E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 03-Jul-2025
Day Change Summary
Previous Current
02-Jul-2025 03-Jul-2025 Change Change % Previous Week
Open 6,247.75 6,276.50 28.75 0.5% 6,223.25
High 6,279.50 6,333.25 53.75 0.9% 6,333.25
Low 6,235.50 6,270.50 35.00 0.6% 6,223.25
Close 6,275.00 6,324.25 49.25 0.8% 6,324.25
Range 44.00 62.75 18.75 42.6% 110.00
ATR 73.29 72.54 -0.75 -1.0% 0.00
Volume 1,044,261 750,998 -293,263 -28.1% 4,479,978
Daily Pivots for day following 03-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,497.50 6,473.75 6,358.75
R3 6,434.75 6,411.00 6,341.50
R2 6,372.00 6,372.00 6,335.75
R1 6,348.25 6,348.25 6,330.00 6,360.00
PP 6,309.25 6,309.25 6,309.25 6,315.25
S1 6,285.50 6,285.50 6,318.50 6,297.50
S2 6,246.50 6,246.50 6,312.75
S3 6,183.75 6,222.75 6,307.00
S4 6,121.00 6,160.00 6,289.75
Weekly Pivots for week ending 03-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,623.50 6,584.00 6,384.75
R3 6,513.50 6,474.00 6,354.50
R2 6,403.50 6,403.50 6,344.50
R1 6,364.00 6,364.00 6,334.25 6,383.75
PP 6,293.50 6,293.50 6,293.50 6,303.50
S1 6,254.00 6,254.00 6,314.25 6,273.75
S2 6,183.50 6,183.50 6,304.00
S3 6,073.50 6,144.00 6,294.00
S4 5,963.50 6,034.00 6,263.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,333.25 6,183.25 150.00 2.4% 47.75 0.8% 94% True False 920,392
10 6,333.25 5,959.00 374.25 5.9% 63.00 1.0% 98% True False 1,067,369
20 6,333.25 5,959.00 374.25 5.9% 69.50 1.1% 98% True False 853,656
40 6,333.25 5,644.00 689.25 10.9% 76.75 1.2% 99% True False 430,352
60 6,333.25 4,911.50 1,421.75 22.5% 108.75 1.7% 99% True False 288,391
80 6,333.25 4,876.25 1,457.00 23.0% 115.75 1.8% 99% True False 216,984
100 6,333.25 4,876.25 1,457.00 23.0% 111.75 1.8% 99% True False 173,639
120 6,333.25 4,876.25 1,457.00 23.0% 106.00 1.7% 99% True False 144,734
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 10.63
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,600.00
2.618 6,497.50
1.618 6,434.75
1.000 6,396.00
0.618 6,372.00
HIGH 6,333.25
0.618 6,309.25
0.500 6,302.00
0.382 6,294.50
LOW 6,270.50
0.618 6,231.75
1.000 6,207.75
1.618 6,169.00
2.618 6,106.25
4.250 6,003.75
Fisher Pivots for day following 03-Jul-2025
Pivot 1 day 3 day
R1 6,316.75 6,309.50
PP 6,309.25 6,295.00
S1 6,302.00 6,280.25

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

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