E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 24-Jun-2025
Day Change Summary
Previous Current
23-Jun-2025 24-Jun-2025 Change Change % Previous Week
Open 5,964.00 6,078.00 114.00 1.9% 6,001.00
High 6,081.50 6,155.25 73.75 1.2% 6,109.00
Low 5,959.00 6,075.25 116.25 2.0% 5,969.50
Close 6,077.00 6,146.25 69.25 1.1% 6,018.00
Range 122.50 80.00 -42.50 -34.7% 139.50
ATR 90.46 89.71 -0.75 -0.8% 0.00
Volume 1,358,034 1,077,333 -280,701 -20.7% 6,701,920
Daily Pivots for day following 24-Jun-2025
Classic Woodie Camarilla DeMark
R4 6,365.50 6,336.00 6,190.25
R3 6,285.50 6,256.00 6,168.25
R2 6,205.50 6,205.50 6,161.00
R1 6,176.00 6,176.00 6,153.50 6,190.75
PP 6,125.50 6,125.50 6,125.50 6,133.00
S1 6,096.00 6,096.00 6,139.00 6,110.75
S2 6,045.50 6,045.50 6,131.50
S3 5,965.50 6,016.00 6,124.25
S4 5,885.50 5,936.00 6,102.25
Weekly Pivots for week ending 20-Jun-2025
Classic Woodie Camarilla DeMark
R4 6,450.75 6,373.75 6,094.75
R3 6,311.25 6,234.25 6,056.25
R2 6,171.75 6,171.75 6,043.50
R1 6,094.75 6,094.75 6,030.75 6,133.25
PP 6,032.25 6,032.25 6,032.25 6,051.50
S1 5,955.25 5,955.25 6,005.25 5,993.75
S2 5,892.75 5,892.75 5,992.50
S3 5,753.25 5,815.75 5,979.75
S4 5,613.75 5,676.25 5,941.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,155.25 5,959.00 196.25 3.2% 84.75 1.4% 95% True False 1,443,461
10 6,155.25 5,959.00 196.25 3.2% 84.25 1.4% 95% True False 1,044,003
20 6,155.25 5,866.50 288.75 4.7% 82.25 1.3% 97% True False 529,619
40 6,155.25 5,500.00 655.25 10.7% 85.25 1.4% 99% True False 267,304
60 6,155.25 4,876.25 1,279.00 20.8% 129.00 2.1% 99% True False 180,016
80 6,155.25 4,876.25 1,279.00 20.8% 124.00 2.0% 99% True False 135,211
100 6,280.50 4,876.25 1,404.25 22.8% 113.75 1.8% 90% False False 108,226
120 6,280.50 4,876.25 1,404.25 22.8% 107.50 1.8% 90% False False 90,208
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 13.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,495.25
2.618 6,364.75
1.618 6,284.75
1.000 6,235.25
0.618 6,204.75
HIGH 6,155.25
0.618 6,124.75
0.500 6,115.25
0.382 6,105.75
LOW 6,075.25
0.618 6,025.75
1.000 5,995.25
1.618 5,945.75
2.618 5,865.75
4.250 5,735.25
Fisher Pivots for day following 24-Jun-2025
Pivot 1 day 3 day
R1 6,136.00 6,116.50
PP 6,125.50 6,086.75
S1 6,115.25 6,057.00

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

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