E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 4,237.25 4,200.50 -36.75 -0.9% 4,122.75
High 4,268.00 4,204.00 -64.00 -1.5% 4,281.00
Low 4,208.50 4,181.00 -27.50 -0.7% 4,083.00
Close 4,222.75 4,199.75 -23.00 -0.5% 4,222.75
Range 59.50 23.00 -36.50 -61.3% 198.00
ATR 66.11 64.37 -1.74 -2.6% 0.00
Volume 42 166 124 295.2% 562
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,264.00 4,254.75 4,212.50
R3 4,241.00 4,231.75 4,206.00
R2 4,218.00 4,218.00 4,204.00
R1 4,208.75 4,208.75 4,201.75 4,202.00
PP 4,195.00 4,195.00 4,195.00 4,191.50
S1 4,185.75 4,185.75 4,197.75 4,179.00
S2 4,172.00 4,172.00 4,195.50
S3 4,149.00 4,162.75 4,193.50
S4 4,126.00 4,139.75 4,187.00
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 4,789.50 4,704.25 4,331.75
R3 4,591.50 4,506.25 4,277.25
R2 4,393.50 4,393.50 4,259.00
R1 4,308.25 4,308.25 4,241.00 4,351.00
PP 4,195.50 4,195.50 4,195.50 4,217.00
S1 4,110.25 4,110.25 4,204.50 4,153.00
S2 3,997.50 3,997.50 4,186.50
S3 3,799.50 3,912.25 4,168.25
S4 3,601.50 3,714.25 4,113.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,281.00 4,083.00 198.00 4.7% 68.25 1.6% 59% False False 144
10 4,281.00 4,034.75 246.25 5.9% 58.00 1.4% 67% False False 92
20 4,281.00 3,961.00 320.00 7.6% 59.50 1.4% 75% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 12.65
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4,301.75
2.618 4,264.25
1.618 4,241.25
1.000 4,227.00
0.618 4,218.25
HIGH 4,204.00
0.618 4,195.25
0.500 4,192.50
0.382 4,189.75
LOW 4,181.00
0.618 4,166.75
1.000 4,158.00
1.618 4,143.75
2.618 4,120.75
4.250 4,083.25
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 4,197.25 4,231.00
PP 4,195.00 4,220.50
S1 4,192.50 4,210.25

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

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