E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 5,762.00 5,825.25 63.25 1.1% 5,740.00
High 5,847.00 5,825.25 -21.75 -0.4% 5,847.00
Low 5,750.00 5,784.75 34.75 0.6% 5,720.00
Close 5,828.75 5,812.25 -16.50 -0.3% 5,812.25
Range 97.00 40.50 -56.50 -58.2% 127.00
ATR 80.65 78.04 -2.62 -3.2% 0.00
Volume 504 753 249 49.4% 3,315
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,929.00 5,911.00 5,834.50
R3 5,888.50 5,870.50 5,823.50
R2 5,848.00 5,848.00 5,819.75
R1 5,830.00 5,830.00 5,816.00 5,818.75
PP 5,807.50 5,807.50 5,807.50 5,801.75
S1 5,789.50 5,789.50 5,808.50 5,778.25
S2 5,767.00 5,767.00 5,804.75
S3 5,726.50 5,749.00 5,801.00
S4 5,686.00 5,708.50 5,790.00
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,174.00 6,120.25 5,882.00
R3 6,047.00 5,993.25 5,847.25
R2 5,920.00 5,920.00 5,835.50
R1 5,866.25 5,866.25 5,824.00 5,893.00
PP 5,793.00 5,793.00 5,793.00 5,806.50
S1 5,739.25 5,739.25 5,800.50 5,766.00
S2 5,666.00 5,666.00 5,789.00
S3 5,539.00 5,612.25 5,777.25
S4 5,412.00 5,485.25 5,742.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,847.00 5,720.00 127.00 2.2% 59.75 1.0% 73% False False 663
10 5,847.00 5,499.25 347.75 6.0% 72.00 1.2% 90% False False 586
20 5,847.00 5,499.25 347.75 6.0% 76.00 1.3% 90% False False 415
40 5,847.00 5,217.75 629.25 10.8% 87.00 1.5% 94% False False 355
60 5,847.00 5,217.75 629.25 10.8% 77.50 1.3% 94% False False 269
80 5,847.00 5,217.75 629.25 10.8% 65.00 1.1% 94% False False 205
100 5,847.00 5,213.75 633.25 10.9% 54.25 0.9% 95% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,997.50
2.618 5,931.25
1.618 5,890.75
1.000 5,865.75
0.618 5,850.25
HIGH 5,825.25
0.618 5,809.75
0.500 5,805.00
0.382 5,800.25
LOW 5,784.75
0.618 5,759.75
1.000 5,744.25
1.618 5,719.25
2.618 5,678.75
4.250 5,612.50
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 5,809.75 5,804.00
PP 5,807.50 5,795.75
S1 5,805.00 5,787.50

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

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