E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 03-Jul-2023
Day Change Summary
Previous Current
30-Jun-2023 03-Jul-2023 Change Change % Previous Week
Open 4,435.25 4,485.50 50.25 1.1% 4,390.00
High 4,498.00 4,494.00 -4.00 -0.1% 4,498.00
Low 4,433.00 4,479.50 46.50 1.0% 4,368.50
Close 4,488.25 4,492.25 4.00 0.1% 4,488.25
Range 65.00 14.50 -50.50 -77.7% 129.50
ATR 46.46 44.18 -2.28 -4.9% 0.00
Volume 1,774,940 641,289 -1,133,651 -63.9% 8,227,823
Daily Pivots for day following 03-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,532.00 4,526.75 4,500.25
R3 4,517.50 4,512.25 4,496.25
R2 4,503.00 4,503.00 4,495.00
R1 4,497.75 4,497.75 4,493.50 4,500.50
PP 4,488.50 4,488.50 4,488.50 4,490.00
S1 4,483.25 4,483.25 4,491.00 4,486.00
S2 4,474.00 4,474.00 4,489.50
S3 4,459.50 4,468.75 4,488.25
S4 4,445.00 4,454.25 4,484.25
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 4,371.50 126.50 2.8% 38.50 0.9% 95% False False 1,449,339
10 4,498.00 4,368.50 129.50 2.9% 39.25 0.9% 96% False False 1,481,278
20 4,498.00 4,305.75 192.25 4.3% 42.25 0.9% 97% False False 1,360,623
40 4,498.00 4,113.75 384.25 8.6% 46.00 1.0% 99% False False 684,508
60 4,498.00 4,098.25 399.75 8.9% 47.00 1.0% 99% False False 457,144
80 4,498.00 3,874.75 623.25 13.9% 53.00 1.2% 99% False False 343,266
100 4,498.00 3,874.75 623.25 13.9% 54.75 1.2% 99% False False 274,641
120 4,498.00 3,874.75 623.25 13.9% 55.75 1.2% 99% False False 228,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.40
Narrowest range in 139 trading days
Fibonacci Retracements and Extensions
4.250 4,555.50
2.618 4,532.00
1.618 4,517.50
1.000 4,508.50
0.618 4,503.00
HIGH 4,494.00
0.618 4,488.50
0.500 4,486.75
0.382 4,485.00
LOW 4,479.50
0.618 4,470.50
1.000 4,465.00
1.618 4,456.00
2.618 4,441.50
4.250 4,418.00
Fisher Pivots for day following 03-Jul-2023
Pivot 1 day 3 day
R1 4,490.50 4,479.50
PP 4,488.50 4,466.75
S1 4,486.75 4,454.00

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

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