E-mini S&P 500 Future March 2025


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 5,645.00 5,641.00 -4.00 -0.1% 5,769.00
High 5,674.25 5,665.75 -8.50 -0.1% 5,781.75
Low 5,619.25 5,600.00 -19.25 -0.3% 5,674.75
Close 5,639.50 5,621.50 -18.00 -0.3% 5,776.50
Range 55.00 65.75 10.75 19.5% 107.00
ATR 80.88 79.80 -1.08 -1.3% 0.00
Volume 325 165 -160 -49.2% 1,088
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 5,826.25 5,789.75 5,657.75
R3 5,760.50 5,724.00 5,639.50
R2 5,694.75 5,694.75 5,633.50
R1 5,658.25 5,658.25 5,627.50 5,643.50
PP 5,629.00 5,629.00 5,629.00 5,621.75
S1 5,592.50 5,592.50 5,615.50 5,578.00
S2 5,563.25 5,563.25 5,609.50
S3 5,497.50 5,526.75 5,603.50
S4 5,431.75 5,461.00 5,585.25
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,065.25 6,028.00 5,835.25
R3 5,958.25 5,921.00 5,806.00
R2 5,851.25 5,851.25 5,796.00
R1 5,814.00 5,814.00 5,786.25 5,832.50
PP 5,744.25 5,744.25 5,744.25 5,753.75
S1 5,707.00 5,707.00 5,766.75 5,725.50
S2 5,637.25 5,637.25 5,757.00
S3 5,530.25 5,600.00 5,747.00
S4 5,423.25 5,493.00 5,717.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,783.75 5,600.00 183.75 3.3% 89.25 1.6% 12% False True 280
10 5,783.75 5,600.00 183.75 3.3% 74.00 1.3% 12% False True 205
20 5,783.75 5,282.25 501.50 8.9% 73.00 1.3% 68% False False 244
40 5,844.00 5,217.75 626.25 11.1% 85.75 1.5% 64% False False 234
60 5,844.00 5,217.75 626.25 11.1% 68.75 1.2% 64% False False 167
80 5,844.00 5,217.75 626.25 11.1% 55.75 1.0% 64% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 17.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,945.25
2.618 5,838.00
1.618 5,772.25
1.000 5,731.50
0.618 5,706.50
HIGH 5,665.75
0.618 5,640.75
0.500 5,633.00
0.382 5,625.00
LOW 5,600.00
0.618 5,559.25
1.000 5,534.25
1.618 5,493.50
2.618 5,427.75
4.250 5,320.50
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 5,633.00 5,692.00
PP 5,629.00 5,668.50
S1 5,625.25 5,645.00

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

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