E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 23-Oct-2024
Day Change Summary
Previous Current
22-Oct-2024 23-Oct-2024 Change Change % Previous Week
Open 5,900.75 5,887.25 -13.50 -0.2% 5,854.50
High 5,904.25 5,893.75 -10.50 -0.2% 5,927.25
Low 5,861.25 5,801.00 -60.25 -1.0% 5,850.00
Close 5,892.50 5,837.75 -54.75 -0.9% 5,906.00
Range 43.00 92.75 49.75 115.7% 77.25
ATR 58.51 60.95 2.45 4.2% 0.00
Volume 1,033,296 1,468,269 434,973 42.1% 5,408,798
Daily Pivots for day following 23-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,122.50 6,072.75 5,888.75
R3 6,029.75 5,980.00 5,863.25
R2 5,937.00 5,937.00 5,854.75
R1 5,887.25 5,887.25 5,846.25 5,865.75
PP 5,844.25 5,844.25 5,844.25 5,833.50
S1 5,794.50 5,794.50 5,829.25 5,773.00
S2 5,751.50 5,751.50 5,820.75
S3 5,658.75 5,701.75 5,812.25
S4 5,566.00 5,609.00 5,786.75
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,126.25 6,093.25 5,948.50
R3 6,049.00 6,016.00 5,927.25
R2 5,971.75 5,971.75 5,920.25
R1 5,938.75 5,938.75 5,913.00 5,955.25
PP 5,894.50 5,894.50 5,894.50 5,902.50
S1 5,861.50 5,861.50 5,899.00 5,878.00
S2 5,817.25 5,817.25 5,891.75
S3 5,740.00 5,784.25 5,884.75
S4 5,662.75 5,707.00 5,863.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,927.25 5,801.00 126.25 2.2% 56.25 1.0% 29% False True 1,150,808
10 5,927.25 5,801.00 126.25 2.2% 54.00 0.9% 29% False True 1,111,900
20 5,927.25 5,724.00 203.25 3.5% 58.25 1.0% 56% False False 1,241,957
40 5,927.25 5,451.25 476.00 8.2% 67.00 1.1% 81% False False 958,908
60 5,927.25 5,168.50 758.75 13.0% 76.75 1.3% 88% False False 641,339
80 5,927.25 5,168.50 758.75 13.0% 73.75 1.3% 88% False False 481,521
100 5,927.25 5,168.50 758.75 13.0% 68.50 1.2% 88% False False 385,359
120 5,927.25 5,168.50 758.75 13.0% 64.25 1.1% 88% False False 321,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.40
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6,288.00
2.618 6,136.50
1.618 6,043.75
1.000 5,986.50
0.618 5,951.00
HIGH 5,893.75
0.618 5,858.25
0.500 5,847.50
0.382 5,836.50
LOW 5,801.00
0.618 5,743.75
1.000 5,708.25
1.618 5,651.00
2.618 5,558.25
4.250 5,406.75
Fisher Pivots for day following 23-Oct-2024
Pivot 1 day 3 day
R1 5,847.50 5,858.25
PP 5,844.25 5,851.50
S1 5,841.00 5,844.50

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

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