E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 01-Jul-2025
Day Change Summary
Previous Current
30-Jun-2025 01-Jul-2025 Change Change % Previous Week
Open 6,223.25 6,245.75 22.50 0.4% 5,964.00
High 6,265.50 6,261.50 -4.00 -0.1% 6,239.00
Low 6,223.25 6,227.25 4.00 0.1% 5,959.00
Close 6,253.75 6,248.75 -5.00 -0.1% 6,223.75
Range 42.25 34.25 -8.00 -18.9% 280.00
ATR 78.72 75.54 -3.18 -4.0% 0.00
Volume 1,364,101 1,320,618 -43,483 -3.2% 4,499,277
Daily Pivots for day following 01-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,348.50 6,333.00 6,267.50
R3 6,314.25 6,298.75 6,258.25
R2 6,280.00 6,280.00 6,255.00
R1 6,264.50 6,264.50 6,252.00 6,272.25
PP 6,245.75 6,245.75 6,245.75 6,249.75
S1 6,230.25 6,230.25 6,245.50 6,238.00
S2 6,211.50 6,211.50 6,242.50
S3 6,177.25 6,196.00 6,239.25
S4 6,143.00 6,161.75 6,230.00
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 6,130.75 134.75 2.2% 44.00 0.7% 88% False False 949,725
10 6,265.50 5,959.00 306.50 4.9% 64.50 1.0% 95% False False 1,196,593
20 6,265.50 5,959.00 306.50 4.9% 69.25 1.1% 95% False False 765,143
40 6,265.50 5,644.00 621.50 9.9% 77.25 1.2% 97% False False 385,599
60 6,265.50 4,876.25 1,389.25 22.2% 120.50 1.9% 99% False False 258,908
80 6,265.50 4,876.25 1,389.25 22.2% 118.25 1.9% 99% False False 194,550
100 6,280.50 4,876.25 1,404.25 22.5% 111.75 1.8% 98% False False 155,692
120 6,280.50 4,876.25 1,404.25 22.5% 105.75 1.7% 98% False False 129,774
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,407.00
2.618 6,351.25
1.618 6,317.00
1.000 6,295.75
0.618 6,282.75
HIGH 6,261.50
0.618 6,248.50
0.500 6,244.50
0.382 6,240.25
LOW 6,227.25
0.618 6,206.00
1.000 6,193.00
1.618 6,171.75
2.618 6,137.50
4.250 6,081.75
Fisher Pivots for day following 01-Jul-2025
Pivot 1 day 3 day
R1 6,247.25 6,240.50
PP 6,245.75 6,232.50
S1 6,244.50 6,224.50

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

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