E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 4,188.50 4,175.75 -12.75 -0.3% 4,226.00
High 4,190.50 4,211.00 20.50 0.5% 4,245.00
Low 4,169.25 4,150.00 -19.25 -0.5% 4,098.25
Close 4,172.00 4,190.00 18.00 0.4% 4,187.75
Range 21.25 61.00 39.75 187.1% 146.75
ATR 52.86 53.44 0.58 1.1% 0.00
Volume 1,567 4,698 3,131 199.8% 14,762
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 4,366.75 4,339.25 4,223.50
R3 4,305.75 4,278.25 4,206.75
R2 4,244.75 4,244.75 4,201.25
R1 4,217.25 4,217.25 4,195.50 4,231.00
PP 4,183.75 4,183.75 4,183.75 4,190.50
S1 4,156.25 4,156.25 4,184.50 4,170.00
S2 4,122.75 4,122.75 4,178.75
S3 4,061.75 4,095.25 4,173.25
S4 4,000.75 4,034.25 4,156.50
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 4,211.00 4,098.25 112.75 2.7% 49.50 1.2% 81% True False 2,848
10 4,245.00 4,098.25 146.75 3.5% 58.75 1.4% 63% False False 3,098
20 4,245.00 4,098.25 146.75 3.5% 50.50 1.2% 63% False False 2,669
40 4,245.00 3,925.00 320.00 7.6% 54.50 1.3% 83% False False 2,204
60 4,245.00 3,874.75 370.25 8.8% 59.00 1.4% 85% False False 1,593
80 4,281.00 3,874.75 406.25 9.7% 60.25 1.4% 78% False False 1,215
100 4,281.00 3,857.00 424.00 10.1% 60.50 1.4% 79% False False 978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,470.25
2.618 4,370.75
1.618 4,309.75
1.000 4,272.00
0.618 4,248.75
HIGH 4,211.00
0.618 4,187.75
0.500 4,180.50
0.382 4,173.25
LOW 4,150.00
0.618 4,112.25
1.000 4,089.00
1.618 4,051.25
2.618 3,990.25
4.250 3,890.75
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 4,186.75 4,186.75
PP 4,183.75 4,183.75
S1 4,180.50 4,180.50

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

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