E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 31-Jul-2025
Day Change Summary
Previous Current
30-Jul-2025 31-Jul-2025 Change Change % Previous Week
Open 6,404.00 6,435.50 31.50 0.5% 6,335.75
High 6,435.25 6,468.50 33.25 0.5% 6,431.00
Low 6,366.75 6,357.50 -9.25 -0.1% 6,318.75
Close 6,396.25 6,374.25 -22.00 -0.3% 6,425.00
Range 68.50 111.00 42.50 62.0% 112.25
ATR 55.78 59.73 3.94 7.1% 0.00
Volume 1,302,795 1,857,020 554,225 42.5% 5,171,619
Daily Pivots for day following 31-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,733.00 6,664.75 6,435.25
R3 6,622.00 6,553.75 6,404.75
R2 6,511.00 6,511.00 6,394.50
R1 6,442.75 6,442.75 6,384.50 6,421.50
PP 6,400.00 6,400.00 6,400.00 6,389.50
S1 6,331.75 6,331.75 6,364.00 6,310.50
S2 6,289.00 6,289.00 6,354.00
S3 6,178.00 6,220.75 6,343.75
S4 6,067.00 6,109.75 6,313.25
Weekly Pivots for week ending 25-Jul-2025
Classic Woodie Camarilla DeMark
R4 6,728.25 6,689.00 6,486.75
R3 6,616.00 6,576.75 6,455.75
R2 6,503.75 6,503.75 6,445.50
R1 6,464.50 6,464.50 6,435.25 6,484.00
PP 6,391.50 6,391.50 6,391.50 6,401.50
S1 6,352.25 6,352.25 6,414.75 6,372.00
S2 6,279.25 6,279.25 6,404.50
S3 6,167.00 6,240.00 6,394.25
S4 6,054.75 6,127.75 6,363.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,468.50 6,357.50 111.00 1.7% 61.00 1.0% 15% True True 1,216,965
10 6,468.50 6,318.75 149.75 2.3% 51.00 0.8% 37% True False 1,147,689
20 6,468.50 6,241.00 227.50 3.6% 54.00 0.8% 59% True False 1,128,784
40 6,468.50 5,959.00 509.50 8.0% 60.75 1.0% 82% True False 972,738
60 6,468.50 5,644.00 824.50 12.9% 69.25 1.1% 89% True False 650,703
80 6,468.50 4,876.25 1,592.25 25.0% 99.75 1.6% 94% True False 489,303
100 6,468.50 4,876.25 1,592.25 25.0% 104.50 1.6% 94% True False 391,836
120 6,468.50 4,876.25 1,592.25 25.0% 102.25 1.6% 94% True False 326,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.95
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,940.25
2.618 6,759.00
1.618 6,648.00
1.000 6,579.50
0.618 6,537.00
HIGH 6,468.50
0.618 6,426.00
0.500 6,413.00
0.382 6,400.00
LOW 6,357.50
0.618 6,289.00
1.000 6,246.50
1.618 6,178.00
2.618 6,067.00
4.250 5,885.75
Fisher Pivots for day following 31-Jul-2025
Pivot 1 day 3 day
R1 6,413.00 6,413.00
PP 6,400.00 6,400.00
S1 6,387.25 6,387.25

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

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