E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 30-Oct-2024
Day Change Summary
Previous Current
29-Oct-2024 30-Oct-2024 Change Change % Previous Week
Open 5,867.00 5,883.00 16.00 0.3% 5,911.50
High 5,883.75 5,893.00 9.25 0.2% 5,915.50
Low 5,837.50 5,840.25 2.75 0.0% 5,801.00
Close 5,871.00 5,852.00 -19.00 -0.3% 5,846.00
Range 46.25 52.75 6.50 14.1% 114.50
ATR 57.94 57.57 -0.37 -0.6% 0.00
Volume 1,195,753 1,347,170 151,417 12.7% 6,093,038
Daily Pivots for day following 30-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,020.00 5,988.75 5,881.00
R3 5,967.25 5,936.00 5,866.50
R2 5,914.50 5,914.50 5,861.75
R1 5,883.25 5,883.25 5,856.75 5,872.50
PP 5,861.75 5,861.75 5,861.75 5,856.50
S1 5,830.50 5,830.50 5,847.25 5,819.75
S2 5,809.00 5,809.00 5,842.25
S3 5,756.25 5,777.75 5,837.50
S4 5,703.50 5,725.00 5,823.00
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,197.75 6,136.25 5,909.00
R3 6,083.25 6,021.75 5,877.50
R2 5,968.75 5,968.75 5,867.00
R1 5,907.25 5,907.25 5,856.50 5,880.75
PP 5,854.25 5,854.25 5,854.25 5,841.00
S1 5,792.75 5,792.75 5,835.50 5,766.25
S2 5,739.75 5,739.75 5,825.00
S3 5,625.25 5,678.25 5,814.50
S4 5,510.75 5,563.75 5,783.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,900.75 5,822.50 78.25 1.3% 48.00 0.8% 38% False False 1,217,611
10 5,927.25 5,801.00 126.25 2.2% 52.00 0.9% 40% False False 1,184,209
20 5,927.25 5,725.25 202.00 3.5% 55.50 0.9% 63% False False 1,179,331
40 5,927.25 5,451.25 476.00 8.1% 61.50 1.1% 84% False False 1,108,930
60 5,927.25 5,234.50 692.75 11.8% 67.50 1.2% 89% False False 742,097
80 5,927.25 5,168.50 758.75 13.0% 74.50 1.3% 90% False False 557,547
100 5,927.25 5,168.50 758.75 13.0% 68.50 1.2% 90% False False 446,231
120 5,927.25 5,168.50 758.75 13.0% 64.50 1.1% 90% False False 371,889
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 10.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,117.25
2.618 6,031.00
1.618 5,978.25
1.000 5,945.75
0.618 5,925.50
HIGH 5,893.00
0.618 5,872.75
0.500 5,866.50
0.382 5,860.50
LOW 5,840.25
0.618 5,807.75
1.000 5,787.50
1.618 5,755.00
2.618 5,702.25
4.250 5,616.00
Fisher Pivots for day following 30-Oct-2024
Pivot 1 day 3 day
R1 5,866.50 5,865.25
PP 5,861.75 5,860.75
S1 5,857.00 5,856.50

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

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