E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 09-May-2023
Day Change Summary
Previous Current
08-May-2023 09-May-2023 Change Change % Previous Week
Open 4,186.25 4,188.50 2.25 0.1% 4,226.00
High 4,198.75 4,190.50 -8.25 -0.2% 4,245.00
Low 4,176.00 4,169.25 -6.75 -0.2% 4,098.25
Close 4,190.75 4,172.00 -18.75 -0.4% 4,187.75
Range 22.75 21.25 -1.50 -6.6% 146.75
ATR 55.27 52.86 -2.41 -4.4% 0.00
Volume 1,896 1,567 -329 -17.4% 14,762
Daily Pivots for day following 09-May-2023
Classic Woodie Camarilla DeMark
R4 4,241.00 4,227.75 4,183.75
R3 4,219.75 4,206.50 4,177.75
R2 4,198.50 4,198.50 4,176.00
R1 4,185.25 4,185.25 4,174.00 4,181.25
PP 4,177.25 4,177.25 4,177.25 4,175.25
S1 4,164.00 4,164.00 4,170.00 4,160.00
S2 4,156.00 4,156.00 4,168.00
S3 4,134.75 4,142.75 4,166.25
S4 4,113.50 4,121.50 4,160.25
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 4,617.25 4,549.25 4,268.50
R3 4,470.50 4,402.50 4,228.00
R2 4,323.75 4,323.75 4,214.75
R1 4,255.75 4,255.75 4,201.25 4,216.50
PP 4,177.00 4,177.00 4,177.00 4,157.25
S1 4,109.00 4,109.00 4,174.25 4,069.50
S2 4,030.25 4,030.25 4,160.75
S3 3,883.50 3,962.25 4,147.50
S4 3,736.75 3,815.50 4,107.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,205.00 4,098.25 106.75 2.6% 51.75 1.2% 69% False False 2,271
10 4,245.00 4,098.25 146.75 3.5% 57.25 1.4% 50% False False 2,941
20 4,245.00 4,098.25 146.75 3.5% 50.50 1.2% 50% False False 2,590
40 4,245.00 3,896.00 349.00 8.4% 55.50 1.3% 79% False False 2,129
60 4,262.50 3,874.75 387.75 9.3% 59.25 1.4% 77% False False 1,516
80 4,281.00 3,874.75 406.25 9.7% 60.00 1.4% 73% False False 1,158
100 4,281.00 3,857.00 424.00 10.2% 61.00 1.5% 74% False False 931
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.15
Narrowest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 4,280.75
2.618 4,246.25
1.618 4,225.00
1.000 4,211.75
0.618 4,203.75
HIGH 4,190.50
0.618 4,182.50
0.500 4,180.00
0.382 4,177.25
LOW 4,169.25
0.618 4,156.00
1.000 4,148.00
1.618 4,134.75
2.618 4,113.50
4.250 4,079.00
Fisher Pivots for day following 09-May-2023
Pivot 1 day 3 day
R1 4,180.00 4,167.00
PP 4,177.25 4,162.00
S1 4,174.50 4,157.00

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

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