E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 02-Jan-2025
Day Change Summary
Previous Current
31-Dec-2024 02-Jan-2025 Change Change % Previous Week
Open 5,955.00 5,949.25 -5.75 -0.1% 6,001.75
High 5,983.25 5,995.25 12.00 0.2% 6,107.50
Low 5,917.25 5,874.75 -42.50 -0.7% 5,965.00
Close 5,935.75 5,916.50 -19.25 -0.3% 6,027.00
Range 66.00 120.50 54.50 82.6% 142.50
ATR 75.97 79.16 3.18 4.2% 0.00
Volume 1,382,187 1,826,031 443,844 32.1% 4,592,806
Daily Pivots for day following 02-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,290.25 6,224.00 5,982.75
R3 6,169.75 6,103.50 5,949.75
R2 6,049.25 6,049.25 5,938.50
R1 5,983.00 5,983.00 5,927.50 5,956.00
PP 5,928.75 5,928.75 5,928.75 5,915.25
S1 5,862.50 5,862.50 5,905.50 5,835.50
S2 5,808.25 5,808.25 5,894.50
S3 5,687.75 5,742.00 5,883.25
S4 5,567.25 5,621.50 5,850.25
Weekly Pivots for week ending 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,460.75 6,386.25 6,105.50
R3 6,318.25 6,243.75 6,066.25
R2 6,175.75 6,175.75 6,053.00
R1 6,101.25 6,101.25 6,040.00 6,138.50
PP 6,033.25 6,033.25 6,033.25 6,051.75
S1 5,958.75 5,958.75 6,014.00 5,996.00
S2 5,890.75 5,890.75 6,001.00
S3 5,748.25 5,816.25 5,987.75
S4 5,605.75 5,673.75 5,948.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,107.50 5,874.75 232.75 3.9% 92.25 1.6% 18% False True 1,467,187
10 6,148.00 5,866.00 282.00 4.8% 111.00 1.9% 18% False False 1,671,215
20 6,178.75 5,866.00 312.75 5.3% 75.25 1.3% 16% False False 1,103,633
40 6,178.75 5,794.75 384.00 6.5% 69.25 1.2% 32% False False 556,853
60 6,178.75 5,782.00 396.75 6.7% 65.50 1.1% 34% False False 372,049
80 6,178.75 5,521.00 657.75 11.1% 64.00 1.1% 60% False False 279,367
100 6,178.75 5,454.25 724.50 12.2% 65.75 1.1% 64% False False 223,545
120 6,178.75 5,217.75 961.00 16.2% 72.00 1.2% 73% False False 186,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,507.50
2.618 6,310.75
1.618 6,190.25
1.000 6,115.75
0.618 6,069.75
HIGH 5,995.25
0.618 5,949.25
0.500 5,935.00
0.382 5,920.75
LOW 5,874.75
0.618 5,800.25
1.000 5,754.25
1.618 5,679.75
2.618 5,559.25
4.250 5,362.50
Fisher Pivots for day following 02-Jan-2025
Pivot 1 day 3 day
R1 5,935.00 5,955.50
PP 5,928.75 5,942.50
S1 5,922.75 5,929.50

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

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