E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 10-Apr-2023
Day Change Summary
Previous Current
07-Apr-2023 10-Apr-2023 Change Change % Previous Week
Open 4,159.75 4,174.00 14.25 0.3% 4,168.50
High 4,181.50 4,178.00 -3.50 -0.1% 4,207.50
Low 4,158.50 4,135.00 -23.50 -0.6% 4,131.00
Close 4,167.00 4,173.00 6.00 0.1% 4,167.00
Range 23.00 43.00 20.00 87.0% 76.50
ATR 59.71 58.51 -1.19 -2.0% 0.00
Volume 527 1,246 719 136.4% 10,326
Daily Pivots for day following 10-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,291.00 4,275.00 4,196.75
R3 4,248.00 4,232.00 4,184.75
R2 4,205.00 4,205.00 4,181.00
R1 4,189.00 4,189.00 4,177.00 4,175.50
PP 4,162.00 4,162.00 4,162.00 4,155.25
S1 4,146.00 4,146.00 4,169.00 4,132.50
S2 4,119.00 4,119.00 4,165.00
S3 4,076.00 4,103.00 4,161.25
S4 4,033.00 4,060.00 4,149.25
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% 39.75 1.0% 55% False False 1,762
10 4,207.50 4,015.00 192.50 4.6% 43.00 1.0% 82% False False 1,650
20 4,207.50 3,896.00 311.50 7.5% 63.50 1.5% 89% False False 1,601
40 4,262.50 3,874.75 387.75 9.3% 65.00 1.6% 77% False False 929
60 4,281.00 3,874.75 406.25 9.7% 63.75 1.5% 73% False False 647
80 4,281.00 3,857.00 424.00 10.2% 64.00 1.5% 75% False False 491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,360.75
2.618 4,290.50
1.618 4,247.50
1.000 4,221.00
0.618 4,204.50
HIGH 4,178.00
0.618 4,161.50
0.500 4,156.50
0.382 4,151.50
LOW 4,135.00
0.618 4,108.50
1.000 4,092.00
1.618 4,065.50
2.618 4,022.50
4.250 3,952.25
Fisher Pivots for day following 10-Apr-2023
Pivot 1 day 3 day
R1 4,167.50 4,167.50
PP 4,162.00 4,161.75
S1 4,156.50 4,156.25

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

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