E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 5,307.00 5,454.00 147.00 2.8% 5,425.00
High 5,463.25 5,489.00 25.75 0.5% 5,489.00
Low 5,282.25 5,424.50 142.25 2.7% 5,217.75
Close 5,452.00 5,475.50 23.50 0.4% 5,475.50
Range 181.00 64.50 -116.50 -64.4% 271.25
ATR 106.60 103.59 -3.01 -2.8% 0.00
Volume 172 270 98 57.0% 2,663
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,656.50 5,630.50 5,511.00
R3 5,592.00 5,566.00 5,493.25
R2 5,527.50 5,527.50 5,487.25
R1 5,501.50 5,501.50 5,481.50 5,514.50
PP 5,463.00 5,463.00 5,463.00 5,469.50
S1 5,437.00 5,437.00 5,469.50 5,450.00
S2 5,398.50 5,398.50 5,463.75
S3 5,334.00 5,372.50 5,457.75
S4 5,269.50 5,308.00 5,440.00
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,207.75 6,113.00 5,624.75
R3 5,936.50 5,841.75 5,550.00
R2 5,665.25 5,665.25 5,525.25
R1 5,570.50 5,570.50 5,500.25 5,618.00
PP 5,394.00 5,394.00 5,394.00 5,417.75
S1 5,299.25 5,299.25 5,450.75 5,346.50
S2 5,122.75 5,122.75 5,425.75
S3 4,851.50 5,028.00 5,401.00
S4 4,580.25 4,756.75 5,326.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,489.00 5,217.75 271.25 5.0% 151.25 2.8% 95% True False 532
10 5,719.25 5,217.75 501.50 9.2% 132.75 2.4% 51% False False 341
20 5,844.00 5,217.75 626.25 11.4% 103.00 1.9% 41% False False 236
40 5,844.00 5,217.75 626.25 11.4% 71.25 1.3% 41% False False 139
60 5,844.00 5,217.75 626.25 11.4% 54.00 1.0% 41% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26.95
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,763.00
2.618 5,657.75
1.618 5,593.25
1.000 5,553.50
0.618 5,528.75
HIGH 5,489.00
0.618 5,464.25
0.500 5,456.75
0.382 5,449.25
LOW 5,424.50
0.618 5,384.75
1.000 5,360.00
1.618 5,320.25
2.618 5,255.75
4.250 5,150.50
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 5,469.25 5,445.50
PP 5,463.00 5,415.50
S1 5,456.75 5,385.50

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

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