E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 10-Oct-2024
Day Change Summary
Previous Current
09-Oct-2024 10-Oct-2024 Change Change % Previous Week
Open 5,854.00 5,893.00 39.00 0.7% 5,835.50
High 5,903.50 5,900.50 -3.00 -0.1% 5,874.25
Low 5,837.75 5,869.50 31.75 0.5% 5,776.00
Close 5,899.00 5,886.50 -12.50 -0.2% 5,855.25
Range 65.75 31.00 -34.75 -52.9% 98.25
ATR 66.62 64.08 -2.54 -3.8% 0.00
Volume 2,431 3,723 1,292 53.1% 9,985
Daily Pivots for day following 10-Oct-2024
Classic Woodie Camarilla DeMark
R4 5,978.50 5,963.50 5,903.50
R3 5,947.50 5,932.50 5,895.00
R2 5,916.50 5,916.50 5,892.25
R1 5,901.50 5,901.50 5,889.25 5,893.50
PP 5,885.50 5,885.50 5,885.50 5,881.50
S1 5,870.50 5,870.50 5,883.75 5,862.50
S2 5,854.50 5,854.50 5,880.75
S3 5,823.50 5,839.50 5,878.00
S4 5,792.50 5,808.50 5,869.50
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,130.00 6,090.75 5,909.25
R3 6,031.75 5,992.50 5,882.25
R2 5,933.50 5,933.50 5,873.25
R1 5,894.25 5,894.25 5,864.25 5,914.00
PP 5,835.25 5,835.25 5,835.25 5,845.00
S1 5,796.00 5,796.00 5,846.25 5,815.50
S2 5,737.00 5,737.00 5,837.25
S3 5,638.75 5,697.75 5,828.25
S4 5,540.50 5,599.50 5,801.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,903.50 5,782.00 121.50 2.1% 63.50 1.1% 86% False False 3,300
10 5,903.50 5,776.00 127.50 2.2% 60.50 1.0% 87% False False 2,683
20 5,903.50 5,710.25 193.25 3.3% 55.25 0.9% 91% False False 1,794
40 5,903.50 5,499.25 404.25 6.9% 66.25 1.1% 96% False False 1,033
60 5,903.50 5,217.75 685.75 11.6% 78.75 1.3% 98% False False 782
80 5,903.50 5,217.75 685.75 11.6% 69.75 1.2% 98% False False 598
100 5,903.50 5,217.75 685.75 11.6% 60.75 1.0% 98% False False 483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.33
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,032.25
2.618 5,981.75
1.618 5,950.75
1.000 5,931.50
0.618 5,919.75
HIGH 5,900.50
0.618 5,888.75
0.500 5,885.00
0.382 5,881.25
LOW 5,869.50
0.618 5,850.25
1.000 5,838.50
1.618 5,819.25
2.618 5,788.25
4.250 5,737.75
Fisher Pivots for day following 10-Oct-2024
Pivot 1 day 3 day
R1 5,886.00 5,872.00
PP 5,885.50 5,857.25
S1 5,885.00 5,842.75

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

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