E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 10-Aug-2023
Day Change Summary
Previous Current
09-Aug-2023 10-Aug-2023 Change Change % Previous Week
Open 4,516.50 4,493.25 -23.25 -0.5% 4,608.75
High 4,536.25 4,544.75 8.50 0.2% 4,621.75
Low 4,478.25 4,473.50 -4.75 -0.1% 4,493.75
Close 4,485.75 4,485.75 0.00 0.0% 4,498.00
Range 58.00 71.25 13.25 22.8% 128.00
ATR 46.93 48.67 1.74 3.7% 0.00
Volume 1,640,285 2,227,022 586,737 35.8% 8,238,572
Daily Pivots for day following 10-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,715.00 4,671.75 4,525.00
R3 4,643.75 4,600.50 4,505.25
R2 4,572.50 4,572.50 4,498.75
R1 4,529.25 4,529.25 4,492.25 4,515.25
PP 4,501.25 4,501.25 4,501.25 4,494.50
S1 4,458.00 4,458.00 4,479.25 4,444.00
S2 4,430.00 4,430.00 4,472.75
S3 4,358.75 4,386.75 4,466.25
S4 4,287.50 4,315.50 4,446.50
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 4,560.75 4,473.50 87.25 1.9% 59.25 1.3% 14% False True 1,801,218
10 4,621.75 4,473.50 148.25 3.3% 51.75 1.2% 8% False True 1,677,369
20 4,634.50 4,473.50 161.00 3.6% 45.25 1.0% 8% False True 1,536,684
40 4,634.50 4,368.50 266.00 5.9% 45.00 1.0% 44% False False 1,546,957
60 4,634.50 4,154.75 479.75 10.7% 45.50 1.0% 69% False False 1,139,342
80 4,634.50 4,098.25 536.25 12.0% 46.50 1.0% 72% False False 855,254
100 4,634.50 3,966.75 667.75 14.9% 47.75 1.1% 78% False False 684,566
120 4,634.50 3,874.75 759.75 16.9% 52.25 1.2% 80% False False 570,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.00
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4,847.50
2.618 4,731.25
1.618 4,660.00
1.000 4,616.00
0.618 4,588.75
HIGH 4,544.75
0.618 4,517.50
0.500 4,509.00
0.382 4,500.75
LOW 4,473.50
0.618 4,429.50
1.000 4,402.25
1.618 4,358.25
2.618 4,287.00
4.250 4,170.75
Fisher Pivots for day following 10-Aug-2023
Pivot 1 day 3 day
R1 4,509.00 4,509.00
PP 4,501.25 4,501.25
S1 4,493.50 4,493.50

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

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