E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 5,671.50 5,720.00 48.50 0.9% 5,499.25
High 5,717.00 5,752.25 35.25 0.6% 5,752.25
Low 5,652.50 5,710.25 57.75 1.0% 5,499.25
Close 5,713.25 5,741.25 28.00 0.5% 5,741.25
Range 64.50 42.00 -22.50 -34.9% 253.00
ATR 86.82 83.62 -3.20 -3.7% 0.00
Volume 1,101 905 -196 -17.8% 2,548
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,860.50 5,843.00 5,764.25
R3 5,818.50 5,801.00 5,752.75
R2 5,776.50 5,776.50 5,749.00
R1 5,759.00 5,759.00 5,745.00 5,767.75
PP 5,734.50 5,734.50 5,734.50 5,739.00
S1 5,717.00 5,717.00 5,737.50 5,725.75
S2 5,692.50 5,692.50 5,733.50
S3 5,650.50 5,675.00 5,729.75
S4 5,608.50 5,633.00 5,718.25
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,423.25 6,335.25 5,880.50
R3 6,170.25 6,082.25 5,810.75
R2 5,917.25 5,917.25 5,787.75
R1 5,829.25 5,829.25 5,764.50 5,873.25
PP 5,664.25 5,664.25 5,664.25 5,686.25
S1 5,576.25 5,576.25 5,718.00 5,620.25
S2 5,411.25 5,411.25 5,694.75
S3 5,158.25 5,323.25 5,671.75
S4 4,905.25 5,070.25 5,602.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,752.25 5,499.25 253.00 4.4% 84.00 1.5% 96% True False 509
10 5,783.75 5,499.25 284.50 5.0% 90.75 1.6% 85% False False 404
20 5,783.75 5,499.25 284.50 5.0% 74.50 1.3% 85% False False 284
40 5,783.75 5,217.75 566.00 9.9% 89.25 1.6% 92% False False 298
60 5,844.00 5,217.75 626.25 10.9% 75.00 1.3% 84% False False 214
80 5,844.00 5,217.75 626.25 10.9% 62.75 1.1% 84% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 24.90
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,930.75
2.618 5,862.25
1.618 5,820.25
1.000 5,794.25
0.618 5,778.25
HIGH 5,752.25
0.618 5,736.25
0.500 5,731.25
0.382 5,726.25
LOW 5,710.25
0.618 5,684.25
1.000 5,668.25
1.618 5,642.25
2.618 5,600.25
4.250 5,531.75
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 5,738.00 5,706.50
PP 5,734.50 5,671.50
S1 5,731.25 5,636.50

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

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