E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 4,375.75 4,414.00 38.25 0.9% 4,458.00
High 4,424.75 4,430.25 5.50 0.1% 4,462.00
Low 4,371.50 4,399.25 27.75 0.6% 4,381.50
Close 4,418.75 4,417.50 -1.25 0.0% 4,389.00
Range 53.25 31.00 -22.25 -41.8% 80.50
ATR 47.50 46.32 -1.18 -2.5% 0.00
Volume 1,512,256 1,689,461 177,205 11.7% 5,943,668
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,508.75 4,494.00 4,434.50
R3 4,477.75 4,463.00 4,426.00
R2 4,446.75 4,446.75 4,423.25
R1 4,432.00 4,432.00 4,420.25 4,439.50
PP 4,415.75 4,415.75 4,415.75 4,419.25
S1 4,401.00 4,401.00 4,414.75 4,408.50
S2 4,384.75 4,384.75 4,411.75
S3 4,353.75 4,370.00 4,409.00
S4 4,322.75 4,339.00 4,400.50
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 4,430.25 4,368.50 61.75 1.4% 39.50 0.9% 79% True False 1,551,825
10 4,493.75 4,368.50 125.25 2.8% 47.50 1.1% 39% False False 1,682,883
20 4,493.75 4,216.00 277.75 6.3% 45.75 1.0% 73% False False 1,161,865
40 4,493.75 4,098.25 395.50 9.0% 48.75 1.1% 81% False False 583,597
60 4,493.75 4,098.25 395.50 9.0% 47.25 1.1% 81% False False 389,845
80 4,493.75 3,874.75 619.00 14.0% 54.50 1.2% 88% False False 292,722
100 4,493.75 3,874.75 619.00 14.0% 55.25 1.3% 88% False False 234,196
120 4,493.75 3,874.75 619.00 14.0% 56.75 1.3% 88% False False 195,174
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.10
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,562.00
2.618 4,511.50
1.618 4,480.50
1.000 4,461.25
0.618 4,449.50
HIGH 4,430.25
0.618 4,418.50
0.500 4,414.75
0.382 4,411.00
LOW 4,399.25
0.618 4,380.00
1.000 4,368.25
1.618 4,349.00
2.618 4,318.00
4.250 4,267.50
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 4,416.50 4,411.50
PP 4,415.75 4,405.50
S1 4,414.75 4,399.50

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

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