E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 03-Dec-2024
Day Change Summary
Previous Current
02-Dec-2024 03-Dec-2024 Change Change % Previous Week
Open 6,120.50 6,129.75 9.25 0.2% 6,069.50
High 6,136.00 6,138.25 2.25 0.0% 6,127.00
Low 6,103.50 6,115.75 12.25 0.2% 6,043.00
Close 6,129.75 6,131.25 1.50 0.0% 6,119.00
Range 32.50 22.50 -10.00 -30.8% 84.00
ATR 61.51 58.72 -2.79 -4.5% 0.00
Volume 9,990 8,432 -1,558 -15.6% 50,874
Daily Pivots for day following 03-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,196.00 6,186.00 6,143.50
R3 6,173.50 6,163.50 6,137.50
R2 6,151.00 6,151.00 6,135.50
R1 6,141.00 6,141.00 6,133.25 6,146.00
PP 6,128.50 6,128.50 6,128.50 6,131.00
S1 6,118.50 6,118.50 6,129.25 6,123.50
S2 6,106.00 6,106.00 6,127.00
S3 6,083.50 6,096.00 6,125.00
S4 6,061.00 6,073.50 6,119.00
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 6,138.25 6,043.00 95.25 1.6% 42.25 0.7% 93% True False 11,000
10 6,138.25 5,920.00 218.25 3.6% 57.25 0.9% 97% True False 13,164
20 6,138.25 5,794.75 343.50 5.6% 63.25 1.0% 98% True False 10,073
40 6,138.25 5,782.00 356.25 5.8% 60.50 1.0% 98% True False 6,257
60 6,138.25 5,521.00 617.25 10.1% 60.50 1.0% 99% True False 4,612
80 6,138.25 5,454.25 684.00 11.2% 63.50 1.0% 99% True False 3,523
100 6,138.25 5,217.75 920.50 15.0% 71.50 1.2% 99% True False 2,866
120 6,138.25 5,217.75 920.50 15.0% 66.00 1.1% 99% True False 2,395
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.15
Narrowest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 6,234.00
2.618 6,197.25
1.618 6,174.75
1.000 6,160.75
0.618 6,152.25
HIGH 6,138.25
0.618 6,129.75
0.500 6,127.00
0.382 6,124.25
LOW 6,115.75
0.618 6,101.75
1.000 6,093.25
1.618 6,079.25
2.618 6,056.75
4.250 6,020.00
Fisher Pivots for day following 03-Dec-2024
Pivot 1 day 3 day
R1 6,129.75 6,124.75
PP 6,128.50 6,118.25
S1 6,127.00 6,111.50

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

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