E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 5,592.00 5,607.50 15.50 0.3% 5,767.75
High 5,612.25 5,676.25 64.00 1.1% 5,783.75
Low 5,556.50 5,521.00 -35.50 -0.6% 5,500.50
Close 5,611.50 5,672.50 61.00 1.1% 5,525.50
Range 55.75 155.25 99.50 178.5% 283.25
ATR 83.40 88.53 5.13 6.2% 0.00
Volume 54 284 230 425.9% 1,256
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,089.00 6,036.00 5,758.00
R3 5,933.75 5,880.75 5,715.25
R2 5,778.50 5,778.50 5,701.00
R1 5,725.50 5,725.50 5,686.75 5,752.00
PP 5,623.25 5,623.25 5,623.25 5,636.50
S1 5,570.25 5,570.25 5,658.25 5,596.75
S2 5,468.00 5,468.00 5,644.00
S3 5,312.75 5,415.00 5,629.75
S4 5,157.50 5,259.75 5,587.00
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 5,676.25 5,499.25 177.00 3.1% 104.25 1.8% 98% True False 236
10 5,783.75 5,499.25 284.50 5.0% 97.50 1.7% 61% False False 262
20 5,783.75 5,499.25 284.50 5.0% 76.50 1.4% 61% False False 236
40 5,836.00 5,217.75 618.25 10.9% 90.75 1.6% 74% False False 249
60 5,844.00 5,217.75 626.25 11.0% 74.50 1.3% 73% False False 181
80 5,844.00 5,217.75 626.25 11.0% 61.25 1.1% 73% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.48
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,336.00
2.618 6,082.75
1.618 5,927.50
1.000 5,831.50
0.618 5,772.25
HIGH 5,676.25
0.618 5,617.00
0.500 5,598.50
0.382 5,580.25
LOW 5,521.00
0.618 5,425.00
1.000 5,365.75
1.618 5,269.75
2.618 5,114.50
4.250 4,861.25
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 5,648.00 5,644.25
PP 5,623.25 5,616.00
S1 5,598.50 5,587.75

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

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