E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 20-Dec-2024
Day Change Summary
Previous Current
19-Dec-2024 20-Dec-2024 Change Change % Previous Week
Open 5,881.75 5,879.50 -2.25 0.0% 6,055.50
High 5,938.00 5,879.50 -58.50 -1.0% 6,090.50
Low 5,865.50 5,800.75 -64.75 -1.1% 5,800.75
Close 5,868.75 5,840.26 -28.49 -0.5% 5,840.26
Range 72.50 78.75 6.25 8.6% 289.75
ATR 63.07 64.19 1.12 1.8% 0.00
Volume 532,081 42,517 -489,564 -92.0% 4,147,574
Daily Pivots for day following 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,076.50 6,037.00 5,883.50
R3 5,997.75 5,958.25 5,862.00
R2 5,919.00 5,919.00 5,854.75
R1 5,879.50 5,879.50 5,847.50 5,860.00
PP 5,840.25 5,840.25 5,840.25 5,830.25
S1 5,800.75 5,800.75 5,833.00 5,781.25
S2 5,761.50 5,761.50 5,825.75
S3 5,682.75 5,722.00 5,818.50
S4 5,604.00 5,643.25 5,797.00
Weekly Pivots for week ending 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,779.75 6,599.75 5,999.50
R3 6,490.00 6,310.00 5,920.00
R2 6,200.25 6,200.25 5,893.50
R1 6,020.25 6,020.25 5,866.75 5,965.50
PP 5,910.50 5,910.50 5,910.50 5,883.00
S1 5,730.50 5,730.50 5,813.75 5,675.75
S2 5,620.75 5,620.75 5,787.25
S3 5,331.00 5,440.75 5,760.50
S4 5,041.25 5,151.00 5,681.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,090.50 5,800.75 289.75 5.0% 92.75 1.6% 14% False True 829,514
10 6,105.75 5,800.75 305.00 5.2% 67.75 1.2% 13% False True 1,168,337
20 6,111.00 5,800.75 310.25 5.3% 55.25 0.9% 13% False True 1,180,281
40 6,111.00 5,724.25 386.75 6.6% 61.75 1.1% 30% False False 1,325,705
60 6,111.00 5,724.00 387.00 6.6% 60.50 1.0% 30% False False 1,294,446
80 6,111.00 5,451.25 659.75 11.3% 64.00 1.1% 59% False False 1,156,678
100 6,111.00 5,168.50 942.50 16.1% 69.75 1.2% 71% False False 926,641
120 6,111.00 5,168.50 942.50 16.1% 69.75 1.2% 71% False False 772,566
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 9.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,214.25
2.618 6,085.75
1.618 6,007.00
1.000 5,958.25
0.618 5,928.25
HIGH 5,879.50
0.618 5,849.50
0.500 5,840.00
0.382 5,830.75
LOW 5,800.75
0.618 5,752.00
1.000 5,722.00
1.618 5,673.25
2.618 5,594.50
4.250 5,466.00
Fisher Pivots for day following 20-Dec-2024
Pivot 1 day 3 day
R1 5,840.25 5,937.50
PP 5,840.25 5,905.25
S1 5,840.00 5,872.75

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

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