E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 12-Dec-2024
Day Change Summary
Previous Current
11-Dec-2024 12-Dec-2024 Change Change % Previous Week
Open 6,120.75 6,154.00 33.25 0.5% 6,120.50
High 6,169.75 6,155.00 -14.75 -0.2% 6,178.75
Low 6,112.75 6,122.50 9.75 0.2% 6,103.50
Close 6,159.75 6,127.75 -32.00 -0.5% 6,167.00
Range 57.00 32.50 -24.50 -43.0% 75.25
ATR 52.34 51.26 -1.08 -2.1% 0.00
Volume 69,878 259,363 189,485 271.2% 78,617
Daily Pivots for day following 12-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,232.50 6,212.75 6,145.50
R3 6,200.00 6,180.25 6,136.75
R2 6,167.50 6,167.50 6,133.75
R1 6,147.75 6,147.75 6,130.75 6,141.50
PP 6,135.00 6,135.00 6,135.00 6,132.00
S1 6,115.25 6,115.25 6,124.75 6,109.00
S2 6,102.50 6,102.50 6,121.75
S3 6,070.00 6,082.75 6,118.75
S4 6,037.50 6,050.25 6,110.00
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 6,107.00 71.75 1.2% 41.50 0.7% 29% False False 86,314
10 6,178.75 6,085.00 93.75 1.5% 37.00 0.6% 46% False False 50,459
20 6,178.75 5,920.00 258.75 4.2% 52.50 0.9% 80% False False 32,141
40 6,178.75 5,783.75 395.00 6.4% 57.25 0.9% 87% False False 17,606
60 6,178.75 5,750.00 428.75 7.0% 57.00 0.9% 88% False False 12,455
80 6,178.75 5,499.25 679.50 11.1% 61.50 1.0% 92% False False 9,431
100 6,178.75 5,217.75 961.00 15.7% 69.75 1.1% 95% False False 7,607
120 6,178.75 5,217.75 961.00 15.7% 66.50 1.1% 95% False False 6,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,293.00
2.618 6,240.00
1.618 6,207.50
1.000 6,187.50
0.618 6,175.00
HIGH 6,155.00
0.618 6,142.50
0.500 6,138.75
0.382 6,135.00
LOW 6,122.50
0.618 6,102.50
1.000 6,090.00
1.618 6,070.00
2.618 6,037.50
4.250 5,984.50
Fisher Pivots for day following 12-Dec-2024
Pivot 1 day 3 day
R1 6,138.75 6,138.50
PP 6,135.00 6,134.75
S1 6,131.50 6,131.25

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

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