E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 18-Nov-2024
Day Change Summary
Previous Current
15-Nov-2024 18-Nov-2024 Change Change % Previous Week
Open 6,039.75 5,962.00 -77.75 -1.3% 6,098.00
High 6,041.25 5,999.75 -41.50 -0.7% 6,118.50
Low 5,943.00 5,953.25 10.25 0.2% 5,943.00
Close 5,963.00 5,986.00 23.00 0.4% 5,963.00
Range 98.25 46.50 -51.75 -52.7% 175.50
ATR 65.96 64.57 -1.39 -2.1% 0.00
Volume 12,313 19,017 6,704 54.4% 28,894
Daily Pivots for day following 18-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,119.25 6,099.00 6,011.50
R3 6,072.75 6,052.50 5,998.75
R2 6,026.25 6,026.25 5,994.50
R1 6,006.00 6,006.00 5,990.25 6,016.00
PP 5,979.75 5,979.75 5,979.75 5,984.75
S1 5,959.50 5,959.50 5,981.75 5,969.50
S2 5,933.25 5,933.25 5,977.50
S3 5,886.75 5,913.00 5,973.25
S4 5,840.25 5,866.50 5,960.50
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 6,102.00 5,943.00 159.00 2.7% 59.75 1.0% 27% False False 9,003
10 6,118.50 5,794.75 323.75 5.4% 69.25 1.2% 59% False False 6,982
20 6,118.50 5,783.75 334.75 5.6% 65.25 1.1% 60% False False 4,536
40 6,118.50 5,776.00 342.50 5.7% 60.00 1.0% 61% False False 3,470
60 6,118.50 5,499.25 619.25 10.3% 65.00 1.1% 79% False False 2,461
80 6,118.50 5,217.75 900.75 15.0% 73.00 1.2% 85% False False 1,920
100 6,118.50 5,217.75 900.75 15.0% 70.50 1.2% 85% False False 1,556
120 6,118.50 5,217.75 900.75 15.0% 63.50 1.1% 85% False False 1,299
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,197.50
2.618 6,121.50
1.618 6,075.00
1.000 6,046.25
0.618 6,028.50
HIGH 5,999.75
0.618 5,982.00
0.500 5,976.50
0.382 5,971.00
LOW 5,953.25
0.618 5,924.50
1.000 5,906.75
1.618 5,878.00
2.618 5,831.50
4.250 5,755.50
Fisher Pivots for day following 18-Nov-2024
Pivot 1 day 3 day
R1 5,982.75 6,017.25
PP 5,979.75 6,006.75
S1 5,976.50 5,996.50

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

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