E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 15-Nov-2024
Day Change Summary
Previous Current
14-Nov-2024 15-Nov-2024 Change Change % Previous Week
Open 6,085.50 6,039.75 -45.75 -0.8% 6,098.00
High 6,091.50 6,041.25 -50.25 -0.8% 6,118.50
Low 6,030.00 5,943.00 -87.00 -1.4% 5,943.00
Close 6,045.75 5,963.00 -82.75 -1.4% 5,963.00
Range 61.50 98.25 36.75 59.8% 175.50
ATR 63.13 65.96 2.83 4.5% 0.00
Volume 4,908 12,313 7,405 150.9% 28,894
Daily Pivots for day following 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,277.25 6,218.25 6,017.00
R3 6,179.00 6,120.00 5,990.00
R2 6,080.75 6,080.75 5,981.00
R1 6,021.75 6,021.75 5,972.00 6,002.00
PP 5,982.50 5,982.50 5,982.50 5,972.50
S1 5,923.50 5,923.50 5,954.00 5,904.00
S2 5,884.25 5,884.25 5,945.00
S3 5,786.00 5,825.25 5,936.00
S4 5,687.75 5,727.00 5,909.00
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,534.75 6,424.25 6,059.50
R3 6,359.25 6,248.75 6,011.25
R2 6,183.75 6,183.75 5,995.25
R1 6,073.25 6,073.25 5,979.00 6,040.75
PP 6,008.25 6,008.25 6,008.25 5,992.00
S1 5,897.75 5,897.75 5,947.00 5,865.25
S2 5,832.75 5,832.75 5,930.75
S3 5,657.25 5,722.25 5,914.75
S4 5,481.75 5,546.75 5,866.50
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 5,943.00 175.50 2.9% 58.25 1.0% 11% False True 5,778
10 6,118.50 5,783.75 334.75 5.6% 69.75 1.2% 54% False False 5,424
20 6,118.50 5,783.75 334.75 5.6% 65.25 1.1% 54% False False 3,651
40 6,118.50 5,776.00 342.50 5.7% 59.75 1.0% 55% False False 3,011
60 6,118.50 5,499.25 619.25 10.4% 65.25 1.1% 75% False False 2,146
80 6,118.50 5,217.75 900.75 15.1% 73.25 1.2% 83% False False 1,683
100 6,118.50 5,217.75 900.75 15.1% 70.25 1.2% 83% False False 1,366
120 6,118.50 5,217.75 900.75 15.1% 63.25 1.1% 83% False False 1,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.50
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,458.75
2.618 6,298.50
1.618 6,200.25
1.000 6,139.50
0.618 6,102.00
HIGH 6,041.25
0.618 6,003.75
0.500 5,992.00
0.382 5,980.50
LOW 5,943.00
0.618 5,882.25
1.000 5,844.75
1.618 5,784.00
2.618 5,685.75
4.250 5,525.50
Fisher Pivots for day following 15-Nov-2024
Pivot 1 day 3 day
R1 5,992.00 6,022.00
PP 5,982.50 6,002.50
S1 5,972.75 5,982.75

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

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