E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 5,748.50 5,720.00 -28.50 -0.5% 5,698.00
High 5,777.75 5,774.75 -3.00 -0.1% 5,777.75
Low 5,698.50 5,720.00 21.50 0.4% 5,680.00
Close 5,707.50 5,766.00 58.50 1.0% 5,766.00
Range 79.25 54.75 -24.50 -30.9% 97.75
ATR 82.81 81.70 -1.11 -1.3% 0.00
Volume 86 102 16 18.6% 461
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,917.75 5,896.75 5,796.00
R3 5,863.00 5,842.00 5,781.00
R2 5,808.25 5,808.25 5,776.00
R1 5,787.25 5,787.25 5,771.00 5,797.75
PP 5,753.50 5,753.50 5,753.50 5,759.00
S1 5,732.50 5,732.50 5,761.00 5,743.00
S2 5,698.75 5,698.75 5,756.00
S3 5,644.00 5,677.75 5,751.00
S4 5,589.25 5,623.00 5,736.00
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,034.50 5,998.00 5,819.75
R3 5,936.75 5,900.25 5,793.00
R2 5,839.00 5,839.00 5,784.00
R1 5,802.50 5,802.50 5,775.00 5,820.75
PP 5,741.25 5,741.25 5,741.25 5,750.50
S1 5,704.75 5,704.75 5,757.00 5,723.00
S2 5,643.50 5,643.50 5,748.00
S3 5,545.75 5,607.00 5,739.00
S4 5,448.00 5,509.25 5,712.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,777.75 5,680.00 97.75 1.7% 55.00 1.0% 88% False False 92
10 5,777.75 5,454.25 323.50 5.6% 61.00 1.1% 96% False False 257
20 5,777.75 5,217.75 560.00 9.7% 96.75 1.7% 98% False False 299
40 5,844.00 5,217.75 626.25 10.9% 78.50 1.4% 88% False False 198
60 5,844.00 5,217.75 626.25 10.9% 62.00 1.1% 88% False False 137
80 5,844.00 5,213.75 630.25 10.9% 49.25 0.9% 88% False False 106
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,007.50
2.618 5,918.00
1.618 5,863.25
1.000 5,829.50
0.618 5,808.50
HIGH 5,774.75
0.618 5,753.75
0.500 5,747.50
0.382 5,741.00
LOW 5,720.00
0.618 5,686.25
1.000 5,665.25
1.618 5,631.50
2.618 5,576.75
4.250 5,487.25
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 5,759.75 5,756.75
PP 5,753.50 5,747.50
S1 5,747.50 5,738.00

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

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