E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 25-Sep-2024
Day Change Summary
Previous Current
24-Sep-2024 25-Sep-2024 Change Change % Previous Week
Open 5,822.75 5,841.00 18.25 0.3% 5,740.00
High 5,843.50 5,848.75 5.25 0.1% 5,847.00
Low 5,804.75 5,819.00 14.25 0.2% 5,720.00
Close 5,842.00 5,829.50 -12.50 -0.2% 5,812.25
Range 38.75 29.75 -9.00 -23.2% 127.00
ATR 72.59 69.53 -3.06 -4.2% 0.00
Volume 1,692 776 -916 -54.1% 3,315
Daily Pivots for day following 25-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,921.75 5,905.25 5,845.75
R3 5,892.00 5,875.50 5,837.75
R2 5,862.25 5,862.25 5,835.00
R1 5,845.75 5,845.75 5,832.25 5,839.00
PP 5,832.50 5,832.50 5,832.50 5,829.00
S1 5,816.00 5,816.00 5,826.75 5,809.50
S2 5,802.75 5,802.75 5,824.00
S3 5,773.00 5,786.25 5,821.25
S4 5,743.25 5,756.50 5,813.25
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 5,848.75 5,750.00 98.75 1.7% 48.75 0.8% 81% True False 873
10 5,848.75 5,652.50 196.25 3.4% 51.25 0.9% 90% True False 843
20 5,848.75 5,499.25 349.50 6.0% 74.50 1.3% 94% True False 552
40 5,848.75 5,217.75 631.00 10.8% 84.25 1.4% 97% True False 427
60 5,848.75 5,217.75 631.00 10.8% 77.00 1.3% 97% True False 321
80 5,848.75 5,217.75 631.00 10.8% 65.25 1.1% 97% True False 244
100 5,848.75 5,217.75 631.00 10.8% 54.75 0.9% 97% True False 198
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.33
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 5,975.25
2.618 5,926.75
1.618 5,897.00
1.000 5,878.50
0.618 5,867.25
HIGH 5,848.75
0.618 5,837.50
0.500 5,834.00
0.382 5,830.25
LOW 5,819.00
0.618 5,800.50
1.000 5,789.25
1.618 5,770.75
2.618 5,741.00
4.250 5,692.50
Fisher Pivots for day following 25-Sep-2024
Pivot 1 day 3 day
R1 5,834.00 5,827.25
PP 5,832.50 5,824.75
S1 5,831.00 5,822.50

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

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