E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 18-Oct-2024
Day Change Summary
Previous Current
17-Oct-2024 18-Oct-2024 Change Change % Previous Week
Open 5,941.25 5,952.50 11.25 0.2% 5,912.50
High 5,987.00 5,975.25 -11.75 -0.2% 5,987.00
Low 5,930.75 5,937.25 6.50 0.1% 5,908.50
Close 5,947.00 5,966.00 19.00 0.3% 5,966.00
Range 56.25 38.00 -18.25 -32.4% 78.50
ATR 61.48 59.81 -1.68 -2.7% 0.00
Volume 1,849 3,756 1,907 103.1% 14,491
Daily Pivots for day following 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,073.50 6,057.75 5,987.00
R3 6,035.50 6,019.75 5,976.50
R2 5,997.50 5,997.50 5,973.00
R1 5,981.75 5,981.75 5,969.50 5,989.50
PP 5,959.50 5,959.50 5,959.50 5,963.50
S1 5,943.75 5,943.75 5,962.50 5,951.50
S2 5,921.50 5,921.50 5,959.00
S3 5,883.50 5,905.75 5,955.50
S4 5,845.50 5,867.75 5,945.00
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,189.25 6,156.25 6,009.25
R3 6,110.75 6,077.75 5,987.50
R2 6,032.25 6,032.25 5,980.50
R1 5,999.25 5,999.25 5,973.25 6,015.75
PP 5,953.75 5,953.75 5,953.75 5,962.00
S1 5,920.75 5,920.75 5,958.75 5,937.25
S2 5,875.25 5,875.25 5,951.50
S3 5,796.75 5,842.25 5,944.50
S4 5,718.25 5,763.75 5,922.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,987.00 5,908.50 78.50 1.3% 53.25 0.9% 73% False False 2,898
10 5,987.00 5,782.00 205.00 3.4% 57.00 1.0% 90% False False 3,049
20 5,987.00 5,776.00 211.00 3.5% 54.00 0.9% 90% False False 2,370
40 5,987.00 5,499.25 487.75 8.2% 65.00 1.1% 96% False False 1,393
60 5,987.00 5,217.75 769.25 12.9% 76.00 1.3% 97% False False 1,027
80 5,987.00 5,217.75 769.25 12.9% 71.50 1.2% 97% False False 794
100 5,987.00 5,217.75 769.25 12.9% 62.75 1.1% 97% False False 638
120 5,987.00 5,213.75 773.25 13.0% 54.25 0.9% 97% False False 534
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 10.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,136.75
2.618 6,074.75
1.618 6,036.75
1.000 6,013.25
0.618 5,998.75
HIGH 5,975.25
0.618 5,960.75
0.500 5,956.25
0.382 5,951.75
LOW 5,937.25
0.618 5,913.75
1.000 5,899.25
1.618 5,875.75
2.618 5,837.75
4.250 5,775.75
Fisher Pivots for day following 18-Oct-2024
Pivot 1 day 3 day
R1 5,962.75 5,960.50
PP 5,959.50 5,955.25
S1 5,956.25 5,949.75

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

View Archives - Comment on this page... - Back to Index of Symbols