E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 07-Jul-2025
Day Change Summary
Previous Current
03-Jul-2025 07-Jul-2025 Change Change % Previous Week
Open 6,276.50 6,307.75 31.25 0.5% 6,223.25
High 6,333.25 6,315.00 -18.25 -0.3% 6,333.25
Low 6,270.50 6,246.25 -24.25 -0.4% 6,223.25
Close 6,324.25 6,276.00 -48.25 -0.8% 6,324.25
Range 62.75 68.75 6.00 9.6% 110.00
ATR 72.54 72.93 0.39 0.5% 0.00
Volume 750,998 1,376,613 625,615 83.3% 4,479,978
Daily Pivots for day following 07-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,485.25 6,449.50 6,313.75
R3 6,416.50 6,380.75 6,295.00
R2 6,347.75 6,347.75 6,288.50
R1 6,312.00 6,312.00 6,282.25 6,295.50
PP 6,279.00 6,279.00 6,279.00 6,271.00
S1 6,243.25 6,243.25 6,269.75 6,226.75
S2 6,210.25 6,210.25 6,263.50
S3 6,141.50 6,174.50 6,257.00
S4 6,072.75 6,105.75 6,238.25
Weekly Pivots for week ending 04-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 6,223.25 110.00 1.8% 50.50 0.8% 48% False False 1,171,318
10 6,333.25 5,959.00 374.25 6.0% 59.75 1.0% 85% False False 1,035,586
20 6,333.25 5,959.00 374.25 6.0% 68.50 1.1% 85% False False 921,490
40 6,333.25 5,685.75 647.50 10.3% 76.25 1.2% 91% False False 464,695
60 6,333.25 4,911.50 1,421.75 22.7% 103.75 1.7% 96% False False 311,145
80 6,333.25 4,876.25 1,457.00 23.2% 115.00 1.8% 96% False False 234,187
100 6,333.25 4,876.25 1,457.00 23.2% 111.50 1.8% 96% False False 187,404
120 6,333.25 4,876.25 1,457.00 23.2% 105.50 1.7% 96% False False 156,206
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 8.08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,607.25
2.618 6,495.00
1.618 6,426.25
1.000 6,383.75
0.618 6,357.50
HIGH 6,315.00
0.618 6,288.75
0.500 6,280.50
0.382 6,272.50
LOW 6,246.25
0.618 6,203.75
1.000 6,177.50
1.618 6,135.00
2.618 6,066.25
4.250 5,954.00
Fisher Pivots for day following 07-Jul-2025
Pivot 1 day 3 day
R1 6,280.50 6,284.50
PP 6,279.00 6,281.50
S1 6,277.50 6,278.75

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

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