E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 4,608.75 4,617.75 9.00 0.2% 4,564.25
High 4,619.25 4,621.75 2.50 0.1% 4,634.50
Low 4,595.25 4,591.00 -4.25 -0.1% 4,553.75
Close 4,614.50 4,601.25 -13.25 -0.3% 4,606.50
Range 24.00 30.75 6.75 28.1% 80.75
ATR 42.17 41.35 -0.82 -1.9% 0.00
Volume 1,299,434 1,212,261 -87,173 -6.7% 7,294,362
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,697.00 4,679.75 4,618.25
R3 4,666.25 4,649.00 4,609.75
R2 4,635.50 4,635.50 4,607.00
R1 4,618.25 4,618.25 4,604.00 4,611.50
PP 4,604.75 4,604.75 4,604.75 4,601.25
S1 4,587.50 4,587.50 4,598.50 4,580.75
S2 4,574.00 4,574.00 4,595.50
S3 4,543.25 4,556.75 4,592.75
S4 4,512.50 4,526.00 4,584.25
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% 46.25 1.0% 59% False False 1,476,531
10 4,634.50 4,553.75 80.75 1.8% 38.50 0.8% 59% False False 1,430,517
20 4,634.50 4,411.25 223.25 4.9% 40.50 0.9% 85% False False 1,415,823
40 4,634.50 4,305.75 328.75 7.1% 41.25 0.9% 90% False False 1,388,223
60 4,634.50 4,113.75 520.75 11.3% 44.25 1.0% 94% False False 928,279
80 4,634.50 4,098.25 536.25 11.7% 45.25 1.0% 94% False False 696,814
100 4,634.50 3,874.75 759.75 16.5% 50.50 1.1% 96% False False 557,777
120 4,634.50 3,874.75 759.75 16.5% 52.25 1.1% 96% False False 464,838
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,752.50
2.618 4,702.25
1.618 4,671.50
1.000 4,652.50
0.618 4,640.75
HIGH 4,621.75
0.618 4,610.00
0.500 4,606.50
0.382 4,602.75
LOW 4,591.00
0.618 4,572.00
1.000 4,560.25
1.618 4,541.25
2.618 4,510.50
4.250 4,460.25
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 4,606.50 4,597.50
PP 4,604.75 4,593.75
S1 4,603.00 4,590.00

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

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