E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 18-Jul-2023
Day Change Summary
Previous Current
17-Jul-2023 18-Jul-2023 Change Change % Previous Week
Open 4,536.00 4,550.25 14.25 0.3% 4,437.50
High 4,565.75 4,594.50 28.75 0.6% 4,560.50
Low 4,528.00 4,544.75 16.75 0.4% 4,411.25
Close 4,553.75 4,587.75 34.00 0.7% 4,536.75
Range 37.75 49.75 12.00 31.8% 149.25
ATR 42.89 43.38 0.49 1.1% 0.00
Volume 1,057,965 1,301,460 243,495 23.0% 7,024,945
Daily Pivots for day following 18-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,725.00 4,706.00 4,615.00
R3 4,675.25 4,656.25 4,601.50
R2 4,625.50 4,625.50 4,596.75
R1 4,606.50 4,606.50 4,592.25 4,616.00
PP 4,575.75 4,575.75 4,575.75 4,580.50
S1 4,556.75 4,556.75 4,583.25 4,566.25
S2 4,526.00 4,526.00 4,578.75
S3 4,476.25 4,507.00 4,574.00
S4 4,426.50 4,457.25 4,560.50
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 4,594.50 4,470.00 124.50 2.7% 42.50 0.9% 95% True False 1,336,596
10 4,594.50 4,411.25 183.25 4.0% 42.50 0.9% 96% True False 1,401,129
20 4,594.50 4,368.50 226.00 4.9% 40.75 0.9% 97% True False 1,441,203
40 4,594.50 4,154.75 439.75 9.6% 45.00 1.0% 98% True False 1,033,851
60 4,594.50 4,098.25 496.25 10.8% 47.25 1.0% 99% True False 690,350
80 4,594.50 3,966.75 627.75 13.7% 46.50 1.0% 99% True False 518,223
100 4,594.50 3,874.75 719.75 15.7% 52.75 1.2% 99% True False 414,748
120 4,594.50 3,874.75 719.75 15.7% 54.25 1.2% 99% True False 345,638
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 5.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,806.00
2.618 4,724.75
1.618 4,675.00
1.000 4,644.25
0.618 4,625.25
HIGH 4,594.50
0.618 4,575.50
0.500 4,569.50
0.382 4,563.75
LOW 4,544.75
0.618 4,514.00
1.000 4,495.00
1.618 4,464.25
2.618 4,414.50
4.250 4,333.25
Fisher Pivots for day following 18-Jul-2023
Pivot 1 day 3 day
R1 4,581.75 4,579.00
PP 4,575.75 4,570.00
S1 4,569.50 4,561.25

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

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