E-mini S&P 500 Future June 2025


Trading Metrics calculated at close of trading on 15-Nov-2024
Day Change Summary
Previous Current
14-Nov-2024 15-Nov-2024 Change Change % Previous Week
Open 6,150.00 6,082.50 -67.50 -1.1% 6,154.00
High 6,150.00 6,088.25 -61.75 -1.0% 6,175.25
Low 6,093.75 6,004.25 -89.50 -1.5% 6,004.25
Close 6,105.75 6,021.75 -84.00 -1.4% 6,021.75
Range 56.25 84.00 27.75 49.3% 171.00
ATR 59.65 62.64 2.99 5.0% 0.00
Volume 883 820 -63 -7.1% 1,984
Daily Pivots for day following 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,290.00 6,240.00 6,068.00
R3 6,206.00 6,156.00 6,044.75
R2 6,122.00 6,122.00 6,037.25
R1 6,072.00 6,072.00 6,029.50 6,055.00
PP 6,038.00 6,038.00 6,038.00 6,029.50
S1 5,988.00 5,988.00 6,014.00 5,971.00
S2 5,954.00 5,954.00 6,006.25
S3 5,870.00 5,904.00 5,998.75
S4 5,786.00 5,820.00 5,975.50
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,580.00 6,472.00 6,115.75
R3 6,409.00 6,301.00 6,068.75
R2 6,238.00 6,238.00 6,053.00
R1 6,130.00 6,130.00 6,037.50 6,098.50
PP 6,067.00 6,067.00 6,067.00 6,051.50
S1 5,959.00 5,959.00 6,006.00 5,927.50
S2 5,896.00 5,896.00 5,990.50
S3 5,725.00 5,788.00 5,974.75
S4 5,554.00 5,617.00 5,927.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,175.25 6,004.25 171.00 2.8% 53.00 0.9% 10% False True 396
10 6,175.25 5,837.00 338.25 5.6% 64.50 1.1% 55% False False 272
20 6,175.25 5,837.00 338.25 5.6% 59.75 1.0% 55% False False 160
40 6,175.25 5,818.75 356.50 5.9% 55.75 0.9% 57% False False 99
60 6,175.25 5,564.00 611.25 10.2% 43.00 0.7% 75% False False 70
80 6,175.25 5,278.25 897.00 14.9% 40.00 0.7% 83% False False 54
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 11.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,445.25
2.618 6,308.25
1.618 6,224.25
1.000 6,172.25
0.618 6,140.25
HIGH 6,088.25
0.618 6,056.25
0.500 6,046.25
0.382 6,036.25
LOW 6,004.25
0.618 5,952.25
1.000 5,920.25
1.618 5,868.25
2.618 5,784.25
4.250 5,647.25
Fisher Pivots for day following 15-Nov-2024
Pivot 1 day 3 day
R1 6,046.25 6,081.50
PP 6,038.00 6,061.50
S1 6,030.00 6,041.50

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

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