E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 03-Oct-2024
Day Change Summary
Previous Current
02-Oct-2024 03-Oct-2024 Change Change % Previous Week
Open 5,813.00 5,820.75 7.75 0.1% 5,812.75
High 5,824.25 5,824.25 0.00 0.0% 5,881.50
Low 5,776.00 5,778.00 2.00 0.0% 5,796.25
Close 5,812.25 5,802.00 -10.25 -0.2% 5,842.50
Range 48.25 46.25 -2.00 -4.1% 85.25
ATR 66.33 64.90 -1.43 -2.2% 0.00
Volume 2,060 2,750 690 33.5% 6,937
Daily Pivots for day following 03-Oct-2024
Classic Woodie Camarilla DeMark
R4 5,940.25 5,917.25 5,827.50
R3 5,894.00 5,871.00 5,814.75
R2 5,847.75 5,847.75 5,810.50
R1 5,824.75 5,824.75 5,806.25 5,813.00
PP 5,801.50 5,801.50 5,801.50 5,795.50
S1 5,778.50 5,778.50 5,797.75 5,767.00
S2 5,755.25 5,755.25 5,793.50
S3 5,709.00 5,732.25 5,789.25
S4 5,662.75 5,686.00 5,776.50
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 6,095.75 6,054.50 5,889.50
R3 6,010.50 5,969.25 5,866.00
R2 5,925.25 5,925.25 5,858.25
R1 5,884.00 5,884.00 5,850.25 5,904.50
PP 5,840.00 5,840.00 5,840.00 5,850.50
S1 5,798.75 5,798.75 5,834.75 5,819.50
S2 5,754.75 5,754.75 5,826.75
S3 5,669.50 5,713.50 5,819.00
S4 5,584.25 5,628.25 5,795.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,874.25 5,776.00 98.25 1.7% 57.50 1.0% 26% False False 2,066
10 5,881.50 5,776.00 105.50 1.8% 48.50 0.8% 25% False False 1,592
20 5,881.50 5,499.25 382.25 6.6% 65.25 1.1% 79% False False 1,075
40 5,881.50 5,282.25 599.25 10.3% 69.25 1.2% 87% False False 659
60 5,881.50 5,217.75 663.75 11.4% 79.00 1.4% 88% False False 514
80 5,881.50 5,217.75 663.75 11.4% 67.75 1.2% 88% False False 394
100 5,881.50 5,217.75 663.75 11.4% 57.50 1.0% 88% False False 318
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 12.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,020.75
2.618 5,945.25
1.618 5,899.00
1.000 5,870.50
0.618 5,852.75
HIGH 5,824.25
0.618 5,806.50
0.500 5,801.00
0.382 5,795.75
LOW 5,778.00
0.618 5,749.50
1.000 5,731.75
1.618 5,703.25
2.618 5,657.00
4.250 5,581.50
Fisher Pivots for day following 03-Oct-2024
Pivot 1 day 3 day
R1 5,801.75 5,825.00
PP 5,801.50 5,817.50
S1 5,801.00 5,809.75

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

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