E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 14-Nov-2024
Day Change Summary
Previous Current
13-Nov-2024 14-Nov-2024 Change Change % Previous Week
Open 6,078.75 6,085.50 6.75 0.1% 5,803.00
High 6,101.25 6,091.50 -9.75 -0.2% 6,105.00
Low 6,057.25 6,030.00 -27.25 -0.4% 5,783.75
Close 6,082.75 6,045.75 -37.00 -0.6% 6,090.00
Range 44.00 61.50 17.50 39.8% 321.25
ATR 63.25 63.13 -0.13 -0.2% 0.00
Volume 4,919 4,908 -11 -0.2% 25,353
Daily Pivots for day following 14-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,240.25 6,204.50 6,079.50
R3 6,178.75 6,143.00 6,062.75
R2 6,117.25 6,117.25 6,057.00
R1 6,081.50 6,081.50 6,051.50 6,068.50
PP 6,055.75 6,055.75 6,055.75 6,049.25
S1 6,020.00 6,020.00 6,040.00 6,007.00
S2 5,994.25 5,994.25 6,034.50
S3 5,932.75 5,958.50 6,028.75
S4 5,871.25 5,897.00 6,012.00
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,956.75 6,844.50 6,266.75
R3 6,635.50 6,523.25 6,178.25
R2 6,314.25 6,314.25 6,149.00
R1 6,202.00 6,202.00 6,119.50 6,258.00
PP 5,993.00 5,993.00 5,993.00 6,021.00
S1 5,880.75 5,880.75 6,060.50 5,937.00
S2 5,671.75 5,671.75 6,031.00
S3 5,350.50 5,559.50 6,001.75
S4 5,029.25 5,238.25 5,913.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,118.50 6,030.00 88.50 1.5% 48.75 0.8% 18% False True 3,841
10 6,118.50 5,783.75 334.75 5.5% 67.00 1.1% 78% False False 4,380
20 6,118.50 5,783.75 334.75 5.5% 62.25 1.0% 78% False False 3,224
40 6,118.50 5,776.00 342.50 5.7% 58.25 1.0% 79% False False 2,722
60 6,118.50 5,499.25 619.25 10.2% 64.75 1.1% 88% False False 1,942
80 6,118.50 5,217.75 900.75 14.9% 73.25 1.2% 92% False False 1,534
100 6,118.50 5,217.75 900.75 14.9% 69.75 1.2% 92% False False 1,243
120 6,118.50 5,217.75 900.75 14.9% 62.50 1.0% 92% False False 1,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,353.00
2.618 6,252.50
1.618 6,191.00
1.000 6,153.00
0.618 6,129.50
HIGH 6,091.50
0.618 6,068.00
0.500 6,060.75
0.382 6,053.50
LOW 6,030.00
0.618 5,992.00
1.000 5,968.50
1.618 5,930.50
2.618 5,869.00
4.250 5,768.50
Fisher Pivots for day following 14-Nov-2024
Pivot 1 day 3 day
R1 6,060.75 6,066.00
PP 6,055.75 6,059.25
S1 6,050.75 6,052.50

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

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