E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 4,184.25 4,165.00 -19.25 -0.5% 4,186.25
High 4,189.00 4,217.50 28.50 0.7% 4,211.00
Low 4,158.50 4,160.75 2.25 0.1% 4,150.00
Close 4,161.25 4,210.25 49.00 1.2% 4,176.25
Range 30.50 56.75 26.25 86.1% 61.00
ATR 49.90 50.39 0.49 1.0% 0.00
Volume 3,130 4,244 1,114 35.6% 17,821
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 4,366.50 4,345.00 4,241.50
R3 4,309.75 4,288.25 4,225.75
R2 4,253.00 4,253.00 4,220.75
R1 4,231.50 4,231.50 4,215.50 4,242.25
PP 4,196.25 4,196.25 4,196.25 4,201.50
S1 4,174.75 4,174.75 4,205.00 4,185.50
S2 4,139.50 4,139.50 4,199.75
S3 4,082.75 4,118.00 4,194.75
S4 4,026.00 4,061.25 4,179.00
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 4,362.00 4,330.25 4,209.75
R3 4,301.00 4,269.25 4,193.00
R2 4,240.00 4,240.00 4,187.50
R1 4,208.25 4,208.25 4,181.75 4,193.50
PP 4,179.00 4,179.00 4,179.00 4,171.75
S1 4,147.25 4,147.25 4,170.75 4,132.50
S2 4,118.00 4,118.00 4,165.00
S3 4,057.00 4,086.25 4,159.50
S4 3,996.00 4,025.25 4,142.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,217.50 4,150.00 67.50 1.6% 43.50 1.0% 89% True False 3,941
10 4,217.50 4,098.25 119.25 2.8% 46.50 1.1% 94% True False 3,394
20 4,245.00 4,098.25 146.75 3.5% 50.50 1.2% 76% False False 3,177
40 4,245.00 3,966.75 278.25 6.6% 48.75 1.2% 88% False False 2,492
60 4,245.00 3,874.75 370.25 8.8% 58.00 1.4% 91% False False 1,917
80 4,281.00 3,874.75 406.25 9.6% 59.00 1.4% 83% False False 1,458
100 4,281.00 3,873.50 407.50 9.7% 59.50 1.4% 83% False False 1,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,458.75
2.618 4,366.00
1.618 4,309.25
1.000 4,274.25
0.618 4,252.50
HIGH 4,217.50
0.618 4,195.75
0.500 4,189.00
0.382 4,182.50
LOW 4,160.75
0.618 4,125.75
1.000 4,104.00
1.618 4,069.00
2.618 4,012.25
4.250 3,919.50
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 4,203.25 4,202.75
PP 4,196.25 4,195.50
S1 4,189.00 4,188.00

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

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