E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 06-Dec-2024
Day Change Summary
Previous Current
05-Dec-2024 06-Dec-2024 Change Change % Previous Week
Open 6,162.50 6,152.25 -10.25 -0.2% 6,120.50
High 6,175.50 6,178.75 3.25 0.1% 6,178.75
Low 6,149.75 6,142.75 -7.00 -0.1% 6,103.50
Close 6,156.75 6,167.00 10.25 0.2% 6,167.00
Range 25.75 36.00 10.25 39.8% 75.25
ATR 55.16 53.79 -1.37 -2.5% 0.00
Volume 23,477 16,817 -6,660 -28.4% 78,617
Daily Pivots for day following 06-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,270.75 6,255.00 6,186.75
R3 6,234.75 6,219.00 6,177.00
R2 6,198.75 6,198.75 6,173.50
R1 6,183.00 6,183.00 6,170.25 6,191.00
PP 6,162.75 6,162.75 6,162.75 6,166.75
S1 6,147.00 6,147.00 6,163.75 6,155.00
S2 6,126.75 6,126.75 6,160.50
S3 6,090.75 6,111.00 6,157.00
S4 6,054.75 6,075.00 6,147.25
Weekly Pivots for week ending 06-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,375.50 6,346.50 6,208.50
R3 6,300.25 6,271.25 6,187.75
R2 6,225.00 6,225.00 6,180.75
R1 6,196.00 6,196.00 6,174.00 6,210.50
PP 6,149.75 6,149.75 6,149.75 6,157.00
S1 6,120.75 6,120.75 6,160.00 6,135.25
S2 6,074.50 6,074.50 6,153.25
S3 5,999.25 6,045.50 6,146.25
S4 5,924.00 5,970.25 6,125.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,178.75 6,103.50 75.25 1.2% 31.50 0.5% 84% True False 15,723
10 6,178.75 6,006.25 172.50 2.8% 42.50 0.7% 93% True False 13,949
20 6,178.75 5,920.00 258.75 4.2% 53.25 0.9% 95% True False 12,118
40 6,178.75 5,783.75 395.00 6.4% 58.75 1.0% 97% True False 7,490
60 6,178.75 5,710.25 468.50 7.6% 57.50 0.9% 97% True False 5,592
80 6,178.75 5,499.25 679.50 11.0% 62.50 1.0% 98% True False 4,262
100 6,178.75 5,217.75 961.00 15.6% 70.75 1.1% 99% True False 3,465
120 6,178.75 5,217.75 961.00 15.6% 66.00 1.1% 99% True False 2,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,331.75
2.618 6,273.00
1.618 6,237.00
1.000 6,214.75
0.618 6,201.00
HIGH 6,178.75
0.618 6,165.00
0.500 6,160.75
0.382 6,156.50
LOW 6,142.75
0.618 6,120.50
1.000 6,106.75
1.618 6,084.50
2.618 6,048.50
4.250 5,989.75
Fisher Pivots for day following 06-Dec-2024
Pivot 1 day 3 day
R1 6,165.00 6,163.00
PP 6,162.75 6,159.00
S1 6,160.75 6,155.00

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

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