E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 4,485.50 4,492.00 6.50 0.1% 4,390.00
High 4,494.00 4,493.75 -0.25 0.0% 4,498.00
Low 4,479.50 4,466.25 -13.25 -0.3% 4,368.50
Close 4,492.25 4,483.75 -8.50 -0.2% 4,488.25
Range 14.50 27.50 13.00 89.7% 129.50
ATR 44.18 42.99 -1.19 -2.7% 0.00
Volume 641,289 1,193,759 552,470 86.1% 8,227,823
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,563.75 4,551.25 4,499.00
R3 4,536.25 4,523.75 4,491.25
R2 4,508.75 4,508.75 4,488.75
R1 4,496.25 4,496.25 4,486.25 4,488.75
PP 4,481.25 4,481.25 4,481.25 4,477.50
S1 4,468.75 4,468.75 4,481.25 4,461.25
S2 4,453.75 4,453.75 4,478.75
S3 4,426.25 4,441.25 4,476.25
S4 4,398.75 4,413.75 4,468.50
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 4,399.25 98.75 2.2% 33.25 0.7% 86% False False 1,385,639
10 4,498.00 4,368.50 129.50 2.9% 36.75 0.8% 89% False False 1,446,612
20 4,498.00 4,305.75 192.25 4.3% 42.00 0.9% 93% False False 1,418,726
40 4,498.00 4,150.00 348.00 7.8% 44.50 1.0% 96% False False 714,257
60 4,498.00 4,098.25 399.75 8.9% 47.00 1.0% 96% False False 477,031
80 4,498.00 3,874.75 623.25 13.9% 52.25 1.2% 98% False False 358,167
100 4,498.00 3,874.75 623.25 13.9% 54.00 1.2% 98% False False 286,578
120 4,498.00 3,874.75 623.25 13.9% 55.50 1.2% 98% False False 238,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,610.50
2.618 4,565.75
1.618 4,538.25
1.000 4,521.25
0.618 4,510.75
HIGH 4,493.75
0.618 4,483.25
0.500 4,480.00
0.382 4,476.75
LOW 4,466.25
0.618 4,449.25
1.000 4,438.75
1.618 4,421.75
2.618 4,394.25
4.250 4,349.50
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 4,482.50 4,477.75
PP 4,481.25 4,471.50
S1 4,480.00 4,465.50

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

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