E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 22-Jan-2025
Day Change Summary
Previous Current
21-Jan-2025 22-Jan-2025 Change Change % Previous Week
Open 6,032.25 6,094.00 61.75 1.0% 5,864.50
High 6,093.25 6,135.75 42.50 0.7% 6,051.50
Low 5,994.50 6,087.00 92.50 1.5% 5,809.00
Close 6,084.25 6,120.50 36.25 0.6% 6,033.50
Range 98.75 48.75 -50.00 -50.6% 242.50
ATR 81.73 79.57 -2.16 -2.6% 0.00
Volume 1,725,952 1,249,850 -476,102 -27.6% 8,236,715
Daily Pivots for day following 22-Jan-2025
Classic Woodie Camarilla DeMark
R4 6,260.75 6,239.25 6,147.25
R3 6,212.00 6,190.50 6,134.00
R2 6,163.25 6,163.25 6,129.50
R1 6,141.75 6,141.75 6,125.00 6,152.50
PP 6,114.50 6,114.50 6,114.50 6,119.75
S1 6,093.00 6,093.00 6,116.00 6,103.75
S2 6,065.75 6,065.75 6,111.50
S3 6,017.00 6,044.25 6,107.00
S4 5,968.25 5,995.50 6,093.75
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 6,135.75 5,879.50 256.25 4.2% 81.75 1.3% 94% True False 1,523,443
10 6,135.75 5,809.00 326.75 5.3% 76.00 1.2% 95% True False 1,522,073
20 6,135.75 5,809.00 326.75 5.3% 82.75 1.4% 95% True False 1,456,126
40 6,178.75 5,809.00 369.75 6.0% 71.75 1.2% 84% False False 1,047,458
60 6,178.75 5,783.75 395.00 6.5% 70.75 1.2% 85% False False 700,597
80 6,178.75 5,776.00 402.75 6.6% 67.50 1.1% 86% False False 526,066
100 6,178.75 5,499.25 679.50 11.1% 68.75 1.1% 91% False False 420,978
120 6,178.75 5,217.75 961.00 15.7% 72.25 1.2% 94% False False 350,866
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17.50
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,343.00
2.618 6,263.50
1.618 6,214.75
1.000 6,184.50
0.618 6,166.00
HIGH 6,135.75
0.618 6,117.25
0.500 6,111.50
0.382 6,105.50
LOW 6,087.00
0.618 6,056.75
1.000 6,038.25
1.618 6,008.00
2.618 5,959.25
4.250 5,879.75
Fisher Pivots for day following 22-Jan-2025
Pivot 1 day 3 day
R1 6,117.50 6,097.50
PP 6,114.50 6,074.75
S1 6,111.50 6,052.00

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

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