E-mini S&P 500 Future June 2025


Trading Metrics calculated at close of trading on 27-Nov-2024
Day Change Summary
Previous Current
26-Nov-2024 27-Nov-2024 Change Change % Previous Week
Open 6,118.50 6,167.00 48.50 0.8% 6,031.75
High 6,171.25 6,173.50 2.25 0.0% 6,118.00
Low 6,104.75 6,129.50 24.75 0.4% 5,978.00
Close 6,165.75 6,142.00 -23.75 -0.4% 6,113.75
Range 66.50 44.00 -22.50 -33.8% 140.00
ATR 64.19 62.75 -1.44 -2.2% 0.00
Volume 261 88 -173 -66.3% 973
Daily Pivots for day following 27-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,280.25 6,255.25 6,166.25
R3 6,236.25 6,211.25 6,154.00
R2 6,192.25 6,192.25 6,150.00
R1 6,167.25 6,167.25 6,146.00 6,157.75
PP 6,148.25 6,148.25 6,148.25 6,143.50
S1 6,123.25 6,123.25 6,138.00 6,113.75
S2 6,104.25 6,104.25 6,134.00
S3 6,060.25 6,079.25 6,130.00
S4 6,016.25 6,035.25 6,117.75
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 6,490.00 6,441.75 6,190.75
R3 6,350.00 6,301.75 6,152.25
R2 6,210.00 6,210.00 6,139.50
R1 6,161.75 6,161.75 6,126.50 6,186.00
PP 6,070.00 6,070.00 6,070.00 6,082.00
S1 6,021.75 6,021.75 6,101.00 6,046.00
S2 5,930.00 5,930.00 6,088.00
S3 5,790.00 5,881.75 6,075.25
S4 5,650.00 5,741.75 6,036.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,173.50 6,027.50 146.00 2.4% 60.25 1.0% 78% True False 268
10 6,173.50 5,978.00 195.50 3.2% 65.25 1.1% 84% True False 331
20 6,175.25 5,837.00 338.25 5.5% 66.25 1.1% 90% False False 220
40 6,175.25 5,822.00 353.25 5.8% 59.00 1.0% 91% False False 129
60 6,175.25 5,564.00 611.25 10.0% 51.25 0.8% 95% False False 97
80 6,175.25 5,368.00 807.25 13.1% 41.50 0.7% 96% False False 73
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 13.28
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,360.50
2.618 6,288.75
1.618 6,244.75
1.000 6,217.50
0.618 6,200.75
HIGH 6,173.50
0.618 6,156.75
0.500 6,151.50
0.382 6,146.25
LOW 6,129.50
0.618 6,102.25
1.000 6,085.50
1.618 6,058.25
2.618 6,014.25
4.250 5,942.50
Fisher Pivots for day following 27-Nov-2024
Pivot 1 day 3 day
R1 6,151.50 6,141.00
PP 6,148.25 6,140.00
S1 6,145.25 6,139.00

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

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