E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 21-Feb-2025
Day Change Summary
Previous Current
20-Feb-2025 21-Feb-2025 Change Change % Previous Week
Open 6,271.00 6,247.75 -23.25 -0.4% 6,261.00
High 6,271.00 6,256.00 -15.00 -0.2% 6,280.50
Low 6,218.00 6,137.75 -80.25 -1.3% 6,137.75
Close 6,251.00 6,140.75 -110.25 -1.8% 6,140.75
Range 53.00 118.25 65.25 123.1% 142.75
ATR 64.81 68.63 3.82 5.9% 0.00
Volume 114 146 32 28.1% 453
Daily Pivots for day following 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 6,533.00 6,455.00 6,205.75
R3 6,414.75 6,336.75 6,173.25
R2 6,296.50 6,296.50 6,162.50
R1 6,218.50 6,218.50 6,151.50 6,198.50
PP 6,178.25 6,178.25 6,178.25 6,168.00
S1 6,100.25 6,100.25 6,130.00 6,080.00
S2 6,060.00 6,060.00 6,119.00
S3 5,941.75 5,982.00 6,108.25
S4 5,823.50 5,863.75 6,075.75
Weekly Pivots for week ending 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 6,614.50 6,520.50 6,219.25
R3 6,471.75 6,377.75 6,180.00
R2 6,329.00 6,329.00 6,167.00
R1 6,235.00 6,235.00 6,153.75 6,210.50
PP 6,186.25 6,186.25 6,186.25 6,174.25
S1 6,092.25 6,092.25 6,127.75 6,068.00
S2 6,043.50 6,043.50 6,114.50
S3 5,900.75 5,949.50 6,101.50
S4 5,758.00 5,806.75 6,062.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,280.50 6,137.75 142.75 2.3% 53.25 0.9% 2% False True 96
10 6,280.50 6,132.75 147.75 2.4% 61.50 1.0% 5% False False 266
20 6,280.50 6,045.50 235.00 3.8% 69.25 1.1% 41% False False 291
40 6,280.50 5,920.50 360.00 5.9% 72.50 1.2% 61% False False 193
60 6,285.00 5,920.50 364.50 5.9% 53.50 0.9% 60% False False 129
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 12.60
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,758.50
2.618 6,565.50
1.618 6,447.25
1.000 6,374.25
0.618 6,329.00
HIGH 6,256.00
0.618 6,210.75
0.500 6,197.00
0.382 6,183.00
LOW 6,137.75
0.618 6,064.75
1.000 6,019.50
1.618 5,946.50
2.618 5,828.25
4.250 5,635.25
Fisher Pivots for day following 21-Feb-2025
Pivot 1 day 3 day
R1 6,197.00 6,209.00
PP 6,178.25 6,186.25
S1 6,159.50 6,163.50

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

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