E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 29-Nov-2024
Day Change Summary
Previous Current
27-Nov-2024 29-Nov-2024 Change Change % Previous Week
Open 6,106.00 6,086.75 -19.25 -0.3% 6,069.50
High 6,113.75 6,127.00 13.25 0.2% 6,127.00
Low 6,068.00 6,085.00 17.00 0.3% 6,043.00
Close 6,081.75 6,119.00 37.25 0.6% 6,119.00
Range 45.75 42.00 -3.75 -8.2% 84.00
ATR 65.16 63.74 -1.42 -2.2% 0.00
Volume 11,231 11,222 -9 -0.1% 50,874
Daily Pivots for day following 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,236.25 6,219.75 6,142.00
R3 6,194.25 6,177.75 6,130.50
R2 6,152.25 6,152.25 6,126.75
R1 6,135.75 6,135.75 6,122.75 6,144.00
PP 6,110.25 6,110.25 6,110.25 6,114.50
S1 6,093.75 6,093.75 6,115.25 6,102.00
S2 6,068.25 6,068.25 6,111.25
S3 6,026.25 6,051.75 6,107.50
S4 5,984.25 6,009.75 6,096.00
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,348.25 6,317.75 6,165.25
R3 6,264.25 6,233.75 6,142.00
R2 6,180.25 6,180.25 6,134.50
R1 6,149.75 6,149.75 6,126.75 6,165.00
PP 6,096.25 6,096.25 6,096.25 6,104.00
S1 6,065.75 6,065.75 6,111.25 6,081.00
S2 6,012.25 6,012.25 6,103.50
S3 5,928.25 5,981.75 6,096.00
S4 5,844.25 5,897.75 6,072.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,127.00 6,006.25 120.75 2.0% 53.50 0.9% 93% True False 12,175
10 6,127.00 5,920.00 207.00 3.4% 66.25 1.1% 96% True False 14,455
20 6,127.00 5,783.75 343.25 5.6% 66.50 1.1% 98% True False 9,418
40 6,127.00 5,782.00 345.00 5.6% 62.75 1.0% 98% True False 5,938
60 6,127.00 5,499.25 627.75 10.3% 63.50 1.0% 99% True False 4,317
80 6,127.00 5,282.25 844.75 13.8% 66.00 1.1% 99% True False 3,298
100 6,127.00 5,217.75 909.25 14.9% 72.50 1.2% 99% True False 2,684
120 6,127.00 5,217.75 909.25 14.9% 66.00 1.1% 99% True False 2,242
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 16.78
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,305.50
2.618 6,237.00
1.618 6,195.00
1.000 6,169.00
0.618 6,153.00
HIGH 6,127.00
0.618 6,111.00
0.500 6,106.00
0.382 6,101.00
LOW 6,085.00
0.618 6,059.00
1.000 6,043.00
1.618 6,017.00
2.618 5,975.00
4.250 5,906.50
Fisher Pivots for day following 29-Nov-2024
Pivot 1 day 3 day
R1 6,114.75 6,107.75
PP 6,110.25 6,096.25
S1 6,106.00 6,085.00

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

View Archives - Comment on this page... - Back to Index of Symbols