E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 09-Dec-2024
Day Change Summary
Previous Current
06-Dec-2024 09-Dec-2024 Change Change % Previous Week
Open 6,152.25 6,164.25 12.00 0.2% 6,120.50
High 6,178.75 6,173.50 -5.25 -0.1% 6,178.75
Low 6,142.75 6,127.50 -15.25 -0.2% 6,103.50
Close 6,167.00 6,133.25 -33.75 -0.5% 6,167.00
Range 36.00 46.00 10.00 27.8% 75.25
ATR 53.79 53.23 -0.56 -1.0% 0.00
Volume 16,817 40,152 23,335 138.8% 78,617
Daily Pivots for day following 09-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,282.75 6,254.00 6,158.50
R3 6,236.75 6,208.00 6,146.00
R2 6,190.75 6,190.75 6,141.75
R1 6,162.00 6,162.00 6,137.50 6,153.50
PP 6,144.75 6,144.75 6,144.75 6,140.50
S1 6,116.00 6,116.00 6,129.00 6,107.50
S2 6,098.75 6,098.75 6,124.75
S3 6,052.75 6,070.00 6,120.50
S4 6,006.75 6,024.00 6,108.00
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 6,115.75 63.00 1.0% 34.00 0.6% 28% False False 21,755
10 6,178.75 6,043.00 135.75 2.2% 41.50 0.7% 66% False False 16,964
20 6,178.75 5,920.00 258.75 4.2% 53.00 0.9% 82% False False 13,995
40 6,178.75 5,783.75 395.00 6.4% 58.50 1.0% 88% False False 8,463
60 6,178.75 5,720.00 458.75 7.5% 57.50 0.9% 90% False False 6,246
80 6,178.75 5,499.25 679.50 11.1% 61.75 1.0% 93% False False 4,755
100 6,178.75 5,217.75 961.00 15.7% 70.25 1.1% 95% False False 3,867
120 6,178.75 5,217.75 961.00 15.7% 66.25 1.1% 95% False False 3,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,369.00
2.618 6,294.00
1.618 6,248.00
1.000 6,219.50
0.618 6,202.00
HIGH 6,173.50
0.618 6,156.00
0.500 6,150.50
0.382 6,145.00
LOW 6,127.50
0.618 6,099.00
1.000 6,081.50
1.618 6,053.00
2.618 6,007.00
4.250 5,932.00
Fisher Pivots for day following 09-Dec-2024
Pivot 1 day 3 day
R1 6,150.50 6,153.00
PP 6,144.75 6,146.50
S1 6,139.00 6,140.00

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

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