E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 01-Nov-2024
Day Change Summary
Previous Current
31-Oct-2024 01-Nov-2024 Change Change % Previous Week
Open 5,840.00 5,742.00 -98.00 -1.7% 5,857.00
High 5,844.00 5,803.75 -40.25 -0.7% 5,893.00
Low 5,733.25 5,732.50 -0.75 0.0% 5,732.50
Close 5,738.50 5,758.25 19.75 0.3% 5,758.25
Range 110.75 71.25 -39.50 -35.7% 160.50
ATR 61.94 62.61 0.66 1.1% 0.00
Volume 1,973,513 1,592,031 -381,482 -19.3% 7,125,907
Daily Pivots for day following 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 5,978.50 5,939.75 5,797.50
R3 5,907.25 5,868.50 5,777.75
R2 5,836.00 5,836.00 5,771.25
R1 5,797.25 5,797.25 5,764.75 5,816.50
PP 5,764.75 5,764.75 5,764.75 5,774.50
S1 5,726.00 5,726.00 5,751.75 5,745.50
S2 5,693.50 5,693.50 5,745.25
S3 5,622.25 5,654.75 5,738.75
S4 5,551.00 5,583.50 5,719.00
Weekly Pivots for week ending 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,276.00 6,177.75 5,846.50
R3 6,115.50 6,017.25 5,802.50
R2 5,955.00 5,955.00 5,787.75
R1 5,856.75 5,856.75 5,773.00 5,825.50
PP 5,794.50 5,794.50 5,794.50 5,779.00
S1 5,696.25 5,696.25 5,743.50 5,665.00
S2 5,634.00 5,634.00 5,728.75
S3 5,473.50 5,535.75 5,714.00
S4 5,313.00 5,375.25 5,670.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,893.00 5,732.50 160.50 2.8% 61.75 1.1% 16% False True 1,425,181
10 5,915.50 5,732.50 183.00 3.2% 60.75 1.1% 14% False True 1,321,894
20 5,927.25 5,725.25 202.00 3.5% 59.00 1.0% 16% False False 1,213,505
40 5,927.25 5,463.00 464.25 8.1% 60.75 1.1% 64% False False 1,195,502
60 5,927.25 5,375.50 551.75 9.6% 64.75 1.1% 69% False False 801,267
80 5,927.25 5,168.50 758.75 13.2% 75.00 1.3% 78% False False 602,072
100 5,927.25 5,168.50 758.75 13.2% 69.25 1.2% 78% False False 481,884
120 5,927.25 5,168.50 758.75 13.2% 65.50 1.1% 78% False False 401,601
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 9.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,106.50
2.618 5,990.25
1.618 5,919.00
1.000 5,875.00
0.618 5,847.75
HIGH 5,803.75
0.618 5,776.50
0.500 5,768.00
0.382 5,759.75
LOW 5,732.50
0.618 5,688.50
1.000 5,661.25
1.618 5,617.25
2.618 5,546.00
4.250 5,429.75
Fisher Pivots for day following 01-Nov-2024
Pivot 1 day 3 day
R1 5,768.00 5,812.75
PP 5,764.75 5,794.50
S1 5,761.50 5,776.50

Download as Excel Spreadsheet

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

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