E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 12-Jul-2023
Day Change Summary
Previous Current
11-Jul-2023 12-Jul-2023 Change Change % Previous Week
Open 4,445.75 4,471.00 25.25 0.6% 4,485.50
High 4,478.50 4,523.75 45.25 1.0% 4,494.00
Low 4,439.00 4,470.00 31.00 0.7% 4,419.50
Close 4,473.50 4,507.50 34.00 0.8% 4,434.00
Range 39.50 53.75 14.25 36.1% 74.50
ATR 43.65 44.37 0.72 1.7% 0.00
Volume 1,340,232 1,784,296 444,064 33.1% 5,268,212
Daily Pivots for day following 12-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,661.75 4,638.25 4,537.00
R3 4,608.00 4,584.50 4,522.25
R2 4,554.25 4,554.25 4,517.25
R1 4,530.75 4,530.75 4,512.50 4,542.50
PP 4,500.50 4,500.50 4,500.50 4,506.25
S1 4,477.00 4,477.00 4,502.50 4,488.75
S2 4,446.75 4,446.75 4,497.75
S3 4,393.00 4,423.25 4,492.75
S4 4,339.25 4,369.50 4,478.00
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 4,523.75 4,411.25 112.50 2.5% 47.75 1.1% 86% True False 1,583,769
10 4,523.75 4,399.25 124.50 2.8% 40.50 0.9% 87% True False 1,484,704
20 4,523.75 4,368.50 155.25 3.4% 44.50 1.0% 90% True False 1,625,271
40 4,523.75 4,154.75 369.00 8.2% 45.50 1.0% 96% True False 911,782
60 4,523.75 4,098.25 425.50 9.4% 46.75 1.0% 96% True False 608,832
80 4,523.75 3,925.00 598.75 13.3% 49.00 1.1% 97% True False 457,088
100 4,523.75 3,874.75 649.00 14.4% 53.50 1.2% 97% True False 365,764
120 4,523.75 3,874.75 649.00 14.4% 55.00 1.2% 97% True False 304,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,752.25
2.618 4,664.50
1.618 4,610.75
1.000 4,577.50
0.618 4,557.00
HIGH 4,523.75
0.618 4,503.25
0.500 4,497.00
0.382 4,490.50
LOW 4,470.00
0.618 4,436.75
1.000 4,416.25
1.618 4,383.00
2.618 4,329.25
4.250 4,241.50
Fisher Pivots for day following 12-Jul-2023
Pivot 1 day 3 day
R1 4,504.00 4,494.25
PP 4,500.50 4,480.75
S1 4,497.00 4,467.50

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

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