E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 4,441.25 4,437.50 -3.75 -0.1% 4,485.50
High 4,476.00 4,448.25 -27.75 -0.6% 4,494.00
Low 4,431.50 4,411.25 -20.25 -0.5% 4,419.50
Close 4,434.00 4,444.25 10.25 0.2% 4,434.00
Range 44.50 37.00 -7.50 -16.9% 74.50
ATR 44.50 43.97 -0.54 -1.2% 0.00
Volume 1,691,644 1,361,155 -330,489 -19.5% 5,268,212
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,545.50 4,532.00 4,464.50
R3 4,508.50 4,495.00 4,454.50
R2 4,471.50 4,471.50 4,451.00
R1 4,458.00 4,458.00 4,447.75 4,464.75
PP 4,434.50 4,434.50 4,434.50 4,438.00
S1 4,421.00 4,421.00 4,440.75 4,427.75
S2 4,397.50 4,397.50 4,437.50
S3 4,360.50 4,384.00 4,434.00
S4 4,323.50 4,347.00 4,424.00
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,672.75 4,627.75 4,475.00
R3 4,598.25 4,553.25 4,454.50
R2 4,523.75 4,523.75 4,447.75
R1 4,478.75 4,478.75 4,440.75 4,464.00
PP 4,449.25 4,449.25 4,449.25 4,441.75
S1 4,404.25 4,404.25 4,427.25 4,389.50
S2 4,374.75 4,374.75 4,420.25
S3 4,300.25 4,329.75 4,413.50
S4 4,225.75 4,255.25 4,393.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,494.00 4,411.25 82.75 1.9% 37.50 0.8% 40% False True 1,325,873
10 4,498.00 4,368.50 129.50 2.9% 40.00 0.9% 58% False False 1,485,719
20 4,498.00 4,327.50 170.50 3.8% 44.00 1.0% 68% False False 1,639,596
40 4,498.00 4,150.00 348.00 7.8% 45.75 1.0% 85% False False 833,911
60 4,498.00 4,098.25 399.75 9.0% 47.25 1.1% 87% False False 556,830
80 4,498.00 3,925.00 573.00 12.9% 50.00 1.1% 91% False False 418,057
100 4,498.00 3,874.75 623.25 14.0% 53.75 1.2% 91% False False 334,520
120 4,498.00 3,874.75 623.25 14.0% 55.50 1.2% 91% False False 278,780
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,605.50
2.618 4,545.00
1.618 4,508.00
1.000 4,485.25
0.618 4,471.00
HIGH 4,448.25
0.618 4,434.00
0.500 4,429.75
0.382 4,425.50
LOW 4,411.25
0.618 4,388.50
1.000 4,374.25
1.618 4,351.50
2.618 4,314.50
4.250 4,254.00
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 4,439.50 4,447.50
PP 4,434.50 4,446.25
S1 4,429.75 4,445.25

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

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