E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 19-Jul-2024
Day Change Summary
Previous Current
18-Jul-2024 19-Jul-2024 Change Change % Previous Week
Open 5,773.00 5,724.00 -49.00 -0.8% 5,789.50
High 5,785.75 5,728.00 -57.75 -1.0% 5,844.00
Low 5,692.75 5,665.25 -27.50 -0.5% 5,665.25
Close 5,716.00 5,674.00 -42.00 -0.7% 5,674.00
Range 93.00 62.75 -30.25 -32.5% 178.75
ATR 49.71 50.64 0.93 1.9% 0.00
Volume 31 231 200 645.2% 503
Daily Pivots for day following 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,877.25 5,838.50 5,708.50
R3 5,814.50 5,775.75 5,691.25
R2 5,751.75 5,751.75 5,685.50
R1 5,713.00 5,713.00 5,679.75 5,701.00
PP 5,689.00 5,689.00 5,689.00 5,683.00
S1 5,650.25 5,650.25 5,668.25 5,638.25
S2 5,626.25 5,626.25 5,662.50
S3 5,563.50 5,587.50 5,656.75
S4 5,500.75 5,524.75 5,639.50
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,264.00 6,147.75 5,772.25
R3 6,085.25 5,969.00 5,723.25
R2 5,906.50 5,906.50 5,706.75
R1 5,790.25 5,790.25 5,690.50 5,759.00
PP 5,727.75 5,727.75 5,727.75 5,712.00
S1 5,611.50 5,611.50 5,657.50 5,580.25
S2 5,549.00 5,549.00 5,641.25
S3 5,370.25 5,432.75 5,624.75
S4 5,191.50 5,254.00 5,575.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,844.00 5,665.25 178.75 3.2% 66.75 1.2% 5% False True 100
10 5,844.00 5,665.25 178.75 3.2% 57.50 1.0% 5% False True 105
20 5,844.00 5,628.50 215.50 3.8% 47.50 0.8% 21% False False 58
40 5,844.00 5,405.75 438.25 7.7% 37.50 0.7% 61% False False 42
60 5,844.00 5,213.75 630.25 11.1% 27.00 0.5% 73% False False 28
Crabel Price Patterns
NR True
NR4 False
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 8.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,994.75
2.618 5,892.25
1.618 5,829.50
1.000 5,790.75
0.618 5,766.75
HIGH 5,728.00
0.618 5,704.00
0.500 5,696.50
0.382 5,689.25
LOW 5,665.25
0.618 5,626.50
1.000 5,602.50
1.618 5,563.75
2.618 5,501.00
4.250 5,398.50
Fisher Pivots for day following 19-Jul-2024
Pivot 1 day 3 day
R1 5,696.50 5,750.50
PP 5,689.00 5,725.00
S1 5,681.50 5,699.50

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

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