E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 4,423.75 4,435.25 11.50 0.3% 4,390.00
High 4,438.00 4,498.00 60.00 1.4% 4,498.00
Low 4,409.75 4,433.00 23.25 0.5% 4,368.50
Close 4,435.75 4,488.25 52.50 1.2% 4,488.25
Range 28.25 65.00 36.75 130.1% 129.50
ATR 45.03 46.46 1.43 3.2% 0.00
Volume 1,628,750 1,774,940 146,190 9.0% 8,227,823
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,668.00 4,643.25 4,524.00
R3 4,603.00 4,578.25 4,506.00
R2 4,538.00 4,538.00 4,500.25
R1 4,513.25 4,513.25 4,494.25 4,525.50
PP 4,473.00 4,473.00 4,473.00 4,479.25
S1 4,448.25 4,448.25 4,482.25 4,460.50
S2 4,408.00 4,408.00 4,476.25
S3 4,343.00 4,383.25 4,470.50
S4 4,278.00 4,318.25 4,452.50
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,840.00 4,793.75 4,559.50
R3 4,710.50 4,664.25 4,523.75
R2 4,581.00 4,581.00 4,512.00
R1 4,534.75 4,534.75 4,500.00 4,558.00
PP 4,451.50 4,451.50 4,451.50 4,463.25
S1 4,405.25 4,405.25 4,476.50 4,428.50
S2 4,322.00 4,322.00 4,464.50
S3 4,192.50 4,275.75 4,452.75
S4 4,063.00 4,146.25 4,417.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,498.00 4,368.50 129.50 2.9% 42.50 0.9% 92% True False 1,645,564
10 4,498.00 4,368.50 129.50 2.9% 42.00 0.9% 92% True False 1,606,659
20 4,498.00 4,269.50 228.50 5.1% 45.00 1.0% 96% True False 1,329,911
40 4,498.00 4,098.25 399.75 8.9% 47.25 1.1% 98% True False 668,532
60 4,498.00 4,098.25 399.75 8.9% 47.25 1.1% 98% True False 446,495
80 4,498.00 3,874.75 623.25 13.9% 54.25 1.2% 98% True False 335,261
100 4,498.00 3,874.75 623.25 13.9% 55.00 1.2% 98% True False 268,229
120 4,498.00 3,874.75 623.25 13.9% 56.00 1.2% 98% True False 223,538
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 9.60
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,774.25
2.618 4,668.25
1.618 4,603.25
1.000 4,563.00
0.618 4,538.25
HIGH 4,498.00
0.618 4,473.25
0.500 4,465.50
0.382 4,457.75
LOW 4,433.00
0.618 4,392.75
1.000 4,368.00
1.618 4,327.75
2.618 4,262.75
4.250 4,156.75
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 4,480.75 4,475.00
PP 4,473.00 4,461.75
S1 4,465.50 4,448.50

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

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