E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 4,095.00 4,155.00 60.00 1.5% 4,058.25
High 4,161.75 4,234.25 72.50 1.7% 4,180.00
Low 4,083.00 4,122.75 39.75 1.0% 4,034.75
Close 4,161.75 4,204.50 42.75 1.0% 4,156.00
Range 78.75 111.50 32.75 41.6% 145.25
ATR 62.35 65.86 3.51 5.6% 0.00
Volume 82 407 325 396.3% 216
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,521.75 4,474.50 4,265.75
R3 4,410.25 4,363.00 4,235.25
R2 4,298.75 4,298.75 4,225.00
R1 4,251.50 4,251.50 4,214.75 4,275.00
PP 4,187.25 4,187.25 4,187.25 4,199.00
S1 4,140.00 4,140.00 4,194.25 4,163.50
S2 4,075.75 4,075.75 4,184.00
S3 3,964.25 4,028.50 4,173.75
S4 3,852.75 3,917.00 4,143.25
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,559.25 4,503.00 4,236.00
R3 4,414.00 4,357.75 4,196.00
R2 4,268.75 4,268.75 4,182.75
R1 4,212.50 4,212.50 4,169.25 4,240.50
PP 4,123.50 4,123.50 4,123.50 4,137.75
S1 4,067.25 4,067.25 4,142.75 4,095.50
S2 3,978.25 3,978.25 4,129.25
S3 3,833.00 3,922.00 4,116.00
S4 3,687.75 3,776.75 4,076.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,234.25 4,083.00 151.25 3.6% 63.75 1.5% 80% True False 117
10 4,234.25 3,971.50 262.75 6.2% 62.50 1.5% 89% True False 86
20 4,234.25 3,888.00 346.25 8.2% 63.00 1.5% 91% True False 67
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 11.40
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4,708.00
2.618 4,526.25
1.618 4,414.75
1.000 4,345.75
0.618 4,303.25
HIGH 4,234.25
0.618 4,191.75
0.500 4,178.50
0.382 4,165.25
LOW 4,122.75
0.618 4,053.75
1.000 4,011.25
1.618 3,942.25
2.618 3,830.75
4.250 3,649.00
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 4,195.75 4,189.25
PP 4,187.25 4,174.00
S1 4,178.50 4,158.50

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

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