E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 15-Jan-2025
Day Change Summary
Previous Current
14-Jan-2025 15-Jan-2025 Change Change % Previous Week
Open 5,887.25 5,891.50 4.25 0.1% 5,994.50
High 5,918.50 6,001.25 82.75 1.4% 6,068.25
Low 5,842.50 5,879.50 37.00 0.6% 5,845.25
Close 5,882.25 5,989.00 106.75 1.8% 5,866.25
Range 76.00 121.75 45.75 60.2% 223.00
ATR 79.01 82.07 3.05 3.9% 0.00
Volume 1,839,961 1,657,670 -182,291 -9.9% 7,327,278
Daily Pivots for day following 15-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,321.75 6,277.25 6,056.00
R3 6,200.00 6,155.50 6,022.50
R2 6,078.25 6,078.25 6,011.25
R1 6,033.75 6,033.75 6,000.25 6,056.00
PP 5,956.50 5,956.50 5,956.50 5,967.75
S1 5,912.00 5,912.00 5,977.75 5,934.25
S2 5,834.75 5,834.75 5,966.75
S3 5,713.00 5,790.25 5,955.50
S4 5,591.25 5,668.50 5,922.00
Weekly Pivots for week ending 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,595.50 6,454.00 5,989.00
R3 6,372.50 6,231.00 5,927.50
R2 6,149.50 6,149.50 5,907.25
R1 6,008.00 6,008.00 5,886.75 5,967.25
PP 5,926.50 5,926.50 5,926.50 5,906.25
S1 5,785.00 5,785.00 5,845.75 5,744.25
S2 5,703.50 5,703.50 5,825.25
S3 5,480.50 5,562.00 5,805.00
S4 5,257.50 5,339.00 5,743.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,001.25 5,809.00 192.25 3.2% 83.25 1.4% 94% True False 1,499,374
10 6,068.25 5,809.00 259.25 4.3% 87.75 1.5% 69% False False 1,561,285
20 6,152.75 5,809.00 343.75 5.7% 95.25 1.6% 52% False False 1,618,675
40 6,178.75 5,809.00 369.75 6.2% 72.00 1.2% 49% False False 900,253
60 6,178.75 5,783.75 395.00 6.6% 69.75 1.2% 52% False False 601,386
80 6,178.75 5,776.00 402.75 6.7% 65.75 1.1% 53% False False 451,632
100 6,178.75 5,499.25 679.50 11.3% 68.00 1.1% 72% False False 361,389
120 6,178.75 5,217.75 961.00 16.0% 73.00 1.2% 80% False False 301,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.83
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,518.75
2.618 6,320.00
1.618 6,198.25
1.000 6,123.00
0.618 6,076.50
HIGH 6,001.25
0.618 5,954.75
0.500 5,940.50
0.382 5,926.00
LOW 5,879.50
0.618 5,804.25
1.000 5,757.75
1.618 5,682.50
2.618 5,560.75
4.250 5,362.00
Fisher Pivots for day following 15-Jan-2025
Pivot 1 day 3 day
R1 5,972.75 5,961.00
PP 5,956.50 5,933.00
S1 5,940.50 5,905.00

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

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