E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 5,564.50 5,586.00 21.50 0.4% 5,425.00
High 5,594.25 5,683.75 89.50 1.6% 5,489.00
Low 5,547.25 5,582.00 34.75 0.6% 5,217.75
Close 5,585.00 5,681.25 96.25 1.7% 5,475.50
Range 47.00 101.75 54.75 116.5% 271.25
ATR 95.23 95.70 0.47 0.5% 0.00
Volume 387 660 273 70.5% 2,663
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,954.25 5,919.50 5,737.25
R3 5,852.50 5,817.75 5,709.25
R2 5,750.75 5,750.75 5,700.00
R1 5,716.00 5,716.00 5,690.50 5,733.50
PP 5,649.00 5,649.00 5,649.00 5,657.75
S1 5,614.25 5,614.25 5,672.00 5,631.50
S2 5,547.25 5,547.25 5,662.50
S3 5,445.50 5,512.50 5,653.25
S4 5,343.75 5,410.75 5,625.25
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 5,683.75 5,424.50 259.25 4.6% 70.25 1.2% 99% True False 408
10 5,683.75 5,217.75 466.00 8.2% 117.75 2.1% 99% True False 470
20 5,752.25 5,217.75 534.50 9.4% 104.00 1.8% 87% False False 311
40 5,844.00 5,217.75 626.25 11.0% 75.25 1.3% 74% False False 179
60 5,844.00 5,217.75 626.25 11.0% 58.75 1.0% 74% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,116.25
2.618 5,950.25
1.618 5,848.50
1.000 5,785.50
0.618 5,746.75
HIGH 5,683.75
0.618 5,645.00
0.500 5,633.00
0.382 5,620.75
LOW 5,582.00
0.618 5,519.00
1.000 5,480.25
1.618 5,417.25
2.618 5,315.50
4.250 5,149.50
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 5,665.00 5,647.25
PP 5,649.00 5,613.25
S1 5,633.00 5,579.50

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

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