E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 4,390.00 4,375.75 -14.25 -0.3% 4,458.00
High 4,403.00 4,424.75 21.75 0.5% 4,462.00
Low 4,368.50 4,371.50 3.00 0.1% 4,381.50
Close 4,370.25 4,418.75 48.50 1.1% 4,389.00
Range 34.50 53.25 18.75 54.3% 80.50
ATR 46.96 47.50 0.54 1.1% 0.00
Volume 1,622,416 1,512,256 -110,160 -6.8% 5,943,668
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,564.75 4,545.00 4,448.00
R3 4,511.50 4,491.75 4,433.50
R2 4,458.25 4,458.25 4,428.50
R1 4,438.50 4,438.50 4,423.75 4,448.50
PP 4,405.00 4,405.00 4,405.00 4,410.00
S1 4,385.25 4,385.25 4,413.75 4,395.00
S2 4,351.75 4,351.75 4,409.00
S3 4,298.50 4,332.00 4,404.00
S4 4,245.25 4,278.75 4,389.50
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,652.25 4,601.25 4,433.25
R3 4,571.75 4,520.75 4,411.25
R2 4,491.25 4,491.25 4,403.75
R1 4,440.25 4,440.25 4,396.50 4,425.50
PP 4,410.75 4,410.75 4,410.75 4,403.50
S1 4,359.75 4,359.75 4,381.50 4,345.00
S2 4,330.25 4,330.25 4,374.25
S3 4,249.75 4,279.25 4,366.75
S4 4,169.25 4,198.75 4,344.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,438.50 4,368.50 70.00 1.6% 40.25 0.9% 72% False False 1,507,584
10 4,493.75 4,368.50 125.25 2.8% 48.50 1.1% 40% False False 1,765,838
20 4,493.75 4,216.00 277.75 6.3% 46.25 1.0% 73% False False 1,078,042
40 4,493.75 4,098.25 395.50 9.0% 48.75 1.1% 81% False False 541,421
60 4,493.75 4,098.25 395.50 9.0% 47.25 1.1% 81% False False 361,733
80 4,493.75 3,874.75 619.00 14.0% 54.50 1.2% 88% False False 271,605
100 4,493.75 3,874.75 619.00 14.0% 55.50 1.3% 88% False False 217,302
120 4,493.75 3,874.75 619.00 14.0% 57.00 1.3% 88% False False 181,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,651.00
2.618 4,564.25
1.618 4,511.00
1.000 4,478.00
0.618 4,457.75
HIGH 4,424.75
0.618 4,404.50
0.500 4,398.00
0.382 4,391.75
LOW 4,371.50
0.618 4,338.50
1.000 4,318.25
1.618 4,285.25
2.618 4,232.00
4.250 4,145.25
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 4,412.00 4,411.50
PP 4,405.00 4,404.50
S1 4,398.00 4,397.50

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

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