E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 5,698.00 5,744.50 46.50 0.8% 5,476.00
High 5,744.50 5,757.00 12.50 0.2% 5,698.50
Low 5,680.00 5,721.50 41.50 0.7% 5,454.25
Close 5,744.25 5,734.00 -10.25 -0.2% 5,692.25
Range 64.50 35.50 -29.00 -45.0% 244.25
ATR 90.25 86.34 -3.91 -4.3% 0.00
Volume 83 94 11 13.3% 2,114
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,844.00 5,824.50 5,753.50
R3 5,808.50 5,789.00 5,743.75
R2 5,773.00 5,773.00 5,740.50
R1 5,753.50 5,753.50 5,737.25 5,745.50
PP 5,737.50 5,737.50 5,737.50 5,733.50
S1 5,718.00 5,718.00 5,730.75 5,710.00
S2 5,702.00 5,702.00 5,727.50
S3 5,666.50 5,682.50 5,724.25
S4 5,631.00 5,647.00 5,714.50
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 5,757.00 5,547.25 209.75 3.7% 59.25 1.0% 89% True False 313
10 5,757.00 5,282.25 474.75 8.3% 84.00 1.5% 95% True False 339
20 5,757.00 5,217.75 539.25 9.4% 103.00 1.8% 96% True False 310
40 5,844.00 5,217.75 626.25 10.9% 76.50 1.3% 82% False False 192
60 5,844.00 5,217.75 626.25 10.9% 59.75 1.0% 82% False False 132
80 5,844.00 5,213.75 630.25 11.0% 47.25 0.8% 83% False False 102
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 19.70
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 5,908.00
2.618 5,850.00
1.618 5,814.50
1.000 5,792.50
0.618 5,779.00
HIGH 5,757.00
0.618 5,743.50
0.500 5,739.25
0.382 5,735.00
LOW 5,721.50
0.618 5,699.50
1.000 5,686.00
1.618 5,664.00
2.618 5,628.50
4.250 5,570.50
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 5,739.25 5,724.00
PP 5,737.50 5,714.00
S1 5,735.75 5,704.00

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

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