E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 4,534.25 4,523.50 -10.75 -0.2% 4,608.75
High 4,547.50 4,560.75 13.25 0.3% 4,621.75
Low 4,505.75 4,493.75 -12.00 -0.3% 4,493.75
Close 4,521.75 4,498.00 -23.75 -0.5% 4,498.00
Range 41.75 67.00 25.25 60.5% 128.00
ATR 43.51 45.19 1.68 3.9% 0.00
Volume 1,764,076 2,044,936 280,860 15.9% 8,238,572
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,718.50 4,675.25 4,534.75
R3 4,651.50 4,608.25 4,516.50
R2 4,584.50 4,584.50 4,510.25
R1 4,541.25 4,541.25 4,504.25 4,529.50
PP 4,517.50 4,517.50 4,517.50 4,511.50
S1 4,474.25 4,474.25 4,491.75 4,462.50
S2 4,450.50 4,450.50 4,485.75
S3 4,383.50 4,407.25 4,479.50
S4 4,316.50 4,340.25 4,461.25
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,921.75 4,838.00 4,568.50
R3 4,793.75 4,710.00 4,533.25
R2 4,665.75 4,665.75 4,521.50
R1 4,582.00 4,582.00 4,509.75 4,560.00
PP 4,537.75 4,537.75 4,537.75 4,526.75
S1 4,454.00 4,454.00 4,486.25 4,432.00
S2 4,409.75 4,409.75 4,474.50
S3 4,281.75 4,326.00 4,462.75
S4 4,153.75 4,198.00 4,427.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,621.75 4,493.75 128.00 2.8% 45.75 1.0% 3% False True 1,647,714
10 4,634.50 4,493.75 140.75 3.1% 46.75 1.0% 3% False True 1,553,293
20 4,634.50 4,411.25 223.25 5.0% 42.50 0.9% 39% False False 1,470,821
40 4,634.50 4,305.75 328.75 7.3% 43.25 1.0% 58% False False 1,527,668
60 4,634.50 4,150.00 484.50 10.8% 45.00 1.0% 72% False False 1,023,606
80 4,634.50 4,098.25 536.25 11.9% 46.50 1.0% 75% False False 768,352
100 4,634.50 3,896.00 738.50 16.4% 49.25 1.1% 82% False False 615,015
120 4,634.50 3,874.75 759.75 16.9% 52.25 1.2% 82% False False 512,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.43
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,845.50
2.618 4,736.25
1.618 4,669.25
1.000 4,627.75
0.618 4,602.25
HIGH 4,560.75
0.618 4,535.25
0.500 4,527.25
0.382 4,519.25
LOW 4,493.75
0.618 4,452.25
1.000 4,426.75
1.618 4,385.25
2.618 4,318.25
4.250 4,209.00
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 4,527.25 4,543.50
PP 4,517.50 4,528.50
S1 4,507.75 4,513.25

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

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