E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 4,604.75 4,594.75 -10.00 -0.2% 4,536.00
High 4,610.75 4,634.50 23.75 0.5% 4,609.25
Low 4,573.75 4,553.75 -20.00 -0.4% 4,528.00
Close 4,595.25 4,564.25 -31.00 -0.7% 4,564.75
Range 37.00 80.75 43.75 118.2% 81.25
ATR 39.47 42.42 2.95 7.5% 0.00
Volume 1,372,426 1,924,565 552,139 40.2% 6,858,542
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,826.50 4,776.00 4,608.75
R3 4,745.75 4,695.25 4,586.50
R2 4,665.00 4,665.00 4,579.00
R1 4,614.50 4,614.50 4,571.75 4,599.50
PP 4,584.25 4,584.25 4,584.25 4,576.50
S1 4,533.75 4,533.75 4,556.75 4,518.50
S2 4,503.50 4,503.50 4,549.50
S3 4,422.75 4,453.00 4,542.00
S4 4,342.00 4,372.25 4,519.75
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 4,634.50 4,553.75 80.75 1.8% 41.50 0.9% 13% True True 1,430,606
10 4,634.50 4,528.00 106.50 2.3% 39.00 0.9% 34% True False 1,396,000
20 4,634.50 4,409.75 224.75 4.9% 40.25 0.9% 69% True False 1,413,788
40 4,634.50 4,216.00 418.50 9.2% 43.00 0.9% 83% True False 1,287,827
60 4,634.50 4,098.25 536.25 11.7% 46.00 1.0% 87% True False 860,327
80 4,634.50 4,098.25 536.25 11.7% 45.50 1.0% 87% True False 645,831
100 4,634.50 3,874.75 759.75 16.6% 51.50 1.1% 91% True False 516,935
120 4,634.50 3,874.75 759.75 16.6% 52.75 1.2% 91% True False 430,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.33
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4,977.75
2.618 4,846.00
1.618 4,765.25
1.000 4,715.25
0.618 4,684.50
HIGH 4,634.50
0.618 4,603.75
0.500 4,594.00
0.382 4,584.50
LOW 4,553.75
0.618 4,503.75
1.000 4,473.00
1.618 4,423.00
2.618 4,342.25
4.250 4,210.50
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 4,594.00 4,594.00
PP 4,584.25 4,584.25
S1 4,574.25 4,574.25

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

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