E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 5,586.00 5,689.75 103.75 1.9% 5,476.00
High 5,683.75 5,698.50 14.75 0.3% 5,698.50
Low 5,582.00 5,651.25 69.25 1.2% 5,454.25
Close 5,681.25 5,692.25 11.00 0.2% 5,692.25
Range 101.75 47.25 -54.50 -53.6% 244.25
ATR 95.70 92.24 -3.46 -3.6% 0.00
Volume 660 343 -317 -48.0% 2,114
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,822.50 5,804.50 5,718.25
R3 5,775.25 5,757.25 5,705.25
R2 5,728.00 5,728.00 5,701.00
R1 5,710.00 5,710.00 5,696.50 5,719.00
PP 5,680.75 5,680.75 5,680.75 5,685.00
S1 5,662.75 5,662.75 5,688.00 5,671.75
S2 5,633.50 5,633.50 5,683.50
S3 5,586.25 5,615.50 5,679.25
S4 5,539.00 5,568.25 5,666.25
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,347.75 6,264.25 5,826.50
R3 6,103.50 6,020.00 5,759.50
R2 5,859.25 5,859.25 5,737.00
R1 5,775.75 5,775.75 5,714.75 5,817.50
PP 5,615.00 5,615.00 5,615.00 5,636.00
S1 5,531.50 5,531.50 5,669.75 5,573.25
S2 5,370.75 5,370.75 5,647.50
S3 5,126.50 5,287.25 5,625.00
S4 4,882.25 5,043.00 5,558.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,698.50 5,454.25 244.25 4.3% 66.75 1.2% 97% True False 422
10 5,698.50 5,217.75 480.75 8.4% 109.00 1.9% 99% True False 477
20 5,752.25 5,217.75 534.50 9.4% 103.00 1.8% 89% False False 317
40 5,844.00 5,217.75 626.25 11.0% 75.25 1.3% 76% False False 187
60 5,844.00 5,217.75 626.25 11.0% 59.25 1.0% 76% False False 134
80 5,844.00 5,213.75 630.25 11.1% 46.00 0.8% 76% False False 100
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 23.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,899.25
2.618 5,822.25
1.618 5,775.00
1.000 5,745.75
0.618 5,727.75
HIGH 5,698.50
0.618 5,680.50
0.500 5,675.00
0.382 5,669.25
LOW 5,651.25
0.618 5,622.00
1.000 5,604.00
1.618 5,574.75
2.618 5,527.50
4.250 5,450.50
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 5,686.50 5,669.00
PP 5,680.75 5,646.00
S1 5,675.00 5,623.00

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

View Archives - Comment on this page... - Back to Index of Symbols