E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 13-Dec-2024
Day Change Summary
Previous Current
12-Dec-2024 13-Dec-2024 Change Change % Previous Week
Open 6,154.00 6,131.75 -22.25 -0.4% 6,164.25
High 6,155.00 6,153.25 -1.75 0.0% 6,173.50
Low 6,122.50 6,110.50 -12.00 -0.2% 6,107.00
Close 6,127.75 6,125.75 -2.00 0.0% 6,125.75
Range 32.50 42.75 10.25 31.5% 66.50
ATR 51.26 50.66 -0.61 -1.2% 0.00
Volume 259,363 1,139,050 879,687 339.2% 1,553,805
Daily Pivots for day following 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,258.00 6,234.75 6,149.25
R3 6,215.25 6,192.00 6,137.50
R2 6,172.50 6,172.50 6,133.50
R1 6,149.25 6,149.25 6,129.75 6,139.50
PP 6,129.75 6,129.75 6,129.75 6,125.00
S1 6,106.50 6,106.50 6,121.75 6,096.75
S2 6,087.00 6,087.00 6,118.00
S3 6,044.25 6,063.75 6,114.00
S4 6,001.50 6,021.00 6,102.25
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,335.00 6,296.75 6,162.25
R3 6,268.50 6,230.25 6,144.00
R2 6,202.00 6,202.00 6,138.00
R1 6,163.75 6,163.75 6,131.75 6,149.50
PP 6,135.50 6,135.50 6,135.50 6,128.25
S1 6,097.25 6,097.25 6,119.75 6,083.00
S2 6,069.00 6,069.00 6,113.50
S3 6,002.50 6,030.75 6,107.50
S4 5,936.00 5,964.25 6,089.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,173.50 6,107.00 66.50 1.1% 42.75 0.7% 28% False False 310,761
10 6,178.75 6,103.50 75.25 1.2% 37.00 0.6% 30% False False 163,242
20 6,178.75 5,920.00 258.75 4.2% 51.75 0.8% 80% False False 88,848
40 6,178.75 5,783.75 395.00 6.4% 57.00 0.9% 87% False False 46,036
60 6,178.75 5,776.00 402.75 6.6% 56.00 0.9% 87% False False 31,431
80 6,178.75 5,499.25 679.50 11.1% 61.50 1.0% 92% False False 23,668
100 6,178.75 5,217.75 961.00 15.7% 69.00 1.1% 94% False False 18,997
120 6,178.75 5,217.75 961.00 15.7% 66.75 1.1% 94% False False 15,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,335.00
2.618 6,265.25
1.618 6,222.50
1.000 6,196.00
0.618 6,179.75
HIGH 6,153.25
0.618 6,137.00
0.500 6,132.00
0.382 6,126.75
LOW 6,110.50
0.618 6,084.00
1.000 6,067.75
1.618 6,041.25
2.618 5,998.50
4.250 5,928.75
Fisher Pivots for day following 13-Dec-2024
Pivot 1 day 3 day
R1 6,132.00 6,140.00
PP 6,129.75 6,135.25
S1 6,127.75 6,130.50

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

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