E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 07-Apr-2023
Day Change Summary
Previous Current
06-Apr-2023 07-Apr-2023 Change Change % Previous Week
Open 4,150.00 4,159.75 9.75 0.2% 4,168.50
High 4,170.00 4,181.50 11.50 0.3% 4,207.50
Low 4,131.00 4,158.50 27.50 0.7% 4,131.00
Close 4,167.00 4,167.00 0.00 0.0% 4,167.00
Range 39.00 23.00 -16.00 -41.0% 76.50
ATR 62.53 59.71 -2.82 -4.5% 0.00
Volume 2,321 527 -1,794 -77.3% 10,326
Daily Pivots for day following 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,238.00 4,225.50 4,179.75
R3 4,215.00 4,202.50 4,173.25
R2 4,192.00 4,192.00 4,171.25
R1 4,179.50 4,179.50 4,169.00 4,185.75
PP 4,169.00 4,169.00 4,169.00 4,172.00
S1 4,156.50 4,156.50 4,165.00 4,162.75
S2 4,146.00 4,146.00 4,162.75
S3 4,123.00 4,133.50 4,160.75
S4 4,100.00 4,110.50 4,154.25
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,398.00 4,359.00 4,209.00
R3 4,321.50 4,282.50 4,188.00
R2 4,245.00 4,245.00 4,181.00
R1 4,206.00 4,206.00 4,174.00 4,187.25
PP 4,168.50 4,168.50 4,168.50 4,159.00
S1 4,129.50 4,129.50 4,160.00 4,110.75
S2 4,092.00 4,092.00 4,153.00
S3 4,015.50 4,053.00 4,146.00
S4 3,939.00 3,976.50 4,125.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,207.50 4,131.00 76.50 1.8% 38.00 0.9% 47% False False 2,065
10 4,207.50 4,015.00 192.50 4.6% 42.50 1.0% 79% False False 1,686
20 4,207.50 3,874.75 332.75 8.0% 68.00 1.6% 88% False False 1,573
40 4,262.50 3,874.75 387.75 9.3% 64.75 1.6% 75% False False 899
60 4,281.00 3,874.75 406.25 9.7% 64.00 1.5% 72% False False 627
80 4,281.00 3,857.00 424.00 10.2% 64.00 1.5% 73% False False 476
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.43
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 4,279.25
2.618 4,241.75
1.618 4,218.75
1.000 4,204.50
0.618 4,195.75
HIGH 4,181.50
0.618 4,172.75
0.500 4,170.00
0.382 4,167.25
LOW 4,158.50
0.618 4,144.25
1.000 4,135.50
1.618 4,121.25
2.618 4,098.25
4.250 4,060.75
Fisher Pivots for day following 07-Apr-2023
Pivot 1 day 3 day
R1 4,170.00 4,163.50
PP 4,169.00 4,159.75
S1 4,168.00 4,156.25

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

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