E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 09-Dec-2024
Day Change Summary
Previous Current
06-Dec-2024 09-Dec-2024 Change Change % Previous Week
Open 6,085.50 6,096.25 10.75 0.2% 6,051.50
High 6,111.00 6,105.75 -5.25 -0.1% 6,111.00
Low 6,076.00 6,060.00 -16.00 -0.3% 6,036.00
Close 6,099.00 6,065.75 -33.25 -0.5% 6,099.00
Range 35.00 45.75 10.75 30.7% 75.00
ATR 53.70 53.13 -0.57 -1.1% 0.00
Volume 1,167,677 1,351,194 183,517 15.7% 5,409,592
Daily Pivots for day following 09-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,214.50 6,185.75 6,091.00
R3 6,168.75 6,140.00 6,078.25
R2 6,123.00 6,123.00 6,074.25
R1 6,094.25 6,094.25 6,070.00 6,085.75
PP 6,077.25 6,077.25 6,077.25 6,073.00
S1 6,048.50 6,048.50 6,061.50 6,040.00
S2 6,031.50 6,031.50 6,057.25
S3 5,985.75 6,002.75 6,053.25
S4 5,940.00 5,957.00 6,040.50
Weekly Pivots for week ending 06-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,307.00 6,278.00 6,140.25
R3 6,232.00 6,203.00 6,119.50
R2 6,157.00 6,157.00 6,112.75
R1 6,128.00 6,128.00 6,106.00 6,142.50
PP 6,082.00 6,082.00 6,082.00 6,089.25
S1 6,053.00 6,053.00 6,092.00 6,067.50
S2 6,007.00 6,007.00 6,085.25
S3 5,932.00 5,978.00 6,078.50
S4 5,857.00 5,903.00 6,057.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,111.00 6,047.50 63.50 1.0% 33.75 0.6% 29% False False 1,154,350
10 6,111.00 5,976.25 134.75 2.2% 42.00 0.7% 66% False False 1,172,270
20 6,111.00 5,855.00 256.00 4.2% 53.00 0.9% 82% False False 1,358,801
40 6,111.00 5,724.25 386.75 6.4% 58.50 1.0% 88% False False 1,320,740
60 6,111.00 5,669.50 441.50 7.3% 58.00 1.0% 90% False False 1,343,484
80 6,111.00 5,451.25 659.75 10.9% 62.50 1.0% 93% False False 1,028,244
100 6,111.00 5,168.50 942.50 15.5% 71.00 1.2% 95% False False 823,576
120 6,111.00 5,168.50 942.50 15.5% 68.00 1.1% 95% False False 686,560
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.70
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,300.25
2.618 6,225.50
1.618 6,179.75
1.000 6,151.50
0.618 6,134.00
HIGH 6,105.75
0.618 6,088.25
0.500 6,083.00
0.382 6,077.50
LOW 6,060.00
0.618 6,031.75
1.000 6,014.25
1.618 5,986.00
2.618 5,940.25
4.250 5,865.50
Fisher Pivots for day following 09-Dec-2024
Pivot 1 day 3 day
R1 6,083.00 6,085.50
PP 6,077.25 6,079.00
S1 6,071.50 6,072.25

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

View Archives - Comment on this page... - Back to Index of Symbols