E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 03-Jan-2025
Day Change Summary
Previous Current
02-Jan-2025 03-Jan-2025 Change Change % Previous Week
Open 5,949.25 5,921.00 -28.25 -0.5% 6,028.75
High 5,995.25 5,996.75 1.50 0.0% 6,036.25
Low 5,874.75 5,911.25 36.50 0.6% 5,874.75
Close 5,916.50 5,989.50 73.00 1.2% 5,989.50
Range 120.50 85.50 -35.00 -29.0% 161.50
ATR 79.16 79.61 0.45 0.6% 0.00
Volume 1,826,031 1,206,570 -619,461 -33.9% 5,989,922
Daily Pivots for day following 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,222.25 6,191.50 6,036.50
R3 6,136.75 6,106.00 6,013.00
R2 6,051.25 6,051.25 6,005.25
R1 6,020.50 6,020.50 5,997.25 6,036.00
PP 5,965.75 5,965.75 5,965.75 5,973.50
S1 5,935.00 5,935.00 5,981.75 5,950.50
S2 5,880.25 5,880.25 5,973.75
S3 5,794.75 5,849.50 5,966.00
S4 5,709.25 5,764.00 5,942.50
Weekly Pivots for week ending 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,451.25 6,382.00 6,078.25
R3 6,289.75 6,220.50 6,034.00
R2 6,128.25 6,128.25 6,019.00
R1 6,059.00 6,059.00 6,004.25 6,013.00
PP 5,966.75 5,966.75 5,966.75 5,943.75
S1 5,897.50 5,897.50 5,974.75 5,851.50
S2 5,805.25 5,805.25 5,960.00
S3 5,643.75 5,736.00 5,945.00
S4 5,482.25 5,574.50 5,900.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,095.25 5,874.75 220.50 3.7% 100.50 1.7% 52% False False 1,526,204
10 6,107.50 5,866.00 241.50 4.0% 95.25 1.6% 51% False False 1,531,472
20 6,178.75 5,866.00 312.75 5.2% 77.50 1.3% 39% False False 1,162,966
40 6,178.75 5,866.00 312.75 5.2% 69.25 1.2% 39% False False 586,942
60 6,178.75 5,783.75 395.00 6.6% 65.50 1.1% 52% False False 392,080
80 6,178.75 5,521.00 657.75 11.0% 64.50 1.1% 71% False False 294,449
100 6,178.75 5,475.00 703.75 11.7% 66.25 1.1% 73% False False 235,604
120 6,178.75 5,217.75 961.00 16.0% 72.25 1.2% 80% False False 196,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,360.00
2.618 6,220.50
1.618 6,135.00
1.000 6,082.25
0.618 6,049.50
HIGH 5,996.75
0.618 5,964.00
0.500 5,954.00
0.382 5,944.00
LOW 5,911.25
0.618 5,858.50
1.000 5,825.75
1.618 5,773.00
2.618 5,687.50
4.250 5,548.00
Fisher Pivots for day following 03-Jan-2025
Pivot 1 day 3 day
R1 5,977.75 5,971.50
PP 5,965.75 5,953.75
S1 5,954.00 5,935.75

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

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