E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 25-Nov-2024
Day Change Summary
Previous Current
22-Nov-2024 25-Nov-2024 Change Change % Previous Week
Open 6,028.75 6,069.50 40.75 0.7% 5,962.00
High 6,060.25 6,107.25 47.00 0.8% 6,060.25
Low 6,006.25 6,050.00 43.75 0.7% 5,920.00
Close 6,053.75 6,073.50 19.75 0.3% 6,053.75
Range 54.00 57.25 3.25 6.0% 140.25
ATR 67.25 66.53 -0.71 -1.1% 0.00
Volume 10,002 14,026 4,024 40.2% 81,366
Daily Pivots for day following 25-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,248.75 6,218.25 6,105.00
R3 6,191.50 6,161.00 6,089.25
R2 6,134.25 6,134.25 6,084.00
R1 6,103.75 6,103.75 6,078.75 6,119.00
PP 6,077.00 6,077.00 6,077.00 6,084.50
S1 6,046.50 6,046.50 6,068.25 6,061.75
S2 6,019.75 6,019.75 6,063.00
S3 5,962.50 5,989.25 6,057.75
S4 5,905.25 5,932.00 6,042.00
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,432.00 6,383.25 6,131.00
R3 6,291.75 6,243.00 6,092.25
R2 6,151.50 6,151.50 6,079.50
R1 6,102.75 6,102.75 6,066.50 6,127.00
PP 6,011.25 6,011.25 6,011.25 6,023.50
S1 5,962.50 5,962.50 6,041.00 5,987.00
S2 5,871.00 5,871.00 6,028.00
S3 5,730.75 5,822.25 6,015.25
S4 5,590.50 5,682.00 5,976.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,107.25 5,920.00 187.25 3.1% 72.25 1.2% 82% True False 15,275
10 6,107.25 5,920.00 187.25 3.1% 66.00 1.1% 82% True False 12,139
20 6,118.50 5,783.75 334.75 5.5% 69.25 1.1% 87% False False 7,909
40 6,118.50 5,776.00 342.50 5.6% 63.25 1.0% 87% False False 5,186
60 6,118.50 5,499.25 619.25 10.2% 65.50 1.1% 93% False False 3,716
80 6,118.50 5,217.75 900.75 14.8% 70.25 1.2% 95% False False 2,866
100 6,118.50 5,217.75 900.75 14.8% 71.75 1.2% 95% False False 2,319
120 6,118.50 5,217.75 900.75 14.8% 65.50 1.1% 95% False False 1,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,350.50
2.618 6,257.25
1.618 6,200.00
1.000 6,164.50
0.618 6,142.75
HIGH 6,107.25
0.618 6,085.50
0.500 6,078.50
0.382 6,071.75
LOW 6,050.00
0.618 6,014.50
1.000 5,992.75
1.618 5,957.25
2.618 5,900.00
4.250 5,806.75
Fisher Pivots for day following 25-Nov-2024
Pivot 1 day 3 day
R1 6,078.50 6,062.00
PP 6,077.00 6,050.25
S1 6,075.25 6,038.50

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

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