E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 21-Jan-2025
Day Change Summary
Previous Current
17-Jan-2025 21-Jan-2025 Change Change % Previous Week
Open 5,970.25 6,032.25 62.00 1.0% 5,864.50
High 6,051.50 6,093.25 41.75 0.7% 6,051.50
Low 5,968.00 5,994.50 26.50 0.4% 5,809.00
Close 6,033.50 6,084.25 50.75 0.8% 6,033.50
Range 83.50 98.75 15.25 18.3% 242.50
ATR 80.42 81.73 1.31 1.6% 0.00
Volume 1,417,304 1,725,952 308,648 21.8% 8,236,715
Daily Pivots for day following 21-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,353.50 6,317.75 6,138.50
R3 6,254.75 6,219.00 6,111.50
R2 6,156.00 6,156.00 6,102.25
R1 6,120.25 6,120.25 6,093.25 6,138.00
PP 6,057.25 6,057.25 6,057.25 6,066.25
S1 6,021.50 6,021.50 6,075.25 6,039.50
S2 5,958.50 5,958.50 6,066.25
S3 5,859.75 5,922.75 6,057.00
S4 5,761.00 5,824.00 6,030.00
Weekly Pivots for week ending 17-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,692.25 6,605.25 6,167.00
R3 6,449.75 6,362.75 6,100.25
R2 6,207.25 6,207.25 6,078.00
R1 6,120.25 6,120.25 6,055.75 6,163.75
PP 5,964.75 5,964.75 5,964.75 5,986.50
S1 5,877.75 5,877.75 6,011.25 5,921.25
S2 5,722.25 5,722.25 5,989.00
S3 5,479.75 5,635.25 5,966.75
S4 5,237.25 5,392.75 5,900.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,093.25 5,842.50 250.75 4.1% 87.25 1.4% 96% True False 1,641,465
10 6,093.25 5,809.00 284.25 4.7% 82.25 1.4% 97% True False 1,574,264
20 6,107.50 5,809.00 298.50 4.9% 89.50 1.5% 92% False False 1,510,677
40 6,178.75 5,809.00 369.75 6.1% 72.50 1.2% 74% False False 1,016,625
60 6,178.75 5,783.75 395.00 6.5% 70.75 1.2% 76% False False 679,808
80 6,178.75 5,776.00 402.75 6.6% 67.50 1.1% 77% False False 510,464
100 6,178.75 5,499.25 679.50 11.2% 69.00 1.1% 86% False False 408,482
120 6,178.75 5,217.75 961.00 15.8% 73.00 1.2% 90% False False 340,452
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 18.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,513.00
2.618 6,351.75
1.618 6,253.00
1.000 6,192.00
0.618 6,154.25
HIGH 6,093.25
0.618 6,055.50
0.500 6,044.00
0.382 6,032.25
LOW 5,994.50
0.618 5,933.50
1.000 5,895.75
1.618 5,834.75
2.618 5,736.00
4.250 5,574.75
Fisher Pivots for day following 21-Jan-2025
Pivot 1 day 3 day
R1 6,070.75 6,065.25
PP 6,057.25 6,046.50
S1 6,044.00 6,027.50

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

View Archives - Comment on this page... - Back to Index of Symbols