E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 02-Dec-2024
Day Change Summary
Previous Current
29-Nov-2024 02-Dec-2024 Change Change % Previous Week
Open 6,015.00 6,051.50 36.50 0.6% 6,006.00
High 6,060.00 6,068.50 8.50 0.1% 6,060.00
Low 6,014.75 6,036.00 21.25 0.4% 5,976.25
Close 6,051.50 6,061.75 10.25 0.2% 6,051.50
Range 45.25 32.50 -12.75 -28.2% 83.75
ATR 63.77 61.53 -2.23 -3.5% 0.00
Volume 847,984 989,033 141,049 16.6% 4,961,915
Daily Pivots for day following 02-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,153.00 6,139.75 6,079.50
R3 6,120.50 6,107.25 6,070.75
R2 6,088.00 6,088.00 6,067.75
R1 6,074.75 6,074.75 6,064.75 6,081.50
PP 6,055.50 6,055.50 6,055.50 6,058.75
S1 6,042.25 6,042.25 6,058.75 6,049.00
S2 6,023.00 6,023.00 6,055.75
S3 5,990.50 6,009.75 6,052.75
S4 5,958.00 5,977.25 6,044.00
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,280.50 6,249.75 6,097.50
R3 6,196.75 6,166.00 6,074.50
R2 6,113.00 6,113.00 6,066.75
R1 6,082.25 6,082.25 6,059.25 6,097.50
PP 6,029.25 6,029.25 6,029.25 6,037.00
S1 5,998.50 5,998.50 6,043.75 6,014.00
S2 5,945.50 5,945.50 6,036.25
S3 5,861.75 5,914.75 6,028.50
S4 5,778.00 5,831.00 6,005.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,068.50 5,976.25 92.25 1.5% 50.00 0.8% 93% True False 1,190,189
10 6,068.50 5,855.00 213.50 3.5% 60.00 1.0% 97% True False 1,393,471
20 6,068.50 5,724.25 344.25 5.7% 64.75 1.1% 98% True False 1,421,506
40 6,068.50 5,724.25 344.25 5.7% 62.00 1.0% 98% True False 1,317,505
60 6,068.50 5,463.00 605.50 10.0% 62.25 1.0% 99% True False 1,270,836
80 6,068.50 5,375.50 693.00 11.4% 64.75 1.1% 99% True False 956,327
100 6,068.50 5,168.50 900.00 14.8% 73.00 1.2% 99% True False 765,959
120 6,068.50 5,168.50 900.00 14.8% 68.50 1.1% 99% True False 638,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.53
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6,206.50
2.618 6,153.50
1.618 6,121.00
1.000 6,101.00
0.618 6,088.50
HIGH 6,068.50
0.618 6,056.00
0.500 6,052.25
0.382 6,048.50
LOW 6,036.00
0.618 6,016.00
1.000 6,003.50
1.618 5,983.50
2.618 5,951.00
4.250 5,898.00
Fisher Pivots for day following 02-Dec-2024
Pivot 1 day 3 day
R1 6,058.50 6,052.50
PP 6,055.50 6,043.50
S1 6,052.25 6,034.50

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

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