E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 4,500.50 4,539.50 39.00 0.9% 4,608.75
High 4,541.75 4,541.00 -0.75 0.0% 4,621.75
Low 4,500.50 4,482.00 -18.50 -0.4% 4,493.75
Close 4,537.75 4,518.50 -19.25 -0.4% 4,498.00
Range 41.25 59.00 17.75 43.0% 128.00
ATR 45.09 46.08 0.99 2.2% 0.00
Volume 1,397,301 1,696,546 299,245 21.4% 8,238,572
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,690.75 4,663.75 4,551.00
R3 4,631.75 4,604.75 4,534.75
R2 4,572.75 4,572.75 4,529.25
R1 4,545.75 4,545.75 4,524.00 4,529.75
PP 4,513.75 4,513.75 4,513.75 4,506.00
S1 4,486.75 4,486.75 4,513.00 4,470.75
S2 4,454.75 4,454.75 4,507.75
S3 4,395.75 4,427.75 4,502.25
S4 4,336.75 4,368.75 4,486.00
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 4,593.50 4,482.00 111.50 2.5% 55.00 1.2% 33% False True 1,764,144
10 4,634.50 4,482.00 152.50 3.4% 50.50 1.1% 24% False True 1,620,338
20 4,634.50 4,470.00 164.50 3.6% 43.75 1.0% 29% False False 1,490,444
40 4,634.50 4,348.75 285.75 6.3% 43.75 1.0% 59% False False 1,568,536
60 4,634.50 4,150.00 484.50 10.7% 44.75 1.0% 76% False False 1,075,014
80 4,634.50 4,098.25 536.25 11.9% 46.00 1.0% 78% False False 806,969
100 4,634.50 3,925.00 709.50 15.7% 48.00 1.1% 84% False False 645,930
120 4,634.50 3,874.75 759.75 16.8% 52.00 1.1% 85% False False 538,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,791.75
2.618 4,695.50
1.618 4,636.50
1.000 4,600.00
0.618 4,577.50
HIGH 4,541.00
0.618 4,518.50
0.500 4,511.50
0.382 4,504.50
LOW 4,482.00
0.618 4,445.50
1.000 4,423.00
1.618 4,386.50
2.618 4,327.50
4.250 4,231.25
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 4,516.25 4,521.50
PP 4,513.75 4,520.50
S1 4,511.50 4,519.50

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

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