E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 06-Nov-2024
Day Change Summary
Previous Current
05-Nov-2024 06-Nov-2024 Change Change % Previous Week
Open 5,752.25 5,820.25 68.00 1.2% 5,857.00
High 5,823.25 5,967.00 143.75 2.5% 5,893.00
Low 5,735.00 5,814.75 79.75 1.4% 5,732.50
Close 5,812.25 5,958.25 146.00 2.5% 5,758.25
Range 88.25 152.25 64.00 72.5% 160.50
ATR 63.75 70.25 6.50 10.2% 0.00
Volume 1,198,797 2,023,257 824,460 68.8% 7,125,907
Daily Pivots for day following 06-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,370.00 6,316.50 6,042.00
R3 6,217.75 6,164.25 6,000.00
R2 6,065.50 6,065.50 5,986.25
R1 6,012.00 6,012.00 5,972.25 6,038.75
PP 5,913.25 5,913.25 5,913.25 5,926.75
S1 5,859.75 5,859.75 5,944.25 5,886.50
S2 5,761.00 5,761.00 5,930.25
S3 5,608.75 5,707.50 5,916.50
S4 5,456.50 5,555.25 5,874.50
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 5,967.00 5,724.25 242.75 4.1% 95.00 1.6% 96% True False 1,624,256
10 5,967.00 5,724.25 242.75 4.1% 71.50 1.2% 96% True False 1,420,933
20 5,967.00 5,724.25 242.75 4.1% 62.75 1.1% 96% True False 1,266,417
40 5,967.00 5,600.25 366.75 6.2% 60.50 1.0% 98% True False 1,303,294
60 5,967.00 5,451.25 515.75 8.7% 66.25 1.1% 98% True False 876,999
80 5,967.00 5,168.50 798.50 13.4% 76.50 1.3% 99% True False 658,972
100 5,967.00 5,168.50 798.50 13.4% 70.75 1.2% 99% True False 527,427
120 5,967.00 5,168.50 798.50 13.4% 66.75 1.1% 99% True False 439,560
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 12.03
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 6,614.00
2.618 6,365.50
1.618 6,213.25
1.000 6,119.25
0.618 6,061.00
HIGH 5,967.00
0.618 5,908.75
0.500 5,891.00
0.382 5,873.00
LOW 5,814.75
0.618 5,720.75
1.000 5,662.50
1.618 5,568.50
2.618 5,416.25
4.250 5,167.75
Fisher Pivots for day following 06-Nov-2024
Pivot 1 day 3 day
R1 5,935.75 5,920.75
PP 5,913.25 5,883.25
S1 5,891.00 5,845.50

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

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