E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 5,578.00 5,698.00 120.00 2.2% 5,693.00
High 5,705.50 5,719.25 13.75 0.2% 5,752.25
Low 5,571.25 5,560.00 -11.25 -0.2% 5,551.50
Close 5,677.25 5,595.00 -82.25 -1.4% 5,618.00
Range 134.25 159.25 25.00 18.6% 200.75
ATR 68.36 74.85 6.49 9.5% 0.00
Volume 106 156 50 47.2% 817
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,102.50 6,008.00 5,682.50
R3 5,943.25 5,848.75 5,638.75
R2 5,784.00 5,784.00 5,624.25
R1 5,689.50 5,689.50 5,609.50 5,657.00
PP 5,624.75 5,624.75 5,624.75 5,608.50
S1 5,530.25 5,530.25 5,580.50 5,498.00
S2 5,465.50 5,465.50 5,565.75
S3 5,306.25 5,371.00 5,551.25
S4 5,147.00 5,211.75 5,507.50
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 6,242.75 6,131.25 5,728.50
R3 6,042.00 5,930.50 5,673.25
R2 5,841.25 5,841.25 5,654.75
R1 5,729.75 5,729.75 5,636.50 5,685.00
PP 5,640.50 5,640.50 5,640.50 5,618.25
S1 5,529.00 5,529.00 5,599.50 5,484.50
S2 5,439.75 5,439.75 5,581.25
S3 5,239.00 5,328.25 5,562.75
S4 5,038.25 5,127.50 5,507.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,719.25 5,554.75 164.50 2.9% 103.00 1.8% 24% True False 104
10 5,752.25 5,551.50 200.75 3.6% 90.00 1.6% 22% False False 152
20 5,844.00 5,551.50 292.50 5.2% 72.50 1.3% 15% False False 121
40 5,844.00 5,520.00 324.00 5.8% 52.75 0.9% 23% False False 66
60 5,844.00 5,381.00 463.00 8.3% 39.25 0.7% 46% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.13
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 6,396.00
2.618 6,136.25
1.618 5,977.00
1.000 5,878.50
0.618 5,817.75
HIGH 5,719.25
0.618 5,658.50
0.500 5,639.50
0.382 5,620.75
LOW 5,560.00
0.618 5,461.50
1.000 5,400.75
1.618 5,302.25
2.618 5,143.00
4.250 4,883.25
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 5,639.50 5,637.00
PP 5,624.75 5,623.00
S1 5,610.00 5,609.00

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

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