E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 07-Jan-2025
Day Change Summary
Previous Current
06-Jan-2025 07-Jan-2025 Change Change % Previous Week
Open 5,994.50 6,028.00 33.50 0.6% 6,028.75
High 6,068.25 6,045.50 -22.75 -0.4% 6,036.25
Low 5,980.75 5,935.00 -45.75 -0.8% 5,874.75
Close 6,020.50 5,954.25 -66.25 -1.1% 5,989.50
Range 87.50 110.50 23.00 26.3% 161.50
ATR 80.17 82.34 2.17 2.7% 0.00
Volume 1,547,298 1,771,767 224,469 14.5% 5,989,922
Daily Pivots for day following 07-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,309.75 6,242.50 6,015.00
R3 6,199.25 6,132.00 5,984.75
R2 6,088.75 6,088.75 5,974.50
R1 6,021.50 6,021.50 5,964.50 6,000.00
PP 5,978.25 5,978.25 5,978.25 5,967.50
S1 5,911.00 5,911.00 5,944.00 5,889.50
S2 5,867.75 5,867.75 5,934.00
S3 5,757.25 5,800.50 5,923.75
S4 5,646.75 5,690.00 5,893.50
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 6,068.25 5,874.75 193.50 3.2% 94.00 1.6% 41% False False 1,546,770
10 6,107.50 5,874.75 232.75 3.9% 89.25 1.5% 34% False False 1,390,179
20 6,173.50 5,866.00 307.50 5.2% 84.25 1.4% 29% False False 1,326,905
40 6,178.75 5,866.00 312.75 5.3% 68.75 1.2% 28% False False 669,512
60 6,178.75 5,783.75 395.00 6.6% 67.25 1.1% 43% False False 447,295
80 6,178.75 5,710.25 468.50 7.9% 64.25 1.1% 52% False False 335,920
100 6,178.75 5,499.25 679.50 11.4% 66.75 1.1% 67% False False 268,790
120 6,178.75 5,217.75 961.00 16.1% 73.00 1.2% 77% False False 224,039
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 False
Bear Hook False
Bull Hook False
Stretch 17.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,515.00
2.618 6,334.75
1.618 6,224.25
1.000 6,156.00
0.618 6,113.75
HIGH 6,045.50
0.618 6,003.25
0.500 5,990.25
0.382 5,977.25
LOW 5,935.00
0.618 5,866.75
1.000 5,824.50
1.618 5,756.25
2.618 5,645.75
4.250 5,465.50
Fisher Pivots for day following 07-Jan-2025
Pivot 1 day 3 day
R1 5,990.25 5,989.75
PP 5,978.25 5,978.00
S1 5,966.25 5,966.00

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

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