E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 12-Aug-2024
Day Change Summary
Previous Current
09-Aug-2024 12-Aug-2024 Change Change % Previous Week
Open 5,454.00 5,476.00 22.00 0.4% 5,425.00
High 5,489.00 5,501.00 12.00 0.2% 5,489.00
Low 5,424.50 5,454.25 29.75 0.5% 5,217.75
Close 5,475.50 5,475.75 0.25 0.0% 5,475.50
Range 64.50 46.75 -17.75 -27.5% 271.25
ATR 103.59 99.53 -4.06 -3.9% 0.00
Volume 270 632 362 134.1% 2,663
Daily Pivots for day following 12-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,617.25 5,593.25 5,501.50
R3 5,570.50 5,546.50 5,488.50
R2 5,523.75 5,523.75 5,484.25
R1 5,499.75 5,499.75 5,480.00 5,488.50
PP 5,477.00 5,477.00 5,477.00 5,471.25
S1 5,453.00 5,453.00 5,471.50 5,441.50
S2 5,430.25 5,430.25 5,467.25
S3 5,383.50 5,406.25 5,463.00
S4 5,336.75 5,359.50 5,450.00
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 5,501.00 5,282.25 218.75 4.0% 115.00 2.1% 88% True False 532
10 5,719.25 5,217.75 501.50 9.2% 132.25 2.4% 51% False False 394
20 5,844.00 5,217.75 626.25 11.4% 102.75 1.9% 41% False False 266
40 5,844.00 5,217.75 626.25 11.4% 72.25 1.3% 41% False False 151
60 5,844.00 5,217.75 626.25 11.4% 54.75 1.0% 41% False False 109
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 26.78
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,699.75
2.618 5,623.50
1.618 5,576.75
1.000 5,547.75
0.618 5,530.00
HIGH 5,501.00
0.618 5,483.25
0.500 5,477.50
0.382 5,472.00
LOW 5,454.25
0.618 5,425.25
1.000 5,407.50
1.618 5,378.50
2.618 5,331.75
4.250 5,255.50
Fisher Pivots for day following 12-Aug-2024
Pivot 1 day 3 day
R1 5,477.50 5,447.75
PP 5,477.00 5,419.75
S1 5,476.50 5,391.50

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

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