E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 28-Aug-2024
Day Change Summary
Previous Current
27-Aug-2024 28-Aug-2024 Change Change % Previous Week
Open 5,748.00 5,750.75 2.75 0.0% 5,698.00
High 5,763.50 5,764.25 0.75 0.0% 5,777.75
Low 5,725.50 5,690.50 -35.00 -0.6% 5,680.00
Close 5,758.50 5,723.25 -35.25 -0.6% 5,766.00
Range 38.00 73.75 35.75 94.1% 97.75
ATR 76.31 76.13 -0.18 -0.2% 0.00
Volume 121 201 80 66.1% 461
Daily Pivots for day following 28-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,947.25 5,909.00 5,763.75
R3 5,873.50 5,835.25 5,743.50
R2 5,799.75 5,799.75 5,736.75
R1 5,761.50 5,761.50 5,730.00 5,743.75
PP 5,726.00 5,726.00 5,726.00 5,717.00
S1 5,687.75 5,687.75 5,716.50 5,670.00
S2 5,652.25 5,652.25 5,709.75
S3 5,578.50 5,614.00 5,703.00
S4 5,504.75 5,540.25 5,682.75
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 5,781.75 5,690.50 91.25 1.6% 58.75 1.0% 36% False True 131
10 5,781.75 5,582.00 199.75 3.5% 58.25 1.0% 71% False False 193
20 5,781.75 5,217.75 564.00 9.9% 91.00 1.6% 90% False False 306
40 5,844.00 5,217.75 626.25 10.9% 78.50 1.4% 81% False False 210
60 5,844.00 5,217.75 626.25 10.9% 63.00 1.1% 81% False False 145
80 5,844.00 5,217.75 626.25 10.9% 50.75 0.9% 81% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.83
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,077.75
2.618 5,957.25
1.618 5,883.50
1.000 5,838.00
0.618 5,809.75
HIGH 5,764.25
0.618 5,736.00
0.500 5,727.50
0.382 5,718.75
LOW 5,690.50
0.618 5,645.00
1.000 5,616.75
1.618 5,571.25
2.618 5,497.50
4.250 5,377.00
Fisher Pivots for day following 28-Aug-2024
Pivot 1 day 3 day
R1 5,727.50 5,736.00
PP 5,726.00 5,731.75
S1 5,724.50 5,727.50

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

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