E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 19-Jul-2023
Day Change Summary
Previous Current
18-Jul-2023 19-Jul-2023 Change Change % Previous Week
Open 4,550.25 4,582.75 32.50 0.7% 4,437.50
High 4,594.50 4,609.25 14.75 0.3% 4,560.50
Low 4,544.75 4,582.25 37.50 0.8% 4,411.25
Close 4,587.75 4,597.00 9.25 0.2% 4,536.75
Range 49.75 27.00 -22.75 -45.7% 149.25
ATR 43.38 42.21 -1.17 -2.7% 0.00
Volume 1,301,460 1,538,747 237,287 18.2% 7,024,945
Daily Pivots for day following 19-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,677.25 4,664.00 4,611.75
R3 4,650.25 4,637.00 4,604.50
R2 4,623.25 4,623.25 4,602.00
R1 4,610.00 4,610.00 4,599.50 4,616.50
PP 4,596.25 4,596.25 4,596.25 4,599.50
S1 4,583.00 4,583.00 4,594.50 4,589.50
S2 4,569.25 4,569.25 4,592.00
S3 4,542.25 4,556.00 4,589.50
S4 4,515.25 4,529.00 4,582.25
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 4,609.25 4,509.25 100.00 2.2% 37.25 0.8% 88% True False 1,287,486
10 4,609.25 4,411.25 198.00 4.3% 42.50 0.9% 94% True False 1,435,628
20 4,609.25 4,368.50 240.75 5.2% 39.75 0.9% 95% True False 1,441,120
40 4,609.25 4,154.75 454.50 9.9% 45.00 1.0% 97% True False 1,072,156
60 4,609.25 4,098.25 511.00 11.1% 47.25 1.0% 98% True False 715,966
80 4,609.25 4,015.00 594.25 12.9% 45.75 1.0% 98% True False 537,438
100 4,609.25 3,874.75 734.50 16.0% 52.25 1.1% 98% True False 430,133
120 4,609.25 3,874.75 734.50 16.0% 54.00 1.2% 98% True False 358,460
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 5.38
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4,724.00
2.618 4,680.00
1.618 4,653.00
1.000 4,636.25
0.618 4,626.00
HIGH 4,609.25
0.618 4,599.00
0.500 4,595.75
0.382 4,592.50
LOW 4,582.25
0.618 4,565.50
1.000 4,555.25
1.618 4,538.50
2.618 4,511.50
4.250 4,467.50
Fisher Pivots for day following 19-Jul-2023
Pivot 1 day 3 day
R1 4,596.50 4,587.50
PP 4,596.25 4,578.00
S1 4,595.75 4,568.50

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

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