You must also go to Posts > All Posts, hover under the post title of the posts that say "Sticky" next to the title, click Quick Edit, uncheck the option "Make this post sticky", click Update.
Also: Your front page takes too long to load, because you've got too many posts with too many images. First, endless scrolling isn't user friendly. Second, for users with a slow connection the browser will time out before loading all the images, and your visitors will see nice big empty spaces instead of the images. You should limit the number of posts per page to only a few in Settings>Reading, and use the read-more tag to truncate them.