E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 5,812.75 5,822.75 10.00 0.2% 5,740.00
High 5,834.50 5,843.50 9.00 0.2% 5,847.00
Low 5,796.25 5,804.75 8.50 0.1% 5,720.00
Close 5,827.00 5,842.00 15.00 0.3% 5,812.25
Range 38.25 38.75 0.50 1.3% 127.00
ATR 75.19 72.59 -2.60 -3.5% 0.00
Volume 641 1,692 1,051 164.0% 3,315
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,946.25 5,933.00 5,863.25
R3 5,907.50 5,894.25 5,852.75
R2 5,868.75 5,868.75 5,849.00
R1 5,855.50 5,855.50 5,845.50 5,862.00
PP 5,830.00 5,830.00 5,830.00 5,833.50
S1 5,816.75 5,816.75 5,838.50 5,823.50
S2 5,791.25 5,791.25 5,835.00
S3 5,752.50 5,778.00 5,831.25
S4 5,713.75 5,739.25 5,820.75
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 5,728.25 118.75 2.0% 57.50 1.0% 96% False False 858
10 5,847.00 5,521.00 326.00 5.6% 63.75 1.1% 98% False False 793
20 5,847.00 5,499.25 347.75 6.0% 74.75 1.3% 99% False False 519
40 5,847.00 5,217.75 629.25 10.8% 85.75 1.5% 99% False False 410
60 5,847.00 5,217.75 629.25 10.8% 77.00 1.3% 99% False False 308
80 5,847.00 5,217.75 629.25 10.8% 65.75 1.1% 99% False False 234
100 5,847.00 5,217.75 629.25 10.8% 54.25 0.9% 99% False False 190
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,008.25
2.618 5,945.00
1.618 5,906.25
1.000 5,882.25
0.618 5,867.50
HIGH 5,843.50
0.618 5,828.75
0.500 5,824.00
0.382 5,819.50
LOW 5,804.75
0.618 5,780.75
1.000 5,766.00
1.618 5,742.00
2.618 5,703.25
4.250 5,640.00
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 5,836.00 5,832.75
PP 5,830.00 5,823.50
S1 5,824.00 5,814.00

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

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