E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 13-Jul-2023
Day Change Summary
Previous Current
12-Jul-2023 13-Jul-2023 Change Change % Previous Week
Open 4,471.00 4,510.50 39.50 0.9% 4,485.50
High 4,523.75 4,551.50 27.75 0.6% 4,494.00
Low 4,470.00 4,509.25 39.25 0.9% 4,419.50
Close 4,507.50 4,543.50 36.00 0.8% 4,434.00
Range 53.75 42.25 -11.50 -21.4% 74.50
ATR 44.37 44.34 -0.03 -0.1% 0.00
Volume 1,784,296 1,158,193 -626,103 -35.1% 5,268,212
Daily Pivots for day following 13-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,661.50 4,644.75 4,566.75
R3 4,619.25 4,602.50 4,555.00
R2 4,577.00 4,577.00 4,551.25
R1 4,560.25 4,560.25 4,547.25 4,568.50
PP 4,534.75 4,534.75 4,534.75 4,539.00
S1 4,518.00 4,518.00 4,539.75 4,526.50
S2 4,492.50 4,492.50 4,535.75
S3 4,450.25 4,475.75 4,532.00
S4 4,408.00 4,433.50 4,520.25
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 4,551.50 4,411.25 140.25 3.1% 43.50 1.0% 94% True False 1,467,104
10 4,551.50 4,409.75 141.75 3.1% 41.50 0.9% 94% True False 1,431,577
20 4,551.50 4,368.50 183.00 4.0% 44.50 1.0% 96% True False 1,557,230
40 4,551.50 4,154.75 396.75 8.7% 45.75 1.0% 98% True False 940,670
60 4,551.50 4,098.25 453.25 10.0% 47.00 1.0% 98% True False 628,110
80 4,551.50 3,966.75 584.75 12.9% 48.25 1.1% 99% True False 471,536
100 4,551.50 3,874.75 676.75 14.9% 53.50 1.2% 99% True False 377,346
120 4,551.50 3,874.75 676.75 14.9% 54.75 1.2% 99% True False 314,468
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 5.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,731.00
2.618 4,662.00
1.618 4,619.75
1.000 4,593.75
0.618 4,577.50
HIGH 4,551.50
0.618 4,535.25
0.500 4,530.50
0.382 4,525.50
LOW 4,509.25
0.618 4,483.25
1.000 4,467.00
1.618 4,441.00
2.618 4,398.75
4.250 4,329.75
Fisher Pivots for day following 13-Jul-2023
Pivot 1 day 3 day
R1 4,539.00 4,527.50
PP 4,534.75 4,511.25
S1 4,530.50 4,495.25

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

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