E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 14-Aug-2024
Day Change Summary
Previous Current
13-Aug-2024 14-Aug-2024 Change Change % Previous Week
Open 5,475.25 5,564.50 89.25 1.6% 5,425.00
High 5,566.25 5,594.25 28.00 0.5% 5,489.00
Low 5,475.00 5,547.25 72.25 1.3% 5,217.75
Close 5,565.75 5,585.00 19.25 0.3% 5,475.50
Range 91.25 47.00 -44.25 -48.5% 271.25
ATR 98.94 95.23 -3.71 -3.7% 0.00
Volume 92 387 295 320.7% 2,663
Daily Pivots for day following 14-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,716.50 5,697.75 5,610.75
R3 5,669.50 5,650.75 5,598.00
R2 5,622.50 5,622.50 5,593.50
R1 5,603.75 5,603.75 5,589.25 5,613.00
PP 5,575.50 5,575.50 5,575.50 5,580.25
S1 5,556.75 5,556.75 5,580.75 5,566.00
S2 5,528.50 5,528.50 5,576.50
S3 5,481.50 5,509.75 5,572.00
S4 5,434.50 5,462.75 5,559.25
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 5,594.25 5,282.25 312.00 5.6% 86.00 1.5% 97% True False 310
10 5,719.25 5,217.75 501.50 9.0% 123.50 2.2% 73% False False 420
20 5,785.75 5,217.75 568.00 10.2% 103.50 1.9% 65% False False 280
40 5,844.00 5,217.75 626.25 11.2% 73.25 1.3% 59% False False 163
60 5,844.00 5,217.75 626.25 11.2% 57.00 1.0% 59% False False 117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 24.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,794.00
2.618 5,717.25
1.618 5,670.25
1.000 5,641.25
0.618 5,623.25
HIGH 5,594.25
0.618 5,576.25
0.500 5,570.75
0.382 5,565.25
LOW 5,547.25
0.618 5,518.25
1.000 5,500.25
1.618 5,471.25
2.618 5,424.25
4.250 5,347.50
Fisher Pivots for day following 14-Aug-2024
Pivot 1 day 3 day
R1 5,580.25 5,564.75
PP 5,575.50 5,544.50
S1 5,570.75 5,524.25

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

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