E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 4,539.50 4,536.00 -3.50 -0.1% 4,437.50
High 4,560.50 4,565.75 5.25 0.1% 4,560.50
Low 4,531.00 4,528.00 -3.00 -0.1% 4,411.25
Close 4,536.75 4,553.75 17.00 0.4% 4,536.75
Range 29.50 37.75 8.25 28.0% 149.25
ATR 43.28 42.89 -0.40 -0.9% 0.00
Volume 1,381,069 1,057,965 -323,104 -23.4% 7,024,945
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,662.50 4,645.75 4,574.50
R3 4,624.75 4,608.00 4,564.25
R2 4,587.00 4,587.00 4,560.75
R1 4,570.25 4,570.25 4,557.25 4,578.50
PP 4,549.25 4,549.25 4,549.25 4,553.25
S1 4,532.50 4,532.50 4,550.25 4,541.00
S2 4,511.50 4,511.50 4,546.75
S3 4,473.75 4,494.75 4,543.25
S4 4,436.00 4,457.00 4,533.00
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 4,565.75 4,439.00 126.75 2.8% 40.50 0.9% 91% True False 1,344,351
10 4,565.75 4,411.25 154.50 3.4% 39.00 0.9% 92% True False 1,335,112
20 4,565.75 4,368.50 197.25 4.3% 40.50 0.9% 94% True False 1,470,885
40 4,565.75 4,154.75 411.00 9.0% 45.25 1.0% 97% True False 1,001,462
60 4,565.75 4,098.25 467.50 10.3% 47.00 1.0% 97% True False 668,700
80 4,565.75 3,966.75 599.00 13.2% 47.00 1.0% 98% True False 501,977
100 4,565.75 3,874.75 691.00 15.2% 53.00 1.2% 98% True False 401,735
120 4,565.75 3,874.75 691.00 15.2% 54.50 1.2% 98% True False 334,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,726.25
2.618 4,664.50
1.618 4,626.75
1.000 4,603.50
0.618 4,589.00
HIGH 4,565.75
0.618 4,551.25
0.500 4,547.00
0.382 4,542.50
LOW 4,528.00
0.618 4,504.75
1.000 4,490.25
1.618 4,467.00
2.618 4,429.25
4.250 4,367.50
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 4,551.50 4,548.25
PP 4,549.25 4,543.00
S1 4,547.00 4,537.50

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

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