 -22.75 -0.4% 5,868.25
Low 5,850.00 5,853.25 3.25 0.1% 5,725.25
Close 5,862.75 5,887.00 24.25 0.4% 5,859.75
Range 65.50 39.50 -26.00 -39.7% 143.00
ATR 64.27 62.50 -1.77 -2.8% 0.00
Volume 1,365,310 935,721 -429,589 -31.5% 5,642,366
Daily Pivots for day following 16-Oct-2024
Classic Woodie Camarilla DeMark
R4 5,996.25 5,981.00 5,908.75
R3 5,956.75 5,941.50 5,897.75
R2 5,917.25 5,917.25 5,894.25
R1 5,902.00 5,902.00 5,890.50 5,909.50
PP 5,877.75 5,877.75 5,877.75 5,881.50
S1 5,862.50 5,862.50 5,883.50 5,870.00
S2 5,838.25 5,838.25 5,879.75
S3 5,798.75 5,823.00 5,876.25
S4 5,759.25 5,783.50 5,865.25
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 5,811.50 107.00 1.8% 51.75 0.9% 71% False False 1,072,993
10 5,918.50 5,725.25 193.25 3.3% 59.00 1.0% 84% False False 1,174,454
20 5,918.50 5,691.00 227.50 3.9% 57.25 1.0% 86% False False 1,287,534
40 5,918.50 5,451.25 467.25 7.9% 66.75 1.1% 93% False False 816,022
60 5,918.50 5,168.50 750.00 12.7% 79.50 1.4% 96% False False 545,693
80 5,918.50 5,168.50 750.00 12.7% 73.00 1.2% 96% False False 409,683
100 5,918.50 5,168.50 750.00 12.7% 68.25 1.2% 96% False False 327,834
120 5,918.50 5,148.25 770.25 13.1% 64.75 1.1% 96% False False 273,214
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 9.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,060.50
2.618 5,996.25
1.618 5,956.75
1.000 5,932.25
0.618 5,917.25
HIGH 5,892.75
0.618 5,877.75
0.500 5,873.00
0.382 5,868.25
LOW 5,853.25
0.618 5,828.75
1.000 5,813.75
1.618 5,789.25
2.618 5,749.75
4.250 5,685.50
Fisher Pivots for day following 16-Oct-2024
Pivot 1 day 3 day
R1 5,882.25 5,886.00
PP 5,877.75 5,885.25
S1 5,873.00 5,884.25

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

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