E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 5,571.25 5,425.00 -146.25 -2.6% 5,629.75
High 5,571.25 5,445.75 -125.50 -2.3% 5,719.25
Low 5,436.50 5,217.75 -218.75 -4.0% 5,436.50
Close 5,479.50 5,315.25 -164.25 -3.0% 5,479.50
Range 134.75 228.00 93.25 69.2% 282.75
ATR 80.82 93.75 12.92 16.0% 0.00
Volume 271 631 360 132.8% 751
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,010.25 5,890.75 5,440.75
R3 5,782.25 5,662.75 5,378.00
R2 5,554.25 5,554.25 5,357.00
R1 5,434.75 5,434.75 5,336.25 5,380.50
PP 5,326.25 5,326.25 5,326.25 5,299.00
S1 5,206.75 5,206.75 5,294.25 5,152.50
S2 5,098.25 5,098.25 5,273.50
S3 4,870.25 4,978.75 5,252.50
S4 4,642.25 4,750.75 5,189.75
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,393.25 6,219.25 5,635.00
R3 6,110.50 5,936.50 5,557.25
R2 5,827.75 5,827.75 5,531.25
R1 5,653.75 5,653.75 5,505.50 5,599.50
PP 5,545.00 5,545.00 5,545.00 5,518.00
S1 5,371.00 5,371.00 5,453.50 5,316.50
S2 5,262.25 5,262.25 5,427.75
S3 4,979.50 5,088.25 5,401.75
S4 4,696.75 4,805.50 5,324.00
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 5,217.75 501.50 9.4% 149.50 2.8% 19% False True 255
10 5,752.25 5,217.75 534.50 10.1% 113.75 2.1% 18% False True 197
20 5,844.00 5,217.75 626.25 11.8% 87.50 1.6% 16% False True 152
40 5,844.00 5,217.75 626.25 11.8% 61.25 1.2% 16% False True 88
60 5,844.00 5,217.75 626.25 11.8% 45.25 0.8% 16% False True 65
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 16.10
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 6,414.75
2.618 6,042.75
1.618 5,814.75
1.000 5,673.75
0.618 5,586.75
HIGH 5,445.75
0.618 5,358.75
0.500 5,331.75
0.382 5,304.75
LOW 5,217.75
0.618 5,076.75
1.000 4,989.75
1.618 4,848.75
2.618 4,620.75
4.250 4,248.75
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 5,331.75 5,468.50
PP 5,326.25 5,417.50
S1 5,320.75 5,366.25

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

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