E-mini S&P 500 Future December 2025


Trading Metrics calculated at close of trading on 27-Oct-2025
Day Change Summary
Previous Current
24-Oct-2025 27-Oct-2025 Change Change % Previous Week
Open 6,778.25 6,881.00 102.75 1.5% 6,721.00
High 6,841.25 6,916.25 75.00 1.1% 6,841.25
Low 6,776.50 6,865.75 89.25 1.3% 6,690.75
Close 6,827.00 6,908.25 81.25 1.2% 6,827.00
Range 64.75 50.50 -14.25 -22.0% 150.50
ATR 81.78 82.31 0.53 0.7% 0.00
Volume 1,279,387 1,191,278 -88,109 -6.9% 7,053,777
Daily Pivots for day following 27-Oct-2025
Classic Woodie Camarilla DeMark
R4 7,048.25 7,028.75 6,936.00
R3 6,997.75 6,978.25 6,922.25
R2 6,947.25 6,947.25 6,917.50
R1 6,927.75 6,927.75 6,913.00 6,937.50
PP 6,896.75 6,896.75 6,896.75 6,901.50
S1 6,877.25 6,877.25 6,903.50 6,887.00
S2 6,846.25 6,846.25 6,899.00
S3 6,795.75 6,826.75 6,894.25
S4 6,745.25 6,776.25 6,880.50
Weekly Pivots for week ending 24-Oct-2025
Classic Woodie Camarilla DeMark
R4 7,237.75 7,183.00 6,909.75
R3 7,087.25 7,032.50 6,868.50
R2 6,936.75 6,936.75 6,854.50
R1 6,882.00 6,882.00 6,840.75 6,909.50
PP 6,786.25 6,786.25 6,786.25 6,800.00
S1 6,731.50 6,731.50 6,813.25 6,759.00
S2 6,635.75 6,635.75 6,799.50
S3 6,485.25 6,581.00 6,785.50
S4 6,334.75 6,430.50 6,744.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,916.25 6,690.75 225.50 3.3% 62.50 0.9% 96% True False 1,407,493
10 6,916.25 6,571.25 345.00 5.0% 91.00 1.3% 98% True False 1,670,496
20 6,916.25 6,540.25 376.00 5.4% 83.50 1.2% 98% True False 1,568,549
40 6,916.25 6,427.00 489.25 7.1% 70.00 1.0% 98% True False 1,202,655
60 6,916.25 6,305.25 611.00 8.8% 67.25 1.0% 99% True False 803,690
80 6,916.25 6,293.00 623.25 9.0% 64.75 0.9% 99% True False 603,161
100 6,916.25 6,010.75 905.50 13.1% 64.75 0.9% 99% True False 482,685
120 6,916.25 5,690.50 1,225.75 17.7% 67.50 1.0% 99% True False 402,270
Crabel Price Patterns
NR True
NR4 True
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 24.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,131.00
2.618 7,048.50
1.618 6,998.00
1.000 6,966.75
0.618 6,947.50
HIGH 6,916.25
0.618 6,897.00
0.500 6,891.00
0.382 6,885.00
LOW 6,865.75
0.618 6,834.50
1.000 6,815.25
1.618 6,784.00
2.618 6,733.50
4.250 6,651.00
Fisher Pivots for day following 27-Oct-2025
Pivot 1 day 3 day
R1 6,902.50 6,877.75
PP 6,896.75 6,847.25
S1 6,891.00 6,817.00

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

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