E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 02-Jul-2025
Day Change Summary
Previous Current
01-Jul-2025 02-Jul-2025 Change Change % Previous Week
Open 6,245.75 6,247.75 2.00 0.0% 5,964.00
High 6,261.50 6,279.50 18.00 0.3% 6,239.00
Low 6,227.25 6,235.50 8.25 0.1% 5,959.00
Close 6,248.75 6,275.00 26.25 0.4% 6,223.75
Range 34.25 44.00 9.75 28.5% 280.00
ATR 75.54 73.29 -2.25 -3.0% 0.00
Volume 1,320,618 1,044,261 -276,357 -20.9% 4,499,277
Daily Pivots for day following 02-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,395.25 6,379.25 6,299.25
R3 6,351.25 6,335.25 6,287.00
R2 6,307.25 6,307.25 6,283.00
R1 6,291.25 6,291.25 6,279.00 6,299.25
PP 6,263.25 6,263.25 6,263.25 6,267.50
S1 6,247.25 6,247.25 6,271.00 6,255.25
S2 6,219.25 6,219.25 6,267.00
S3 6,175.25 6,203.25 6,263.00
S4 6,131.25 6,159.25 6,250.75
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 6,279.50 6,141.25 138.25 2.2% 47.00 0.7% 97% True False 978,078
10 6,279.50 5,959.00 320.50 5.1% 62.50 1.0% 99% True False 1,128,365
20 6,279.50 5,959.00 320.50 5.1% 67.50 1.1% 99% True False 816,691
40 6,279.50 5,644.00 635.50 10.1% 77.00 1.2% 99% True False 411,663
60 6,279.50 4,876.25 1,403.25 22.4% 115.00 1.8% 100% True False 276,142
80 6,279.50 4,876.25 1,403.25 22.4% 117.25 1.9% 100% True False 207,599
100 6,280.50 4,876.25 1,404.25 22.4% 111.75 1.8% 100% False False 166,132
120 6,280.50 4,876.25 1,404.25 22.4% 105.50 1.7% 100% False False 138,476
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,466.50
2.618 6,394.75
1.618 6,350.75
1.000 6,323.50
0.618 6,306.75
HIGH 6,279.50
0.618 6,262.75
0.500 6,257.50
0.382 6,252.25
LOW 6,235.50
0.618 6,208.25
1.000 6,191.50
1.618 6,164.25
2.618 6,120.25
4.250 6,048.50
Fisher Pivots for day following 02-Jul-2025
Pivot 1 day 3 day
R1 6,269.25 6,267.00
PP 6,263.25 6,259.25
S1 6,257.50 6,251.50

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

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