E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 4,594.75 4,566.00 -28.75 -0.6% 4,564.25
High 4,634.50 4,616.50 -18.00 -0.4% 4,634.50
Low 4,553.75 4,558.00 4.25 0.1% 4,553.75
Close 4,564.25 4,606.50 42.25 0.9% 4,606.50
Range 80.75 58.50 -22.25 -27.6% 80.75
ATR 42.42 43.56 1.15 2.7% 0.00
Volume 1,924,565 1,573,973 -350,592 -18.2% 7,294,362
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,769.25 4,746.25 4,638.75
R3 4,710.75 4,687.75 4,622.50
R2 4,652.25 4,652.25 4,617.25
R1 4,629.25 4,629.25 4,611.75 4,640.75
PP 4,593.75 4,593.75 4,593.75 4,599.50
S1 4,570.75 4,570.75 4,601.25 4,582.25
S2 4,535.25 4,535.25 4,595.75
S3 4,476.75 4,512.25 4,590.50
S4 4,418.25 4,453.75 4,574.25
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,840.50 4,804.25 4,651.00
R3 4,759.75 4,723.50 4,628.75
R2 4,679.00 4,679.00 4,621.25
R1 4,642.75 4,642.75 4,614.00 4,661.00
PP 4,598.25 4,598.25 4,598.25 4,607.25
S1 4,562.00 4,562.00 4,599.00 4,580.00
S2 4,517.50 4,517.50 4,591.75
S3 4,436.75 4,481.25 4,584.25
S4 4,356.00 4,400.50 4,562.00
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% 47.75 1.0% 65% False False 1,458,872
10 4,634.50 4,528.00 106.50 2.3% 41.75 0.9% 74% False False 1,415,290
20 4,634.50 4,411.25 223.25 4.8% 41.75 0.9% 87% False False 1,411,050
40 4,634.50 4,218.50 416.00 9.0% 43.25 0.9% 93% False False 1,326,596
60 4,634.50 4,098.25 536.25 11.6% 45.50 1.0% 95% False False 886,486
80 4,634.50 4,098.25 536.25 11.6% 45.50 1.0% 95% False False 665,470
100 4,634.50 3,874.75 759.75 16.5% 51.50 1.1% 96% False False 532,672
120 4,634.50 3,874.75 759.75 16.5% 53.00 1.2% 96% False False 443,910
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,865.00
2.618 4,769.75
1.618 4,711.25
1.000 4,675.00
0.618 4,652.75
HIGH 4,616.50
0.618 4,594.25
0.500 4,587.25
0.382 4,580.25
LOW 4,558.00
0.618 4,521.75
1.000 4,499.50
1.618 4,463.25
2.618 4,404.75
4.250 4,309.50
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 4,600.00 4,602.50
PP 4,593.75 4,598.25
S1 4,587.25 4,594.00

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

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