E-mini S&P 500 Future June 2025


Trading Metrics calculated at close of trading on 04-Nov-2024
Day Change Summary
Previous Current
01-Nov-2024 04-Nov-2024 Change Change % Previous Week
Open 5,852.50 5,860.00 7.50 0.1% 5,985.00
High 5,913.75 5,886.75 -27.00 -0.5% 6,005.75
Low 5,846.50 5,837.00 -9.50 -0.2% 5,846.50
Close 5,869.50 5,854.50 -15.00 -0.3% 5,869.50
Range 67.25 49.75 -17.50 -26.0% 159.25
ATR 57.51 56.96 -0.55 -1.0% 0.00
Volume 31 139 108 348.4% 160
Daily Pivots for day following 04-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,008.75 5,981.25 5,881.75
R3 5,959.00 5,931.50 5,868.25
R2 5,909.25 5,909.25 5,863.50
R1 5,881.75 5,881.75 5,859.00 5,870.50
PP 5,859.50 5,859.50 5,859.50 5,853.75
S1 5,832.00 5,832.00 5,850.00 5,821.00
S2 5,809.75 5,809.75 5,845.50
S3 5,760.00 5,782.25 5,840.75
S4 5,710.25 5,732.50 5,827.25
Weekly Pivots for week ending 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,385.00 6,286.50 5,957.00
R3 6,225.75 6,127.25 5,913.25
R2 6,066.50 6,066.50 5,898.75
R1 5,968.00 5,968.00 5,884.00 5,937.50
PP 5,907.25 5,907.25 5,907.25 5,892.00
S1 5,808.75 5,808.75 5,855.00 5,778.50
S2 5,748.00 5,748.00 5,840.25
S3 5,588.75 5,649.50 5,825.75
S4 5,429.50 5,490.25 5,782.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,005.75 5,837.00 168.75 2.9% 62.00 1.1% 10% False True 56
10 6,015.00 5,837.00 178.00 3.0% 55.25 0.9% 10% False True 50
20 6,037.75 5,836.75 201.00 3.4% 53.75 0.9% 9% False False 45
40 6,037.75 5,584.00 453.75 7.8% 49.25 0.8% 60% False False 40
60 6,037.75 5,509.00 528.75 9.0% 35.00 0.6% 65% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 12.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,098.25
2.618 6,017.00
1.618 5,967.25
1.000 5,936.50
0.618 5,917.50
HIGH 5,886.75
0.618 5,867.75
0.500 5,862.00
0.382 5,856.00
LOW 5,837.00
0.618 5,806.25
1.000 5,787.25
1.618 5,756.50
2.618 5,706.75
4.250 5,625.50
Fisher Pivots for day following 04-Nov-2024
Pivot 1 day 3 day
R1 5,862.00 5,893.75
PP 5,859.50 5,880.75
S1 5,857.00 5,867.50

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

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