E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 5,600.00 5,499.25 -100.75 -1.8% 5,767.75
High 5,642.75 5,601.25 -41.50 -0.7% 5,783.75
Low 5,500.50 5,499.25 -1.25 0.0% 5,500.50
Close 5,525.50 5,587.00 61.50 1.1% 5,525.50
Range 142.25 102.00 -40.25 -28.3% 283.25
ATR 84.26 85.53 1.27 1.5% 0.00
Volume 473 204 -269 -56.9% 1,256
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,868.50 5,829.75 5,643.00
R3 5,766.50 5,727.75 5,615.00
R2 5,664.50 5,664.50 5,605.75
R1 5,625.75 5,625.75 5,596.25 5,645.00
PP 5,562.50 5,562.50 5,562.50 5,572.25
S1 5,523.75 5,523.75 5,577.75 5,543.00
S2 5,460.50 5,460.50 5,568.25
S3 5,358.50 5,421.75 5,559.00
S4 5,256.50 5,319.75 5,531.00
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,453.00 6,272.50 5,681.25
R3 6,169.75 5,989.25 5,603.50
R2 5,886.50 5,886.50 5,577.50
R1 5,706.00 5,706.00 5,551.50 5,654.50
PP 5,603.25 5,603.25 5,603.25 5,577.50
S1 5,422.75 5,422.75 5,499.50 5,371.50
S2 5,320.00 5,320.00 5,473.50
S3 5,036.75 5,139.50 5,447.50
S4 4,753.50 4,856.25 5,369.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,783.75 5,499.25 284.50 5.1% 103.50 1.9% 31% False True 292
10 5,783.75 5,499.25 284.50 5.1% 85.00 1.5% 31% False True 254
20 5,783.75 5,454.25 329.50 5.9% 73.00 1.3% 40% False False 256
40 5,844.00 5,217.75 626.25 11.2% 88.00 1.6% 59% False False 246
60 5,844.00 5,217.75 626.25 11.2% 71.75 1.3% 59% False False 178
80 5,844.00 5,217.75 626.25 11.2% 58.75 1.1% 59% False False 138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 18.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,034.75
2.618 5,868.25
1.618 5,766.25
1.000 5,703.25
0.618 5,664.25
HIGH 5,601.25
0.618 5,562.25
0.500 5,550.25
0.382 5,538.25
LOW 5,499.25
0.618 5,436.25
1.000 5,397.25
1.618 5,334.25
2.618 5,232.25
4.250 5,065.75
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 5,574.75 5,585.50
PP 5,562.50 5,584.00
S1 5,550.25 5,582.50

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

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