E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 4,485.00 4,505.75 20.75 0.5% 4,500.50
High 4,507.75 4,517.75 10.00 0.2% 4,544.75
Low 4,465.00 4,447.00 -18.00 -0.4% 4,459.00
Close 4,506.00 4,454.00 -52.00 -1.2% 4,480.75
Range 42.75 70.75 28.00 65.5% 85.75
ATR 47.49 49.15 1.66 3.5% 0.00
Volume 1,277,132 1,492,516 215,384 16.9% 8,472,202
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,685.25 4,640.25 4,493.00
R3 4,614.50 4,569.50 4,473.50
R2 4,543.75 4,543.75 4,467.00
R1 4,498.75 4,498.75 4,460.50 4,486.00
PP 4,473.00 4,473.00 4,473.00 4,466.50
S1 4,428.00 4,428.00 4,447.50 4,415.00
S2 4,402.25 4,402.25 4,441.00
S3 4,331.50 4,357.25 4,434.50
S4 4,260.75 4,286.50 4,415.00
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,752.00 4,702.25 4,528.00
R3 4,666.25 4,616.50 4,504.25
R2 4,580.50 4,580.50 4,496.50
R1 4,530.75 4,530.75 4,488.50 4,512.75
PP 4,494.75 4,494.75 4,494.75 4,486.00
S1 4,445.00 4,445.00 4,473.00 4,427.00
S2 4,409.00 4,409.00 4,465.00
S3 4,323.25 4,359.25 4,457.25
S4 4,237.50 4,273.50 4,433.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,544.75 4,447.00 97.75 2.2% 56.00 1.3% 7% False True 1,629,600
10 4,593.50 4,447.00 146.50 3.3% 55.50 1.2% 5% False True 1,696,872
20 4,634.50 4,447.00 187.50 4.2% 47.00 1.1% 4% False True 1,563,695
40 4,634.50 4,368.50 266.00 6.0% 44.00 1.0% 32% False False 1,502,449
60 4,634.50 4,154.75 479.75 10.8% 45.75 1.0% 62% False False 1,210,465
80 4,634.50 4,098.25 536.25 12.0% 47.25 1.1% 66% False False 908,686
100 4,634.50 3,966.75 667.75 15.0% 46.50 1.0% 73% False False 727,317
120 4,634.50 3,874.75 759.75 17.1% 51.75 1.2% 76% False False 606,239
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 False
Bear Hook False
Bull Hook False
Stretch 13.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,818.50
2.618 4,703.00
1.618 4,632.25
1.000 4,588.50
0.618 4,561.50
HIGH 4,517.75
0.618 4,490.75
0.500 4,482.50
0.382 4,474.00
LOW 4,447.00
0.618 4,403.25
1.000 4,376.25
1.618 4,332.50
2.618 4,261.75
4.250 4,146.25
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 4,482.50 4,482.50
PP 4,473.00 4,473.00
S1 4,463.50 4,463.50

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

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