E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 16-Jan-2025
Day Change Summary
Previous Current
15-Jan-2025 16-Jan-2025 Change Change % Previous Week
Open 5,891.50 5,988.50 97.00 1.6% 5,994.50
High 6,001.25 6,017.50 16.25 0.3% 6,068.25
Low 5,879.50 5,961.75 82.25 1.4% 5,845.25
Close 5,989.00 5,975.50 -13.50 -0.2% 5,866.25
Range 121.75 55.75 -66.00 -54.2% 223.00
ATR 82.07 80.19 -1.88 -2.3% 0.00
Volume 1,657,670 1,566,439 -91,231 -5.5% 7,327,278
Daily Pivots for day following 16-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,152.25 6,119.50 6,006.25
R3 6,096.50 6,063.75 5,990.75
R2 6,040.75 6,040.75 5,985.75
R1 6,008.00 6,008.00 5,980.50 5,996.50
PP 5,985.00 5,985.00 5,985.00 5,979.00
S1 5,952.25 5,952.25 5,970.50 5,940.75
S2 5,929.25 5,929.25 5,965.25
S3 5,873.50 5,896.50 5,960.25
S4 5,817.75 5,840.75 5,944.75
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 6,017.50 5,809.00 208.50 3.5% 88.25 1.5% 80% True False 1,789,895
10 6,068.25 5,809.00 259.25 4.3% 81.25 1.4% 64% False False 1,535,325
20 6,148.00 5,809.00 339.00 5.7% 96.00 1.6% 49% False False 1,603,270
40 6,178.75 5,809.00 369.75 6.2% 72.25 1.2% 45% False False 938,939
60 6,178.75 5,783.75 395.00 6.6% 70.00 1.2% 49% False False 627,471
80 6,178.75 5,776.00 402.75 6.7% 66.00 1.1% 50% False False 471,204
100 6,178.75 5,499.25 679.50 11.4% 68.00 1.1% 70% False False 377,052
120 6,178.75 5,217.75 961.00 16.1% 72.75 1.2% 79% False False 314,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 16.90
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,254.50
2.618 6,163.50
1.618 6,107.75
1.000 6,073.25
0.618 6,052.00
HIGH 6,017.50
0.618 5,996.25
0.500 5,989.50
0.382 5,983.00
LOW 5,961.75
0.618 5,927.25
1.000 5,906.00
1.618 5,871.50
2.618 5,815.75
4.250 5,724.75
Fisher Pivots for day following 16-Jan-2025
Pivot 1 day 3 day
R1 5,989.50 5,960.25
PP 5,985.00 5,945.25
S1 5,980.25 5,930.00

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

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