E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 11-Dec-2024
Day Change Summary
Previous Current
10-Dec-2024 11-Dec-2024 Change Change % Previous Week
Open 6,133.50 6,120.75 -12.75 -0.2% 6,120.50
High 6,142.75 6,169.75 27.00 0.4% 6,178.75
Low 6,107.00 6,112.75 5.75 0.1% 6,103.50
Close 6,113.25 6,159.75 46.50 0.8% 6,167.00
Range 35.75 57.00 21.25 59.4% 75.25
ATR 51.98 52.34 0.36 0.7% 0.00
Volume 45,362 69,878 24,516 54.0% 78,617
Daily Pivots for day following 11-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,318.50 6,296.00 6,191.00
R3 6,261.50 6,239.00 6,175.50
R2 6,204.50 6,204.50 6,170.25
R1 6,182.00 6,182.00 6,165.00 6,193.25
PP 6,147.50 6,147.50 6,147.50 6,153.00
S1 6,125.00 6,125.00 6,154.50 6,136.25
S2 6,090.50 6,090.50 6,149.25
S3 6,033.50 6,068.00 6,144.00
S4 5,976.50 6,011.00 6,128.50
Weekly Pivots for week ending 06-Dec-2024
Classic Woodie Camarilla DeMark
R4 6,375.50 6,346.50 6,208.50
R3 6,300.25 6,271.25 6,187.75
R2 6,225.00 6,225.00 6,180.75
R1 6,196.00 6,196.00 6,174.00 6,210.50
PP 6,149.75 6,149.75 6,149.75 6,157.00
S1 6,120.75 6,120.75 6,160.00 6,135.25
S2 6,074.50 6,074.50 6,153.25
S3 5,999.25 6,045.50 6,146.25
S4 5,924.00 5,970.25 6,125.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,178.75 6,107.00 71.75 1.2% 40.00 0.7% 74% False False 39,137
10 6,178.75 6,068.00 110.75 1.8% 38.25 0.6% 83% False False 25,646
20 6,178.75 5,920.00 258.75 4.2% 53.25 0.9% 93% False False 19,419
40 6,178.75 5,783.75 395.00 6.4% 57.50 0.9% 95% False False 11,160
60 6,178.75 5,728.25 450.50 7.3% 57.50 0.9% 96% False False 8,144
80 6,178.75 5,499.25 679.50 11.0% 61.50 1.0% 97% False False 6,191
100 6,178.75 5,217.75 961.00 15.6% 70.00 1.1% 98% False False 5,014
120 6,178.75 5,217.75 961.00 15.6% 66.50 1.1% 98% False False 4,190
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 True
Bear Hook False
Bull Hook False
Stretch 8.23
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,412.00
2.618 6,319.00
1.618 6,262.00
1.000 6,226.75
0.618 6,205.00
HIGH 6,169.75
0.618 6,148.00
0.500 6,141.25
0.382 6,134.50
LOW 6,112.75
0.618 6,077.50
1.000 6,055.75
1.618 6,020.50
2.618 5,963.50
4.250 5,870.50
Fisher Pivots for day following 11-Dec-2024
Pivot 1 day 3 day
R1 6,153.50 6,153.25
PP 6,147.50 6,146.75
S1 6,141.25 6,140.25

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

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