E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 18-Aug-2023
Day Change Summary
Previous Current
17-Aug-2023 18-Aug-2023 Change Change % Previous Week
Open 4,420.50 4,379.25 -41.25 -0.9% 4,485.00
High 4,436.75 4,396.00 -40.75 -0.9% 4,517.75
Low 4,377.75 4,350.00 -27.75 -0.6% 4,350.00
Close 4,384.50 4,382.75 -1.75 0.0% 4,382.75
Range 59.00 46.00 -13.00 -22.0% 167.75
ATR 49.93 49.65 -0.28 -0.6% 0.00
Volume 1,630,481 1,746,289 115,808 7.1% 7,645,636
Daily Pivots for day following 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,514.25 4,494.50 4,408.00
R3 4,468.25 4,448.50 4,395.50
R2 4,422.25 4,422.25 4,391.25
R1 4,402.50 4,402.50 4,387.00 4,412.50
PP 4,376.25 4,376.25 4,376.25 4,381.25
S1 4,356.50 4,356.50 4,378.50 4,366.50
S2 4,330.25 4,330.25 4,374.25
S3 4,284.25 4,310.50 4,370.00
S4 4,238.25 4,264.50 4,357.50
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,920.00 4,819.25 4,475.00
R3 4,752.25 4,651.50 4,429.00
R2 4,584.50 4,584.50 4,413.50
R1 4,483.75 4,483.75 4,398.25 4,450.25
PP 4,416.75 4,416.75 4,416.75 4,400.00
S1 4,316.00 4,316.00 4,367.25 4,282.50
S2 4,249.00 4,249.00 4,352.00
S3 4,081.25 4,148.25 4,336.50
S4 3,913.50 3,980.50 4,290.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,517.75 4,350.00 167.75 3.8% 53.75 1.2% 20% False True 1,529,127
10 4,544.75 4,350.00 194.75 4.4% 53.50 1.2% 17% False True 1,611,783
20 4,634.50 4,350.00 284.50 6.5% 50.25 1.1% 12% False True 1,582,538
40 4,634.50 4,350.00 284.50 6.5% 44.75 1.0% 12% False True 1,514,532
60 4,634.50 4,154.75 479.75 10.9% 46.00 1.0% 48% False False 1,291,377
80 4,634.50 4,098.25 536.25 12.2% 47.50 1.1% 53% False False 969,545
100 4,634.50 4,041.50 593.00 13.5% 46.50 1.1% 58% False False 776,038
120 4,634.50 3,874.75 759.75 17.3% 51.75 1.2% 67% False False 646,869
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 12.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,591.50
2.618 4,516.50
1.618 4,470.50
1.000 4,442.00
0.618 4,424.50
HIGH 4,396.00
0.618 4,378.50
0.500 4,373.00
0.382 4,367.50
LOW 4,350.00
0.618 4,321.50
1.000 4,304.00
1.618 4,275.50
2.618 4,229.50
4.250 4,154.50
Fisher Pivots for day following 18-Aug-2023
Pivot 1 day 3 day
R1 4,379.50 4,408.50
PP 4,376.25 4,400.00
S1 4,373.00 4,391.50

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

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