E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 29-Oct-2024
Day Change Summary
Previous Current
28-Oct-2024 29-Oct-2024 Change Change % Previous Week
Open 5,911.25 5,921.00 9.75 0.2% 5,974.25
High 5,944.75 5,947.00 2.25 0.0% 5,975.25
Low 5,911.25 5,898.75 -12.50 -0.2% 5,860.75
Close 5,922.50 5,932.00 9.50 0.2% 5,906.25
Range 33.50 48.25 14.75 44.0% 114.50
ATR 58.28 57.57 -0.72 -1.2% 0.00
Volume 1,672 1,304 -368 -22.0% 8,561
Daily Pivots for day following 29-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,070.75 6,049.50 5,958.50
R3 6,022.50 6,001.25 5,945.25
R2 5,974.25 5,974.25 5,940.75
R1 5,953.00 5,953.00 5,936.50 5,963.50
PP 5,926.00 5,926.00 5,926.00 5,931.25
S1 5,904.75 5,904.75 5,927.50 5,915.50
S2 5,877.75 5,877.75 5,923.25
S3 5,829.50 5,856.50 5,918.75
S4 5,781.25 5,808.25 5,905.50
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 6,257.50 6,196.50 5,969.25
R3 6,143.00 6,082.00 5,937.75
R2 6,028.50 6,028.50 5,927.25
R1 5,967.50 5,967.50 5,916.75 5,940.75
PP 5,914.00 5,914.00 5,914.00 5,900.75
S1 5,853.00 5,853.00 5,895.75 5,826.25
S2 5,799.50 5,799.50 5,885.25
S3 5,685.00 5,738.50 5,874.75
S4 5,570.50 5,624.00 5,843.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,960.75 5,860.75 100.00 1.7% 57.25 1.0% 71% False False 1,810
10 5,987.00 5,860.75 126.25 2.1% 51.25 0.9% 56% False False 1,865
20 5,987.00 5,776.00 211.00 3.6% 55.50 0.9% 74% False False 2,429
40 5,987.00 5,499.25 487.75 8.2% 61.00 1.0% 89% False False 1,644
60 5,987.00 5,282.25 704.75 11.9% 67.75 1.1% 92% False False 1,196
80 5,987.00 5,217.75 769.25 13.0% 72.75 1.2% 93% False False 935
100 5,987.00 5,217.75 769.25 13.0% 65.00 1.1% 93% False False 753
120 5,987.00 5,217.75 769.25 13.0% 56.50 1.0% 93% False False 630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,152.00
2.618 6,073.25
1.618 6,025.00
1.000 5,995.25
0.618 5,976.75
HIGH 5,947.00
0.618 5,928.50
0.500 5,923.00
0.382 5,917.25
LOW 5,898.75
0.618 5,869.00
1.000 5,850.50
1.618 5,820.75
2.618 5,772.50
4.250 5,693.75
Fisher Pivots for day following 29-Oct-2024
Pivot 1 day 3 day
R1 5,929.00 5,930.75
PP 5,926.00 5,929.50
S1 5,923.00 5,928.00

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

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