E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 24-Jul-2024
Day Change Summary
Previous Current
23-Jul-2024 24-Jul-2024 Change Change % Previous Week
Open 5,728.00 5,703.00 -25.00 -0.4% 5,789.50
High 5,752.25 5,703.00 -49.25 -0.9% 5,844.00
Low 5,712.75 5,581.50 -131.25 -2.3% 5,665.25
Close 5,721.25 5,590.75 -130.50 -2.3% 5,674.00
Range 39.50 121.50 82.00 207.6% 178.75
ATR 50.73 57.09 6.36 12.5% 0.00
Volume 92 73 -19 -20.7% 503
Daily Pivots for day following 24-Jul-2024
Classic Woodie Camarilla DeMark
R4 5,989.50 5,911.75 5,657.50
R3 5,868.00 5,790.25 5,624.25
R2 5,746.50 5,746.50 5,613.00
R1 5,668.75 5,668.75 5,602.00 5,647.00
PP 5,625.00 5,625.00 5,625.00 5,614.25
S1 5,547.25 5,547.25 5,579.50 5,525.50
S2 5,503.50 5,503.50 5,568.50
S3 5,382.00 5,425.75 5,557.25
S4 5,260.50 5,304.25 5,524.00
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 5,785.75 5,581.50 204.25 3.7% 75.75 1.4% 5% False True 129
10 5,844.00 5,581.50 262.50 4.7% 71.00 1.3% 4% False True 109
20 5,844.00 5,581.50 262.50 4.7% 54.75 1.0% 4% False True 77
40 5,844.00 5,405.75 438.25 7.8% 40.50 0.7% 42% False False 45
60 5,844.00 5,213.75 630.25 11.3% 30.50 0.5% 60% False False 34
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 10.78
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 6,219.50
2.618 6,021.00
1.618 5,899.50
1.000 5,824.50
0.618 5,778.00
HIGH 5,703.00
0.618 5,656.50
0.500 5,642.25
0.382 5,628.00
LOW 5,581.50
0.618 5,506.50
1.000 5,460.00
1.618 5,385.00
2.618 5,263.50
4.250 5,065.00
Fisher Pivots for day following 24-Jul-2024
Pivot 1 day 3 day
R1 5,642.25 5,667.00
PP 5,625.00 5,641.50
S1 5,608.00 5,616.00

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

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