E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 4,566.25 4,564.25 -2.00 0.0% 4,536.00
High 4,590.00 4,592.50 2.50 0.1% 4,609.25
Low 4,561.75 4,560.00 -1.75 0.0% 4,528.00
Close 4,564.75 4,583.50 18.75 0.4% 4,564.75
Range 28.25 32.50 4.25 15.0% 81.25
ATR 41.05 40.44 -0.61 -1.5% 0.00
Volume 1,432,643 1,203,661 -228,982 -16.0% 6,858,542
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,676.25 4,662.25 4,601.50
R3 4,643.75 4,629.75 4,592.50
R2 4,611.25 4,611.25 4,589.50
R1 4,597.25 4,597.25 4,586.50 4,604.25
PP 4,578.75 4,578.75 4,578.75 4,582.00
S1 4,564.75 4,564.75 4,580.50 4,571.75
S2 4,546.25 4,546.25 4,577.50
S3 4,513.75 4,532.25 4,574.50
S4 4,481.25 4,499.75 4,565.50
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,811.00 4,769.25 4,609.50
R3 4,729.75 4,688.00 4,587.00
R2 4,648.50 4,648.50 4,579.75
R1 4,606.75 4,606.75 4,572.25 4,627.50
PP 4,567.25 4,567.25 4,567.25 4,577.75
S1 4,525.50 4,525.50 4,557.25 4,546.50
S2 4,486.00 4,486.00 4,549.75
S3 4,404.75 4,444.25 4,542.50
S4 4,323.50 4,363.00 4,520.00
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 4,544.75 64.50 1.4% 35.00 0.8% 60% False False 1,400,847
10 4,609.25 4,439.00 170.25 3.7% 37.75 0.8% 85% False False 1,372,599
20 4,609.25 4,368.50 240.75 5.3% 38.75 0.8% 89% False False 1,429,159
40 4,609.25 4,172.50 436.75 9.5% 43.25 0.9% 94% False False 1,175,660
60 4,609.25 4,098.25 511.00 11.1% 46.50 1.0% 95% False False 785,223
80 4,609.25 4,087.00 522.25 11.4% 45.50 1.0% 95% False False 589,440
100 4,609.25 3,874.75 734.50 16.0% 52.00 1.1% 96% False False 471,771
120 4,609.25 3,874.75 734.50 16.0% 53.50 1.2% 96% False False 393,159
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,730.50
2.618 4,677.50
1.618 4,645.00
1.000 4,625.00
0.618 4,612.50
HIGH 4,592.50
0.618 4,580.00
0.500 4,576.25
0.382 4,572.50
LOW 4,560.00
0.618 4,540.00
1.000 4,527.50
1.618 4,507.50
2.618 4,475.00
4.250 4,422.00
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 4,581.00 4,581.00
PP 4,578.75 4,578.25
S1 4,576.25 4,575.75

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

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