E-mini S&P 500 Future September 2025


Trading Metrics calculated at close of trading on 01-Aug-2025
Day Change Summary
Previous Current
31-Jul-2025 01-Aug-2025 Change Change % Previous Week
Open 6,435.50 6,359.50 -76.00 -1.2% 6,450.00
High 6,468.50 6,373.50 -95.00 -1.5% 6,468.50
Low 6,357.50 6,239.50 -118.00 -1.9% 6,239.50
Close 6,374.25 6,264.50 -109.75 -1.7% 6,264.50
Range 111.00 134.00 23.00 20.7% 229.00
ATR 59.73 65.08 5.36 9.0% 0.00
Volume 1,857,020 2,287,699 430,679 23.2% 7,542,668
Daily Pivots for day following 01-Aug-2025
Classic Woodie Camarilla DeMark
R4 6,694.50 6,613.50 6,338.25
R3 6,560.50 6,479.50 6,301.25
R2 6,426.50 6,426.50 6,289.00
R1 6,345.50 6,345.50 6,276.75 6,319.00
PP 6,292.50 6,292.50 6,292.50 6,279.25
S1 6,211.50 6,211.50 6,252.25 6,185.00
S2 6,158.50 6,158.50 6,240.00
S3 6,024.50 6,077.50 6,227.75
S4 5,890.50 5,943.50 6,190.75
Weekly Pivots for week ending 01-Aug-2025
Classic Woodie Camarilla DeMark
R4 7,011.25 6,866.75 6,390.50
R3 6,782.25 6,637.75 6,327.50
R2 6,553.25 6,553.25 6,306.50
R1 6,408.75 6,408.75 6,285.50 6,366.50
PP 6,324.25 6,324.25 6,324.25 6,303.00
S1 6,179.75 6,179.75 6,243.50 6,137.50
S2 6,095.25 6,095.25 6,222.50
S3 5,866.25 5,950.75 6,201.50
S4 5,637.25 5,721.75 6,138.50
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 6,239.50 229.00 3.7% 81.75 1.3% 11% False True 1,508,533
10 6,468.50 6,239.50 229.00 3.7% 61.00 1.0% 11% False True 1,271,428
20 6,468.50 6,239.50 229.00 3.7% 57.75 0.9% 11% False True 1,205,619
40 6,468.50 5,959.00 509.50 8.1% 63.50 1.0% 60% False False 1,029,637
60 6,468.50 5,644.00 824.50 13.2% 70.50 1.1% 75% False False 688,774
80 6,468.50 4,911.50 1,557.00 24.9% 96.00 1.5% 87% False False 517,698
100 6,468.50 4,876.25 1,592.25 25.4% 104.00 1.7% 87% False False 414,711
120 6,468.50 4,876.25 1,592.25 25.4% 102.75 1.6% 87% False False 345,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.90
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 6,943.00
2.618 6,724.25
1.618 6,590.25
1.000 6,507.50
0.618 6,456.25
HIGH 6,373.50
0.618 6,322.25
0.500 6,306.50
0.382 6,290.75
LOW 6,239.50
0.618 6,156.75
1.000 6,105.50
1.618 6,022.75
2.618 5,888.75
4.250 5,670.00
Fisher Pivots for day following 01-Aug-2025
Pivot 1 day 3 day
R1 6,306.50 6,354.00
PP 6,292.50 6,324.25
S1 6,278.50 6,294.25

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

View Archives - Comment on this page... - Back to Index of Symbols