E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 30-Jun-2025
Day Change Summary
Previous Current
27-Jun-2025 30-Jun-2025 Change Change % Previous Week
Open 6,197.50 6,223.25 25.75 0.4% 5,964.00
High 6,239.00 6,265.50 26.50 0.4% 6,239.00
Low 6,183.25 6,223.25 40.00 0.6% 5,959.00
Close 6,223.75 6,253.75 30.00 0.5% 6,223.75
Range 55.75 42.25 -13.50 -24.2% 280.00
ATR 81.52 78.72 -2.81 -3.4% 0.00
Volume 121,982 1,364,101 1,242,119 1,018.3% 4,499,277
Daily Pivots for day following 30-Jun-2025
Classic Woodie Camarilla DeMark
R4 6,374.25 6,356.25 6,277.00
R3 6,332.00 6,314.00 6,265.25
R2 6,289.75 6,289.75 6,261.50
R1 6,271.75 6,271.75 6,257.50 6,280.75
PP 6,247.50 6,247.50 6,247.50 6,252.00
S1 6,229.50 6,229.50 6,250.00 6,238.50
S2 6,205.25 6,205.25 6,246.00
S3 6,163.00 6,187.25 6,242.25
S4 6,120.75 6,145.00 6,230.50
Weekly Pivots for week ending 27-Jun-2025
Classic Woodie Camarilla DeMark
R4 6,980.50 6,882.25 6,377.75
R3 6,700.50 6,602.25 6,300.75
R2 6,420.50 6,420.50 6,275.00
R1 6,322.25 6,322.25 6,249.50 6,371.50
PP 6,140.50 6,140.50 6,140.50 6,165.25
S1 6,042.25 6,042.25 6,198.00 6,091.50
S2 5,860.50 5,860.50 6,172.50
S3 5,580.50 5,762.25 6,146.75
S4 5,300.50 5,482.25 6,069.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,265.50 6,075.25 190.25 3.0% 53.25 0.9% 94% True False 901,068
10 6,265.50 5,959.00 306.50 4.9% 71.75 1.1% 96% True False 1,256,529
20 6,265.50 5,921.00 344.50 5.5% 72.00 1.2% 97% True False 699,560
40 6,265.50 5,644.00 621.50 9.9% 79.50 1.3% 98% True False 352,680
60 6,265.50 4,876.25 1,389.25 22.2% 122.25 2.0% 99% True False 236,992
80 6,265.50 4,876.25 1,389.25 22.2% 119.50 1.9% 99% True False 178,044
100 6,280.50 4,876.25 1,404.25 22.5% 112.00 1.8% 98% False False 142,486
120 6,280.50 4,876.25 1,404.25 22.5% 106.25 1.7% 98% False False 118,772
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 8.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,445.00
2.618 6,376.00
1.618 6,333.75
1.000 6,307.75
0.618 6,291.50
HIGH 6,265.50
0.618 6,249.25
0.500 6,244.50
0.382 6,239.50
LOW 6,223.25
0.618 6,197.25
1.000 6,181.00
1.618 6,155.00
2.618 6,112.75
4.250 6,043.75
Fisher Pivots for day following 30-Jun-2025
Pivot 1 day 3 day
R1 6,250.50 6,237.00
PP 6,247.50 6,220.25
S1 6,244.50 6,203.50

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

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