E-mini S&P 500 Future December 2024


Trading Metrics calculated at close of trading on 04-Oct-2024
Day Change Summary
Previous Current
03-Oct-2024 04-Oct-2024 Change Change % Previous Week
Open 5,769.50 5,745.75 -23.75 -0.4% 5,784.00
High 5,772.75 5,804.75 32.00 0.6% 5,822.50
Low 5,725.75 5,741.00 15.25 0.3% 5,724.00
Close 5,749.50 5,800.00 50.50 0.9% 5,800.00
Range 47.00 63.75 16.75 35.6% 98.50
ATR 65.81 65.66 -0.15 -0.2% 0.00
Volume 1,421,429 1,376,793 -44,636 -3.1% 7,498,481
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 5,973.25 5,950.25 5,835.00
R3 5,909.50 5,886.50 5,817.50
R2 5,845.75 5,845.75 5,811.75
R1 5,822.75 5,822.75 5,805.75 5,834.25
PP 5,782.00 5,782.00 5,782.00 5,787.50
S1 5,759.00 5,759.00 5,794.25 5,770.50
S2 5,718.25 5,718.25 5,788.25
S3 5,654.50 5,695.25 5,782.50
S4 5,590.75 5,631.50 5,765.00
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,077.75 6,037.25 5,854.25
R3 5,979.25 5,938.75 5,827.00
R2 5,880.75 5,880.75 5,818.00
R1 5,840.25 5,840.25 5,809.00 5,860.50
PP 5,782.25 5,782.25 5,782.25 5,792.25
S1 5,741.75 5,741.75 5,791.00 5,762.00
S2 5,683.75 5,683.75 5,782.00
S3 5,585.25 5,643.25 5,773.00
S4 5,486.75 5,544.75 5,745.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,822.50 5,724.00 98.50 1.7% 62.75 1.1% 77% False False 1,499,696
10 5,830.00 5,724.00 106.00 1.8% 51.50 0.9% 72% False False 1,344,160
20 5,830.00 5,463.00 367.00 6.3% 62.50 1.1% 92% False False 1,173,306
40 5,830.00 5,375.50 454.50 7.8% 67.50 1.2% 93% False False 593,052
60 5,830.00 5,168.50 661.50 11.4% 80.50 1.4% 95% False False 396,863
80 5,830.00 5,168.50 661.50 11.4% 72.00 1.2% 95% False False 297,930
100 5,830.00 5,168.50 661.50 11.4% 67.00 1.2% 95% False False 238,381
120 5,830.00 5,075.00 755.00 13.0% 65.50 1.1% 96% False False 198,677
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 12.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,075.75
2.618 5,971.75
1.618 5,908.00
1.000 5,868.50
0.618 5,844.25
HIGH 5,804.75
0.618 5,780.50
0.500 5,773.00
0.382 5,765.25
LOW 5,741.00
0.618 5,701.50
1.000 5,677.25
1.618 5,637.75
2.618 5,574.00
4.250 5,470.00
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 5,791.00 5,788.00
PP 5,782.00 5,776.25
S1 5,773.00 5,764.50

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

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