E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 14-Jul-2023
Day Change Summary
Previous Current
13-Jul-2023 14-Jul-2023 Change Change % Previous Week
Open 4,510.50 4,539.50 29.00 0.6% 4,437.50
High 4,551.50 4,560.50 9.00 0.2% 4,560.50
Low 4,509.25 4,531.00 21.75 0.5% 4,411.25
Close 4,543.50 4,536.75 -6.75 -0.1% 4,536.75
Range 42.25 29.50 -12.75 -30.2% 149.25
ATR 44.34 43.28 -1.06 -2.4% 0.00
Volume 1,158,193 1,381,069 222,876 19.2% 7,024,945
Daily Pivots for day following 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,631.25 4,613.50 4,553.00
R3 4,601.75 4,584.00 4,544.75
R2 4,572.25 4,572.25 4,542.25
R1 4,554.50 4,554.50 4,539.50 4,548.50
PP 4,542.75 4,542.75 4,542.75 4,539.75
S1 4,525.00 4,525.00 4,534.00 4,519.00
S2 4,513.25 4,513.25 4,531.25
S3 4,483.75 4,495.50 4,528.75
S4 4,454.25 4,466.00 4,520.50
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,950.50 4,893.00 4,618.75
R3 4,801.25 4,743.75 4,577.75
R2 4,652.00 4,652.00 4,564.00
R1 4,594.50 4,594.50 4,550.50 4,623.25
PP 4,502.75 4,502.75 4,502.75 4,517.25
S1 4,445.25 4,445.25 4,523.00 4,474.00
S2 4,353.50 4,353.50 4,509.50
S3 4,204.25 4,296.00 4,495.75
S4 4,055.00 4,146.75 4,454.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,560.50 4,411.25 149.25 3.3% 40.50 0.9% 84% True False 1,404,989
10 4,560.50 4,411.25 149.25 3.3% 41.75 0.9% 84% True False 1,406,809
20 4,560.50 4,368.50 192.00 4.2% 43.25 1.0% 88% True False 1,519,152
40 4,560.50 4,154.75 405.75 8.9% 45.75 1.0% 94% True False 975,119
60 4,560.50 4,098.25 462.25 10.2% 47.00 1.0% 95% True False 651,104
80 4,560.50 3,966.75 593.75 13.1% 47.75 1.1% 96% True False 488,765
100 4,560.50 3,874.75 685.75 15.1% 53.00 1.2% 97% True False 391,156
120 4,560.50 3,874.75 685.75 15.1% 54.50 1.2% 97% True False 325,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.98
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,686.00
2.618 4,637.75
1.618 4,608.25
1.000 4,590.00
0.618 4,578.75
HIGH 4,560.50
0.618 4,549.25
0.500 4,545.75
0.382 4,542.25
LOW 4,531.00
0.618 4,512.75
1.000 4,501.50
1.618 4,483.25
2.618 4,453.75
4.250 4,405.50
Fisher Pivots for day following 14-Jul-2023
Pivot 1 day 3 day
R1 4,545.75 4,529.50
PP 4,542.75 4,522.50
S1 4,539.75 4,515.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.