E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 4,523.50 4,500.50 -23.00 -0.5% 4,608.75
High 4,560.75 4,541.75 -19.00 -0.4% 4,621.75
Low 4,493.75 4,500.50 6.75 0.2% 4,493.75
Close 4,498.00 4,537.75 39.75 0.9% 4,498.00
Range 67.00 41.25 -25.75 -38.4% 128.00
ATR 45.19 45.09 -0.10 -0.2% 0.00
Volume 2,044,936 1,397,301 -647,635 -31.7% 8,238,572
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,650.50 4,635.25 4,560.50
R3 4,609.25 4,594.00 4,549.00
R2 4,568.00 4,568.00 4,545.25
R1 4,552.75 4,552.75 4,541.50 4,560.50
PP 4,526.75 4,526.75 4,526.75 4,530.50
S1 4,511.50 4,511.50 4,534.00 4,519.00
S2 4,485.50 4,485.50 4,530.25
S3 4,444.25 4,470.25 4,526.50
S4 4,403.00 4,429.00 4,515.00
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% 49.25 1.1% 34% False False 1,667,287
10 4,634.50 4,493.75 140.75 3.1% 47.50 1.0% 31% False False 1,572,657
20 4,634.50 4,439.00 195.50 4.3% 42.75 0.9% 51% False False 1,472,628
40 4,634.50 4,327.50 307.00 6.8% 43.25 1.0% 68% False False 1,556,112
60 4,634.50 4,150.00 484.50 10.7% 44.75 1.0% 80% False False 1,046,816
80 4,634.50 4,098.25 536.25 11.8% 46.00 1.0% 82% False False 785,779
100 4,634.50 3,925.00 709.50 15.6% 48.50 1.1% 86% False False 628,971
120 4,634.50 3,874.75 759.75 16.7% 51.75 1.1% 87% False False 524,205
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,717.00
2.618 4,649.75
1.618 4,608.50
1.000 4,583.00
0.618 4,567.25
HIGH 4,541.75
0.618 4,526.00
0.500 4,521.00
0.382 4,516.25
LOW 4,500.50
0.618 4,475.00
1.000 4,459.25
1.618 4,433.75
2.618 4,392.50
4.250 4,325.25
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 4,532.25 4,534.25
PP 4,526.75 4,530.75
S1 4,521.00 4,527.25

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

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