E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 22-Aug-2023
Day Change Summary
Previous Current
21-Aug-2023 22-Aug-2023 Change Change % Previous Week
Open 4,382.50 4,410.25 27.75 0.6% 4,485.00
High 4,421.00 4,440.00 19.00 0.4% 4,517.75
Low 4,372.25 4,394.25 22.00 0.5% 4,350.00
Close 4,412.50 4,399.25 -13.25 -0.3% 4,382.75
Range 48.75 45.75 -3.00 -6.2% 167.75
ATR 49.58 49.31 -0.27 -0.6% 0.00
Volume 1,361,470 1,375,651 14,181 1.0% 7,645,636
Daily Pivots for day following 22-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,548.50 4,519.50 4,424.50
R3 4,502.75 4,473.75 4,411.75
R2 4,457.00 4,457.00 4,407.75
R1 4,428.00 4,428.00 4,403.50 4,419.50
PP 4,411.25 4,411.25 4,411.25 4,407.00
S1 4,382.25 4,382.25 4,395.00 4,374.00
S2 4,365.50 4,365.50 4,390.75
S3 4,319.75 4,336.50 4,386.75
S4 4,274.00 4,290.75 4,374.00
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 4,467.25 4,350.00 117.25 2.7% 50.00 1.1% 42% False False 1,522,621
10 4,544.75 4,350.00 194.75 4.4% 53.00 1.2% 25% False False 1,576,111
20 4,634.50 4,350.00 284.50 6.5% 51.75 1.2% 17% False False 1,598,224
40 4,634.50 4,350.00 284.50 6.5% 45.25 1.0% 17% False False 1,503,624
60 4,634.50 4,187.25 447.25 10.2% 46.00 1.0% 47% False False 1,336,715
80 4,634.50 4,098.25 536.25 12.2% 47.00 1.1% 56% False False 1,003,655
100 4,634.50 4,098.25 536.25 12.2% 46.50 1.1% 56% False False 803,381
120 4,634.50 3,874.75 759.75 17.3% 51.75 1.2% 69% False False 669,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,634.50
2.618 4,559.75
1.618 4,514.00
1.000 4,485.75
0.618 4,468.25
HIGH 4,440.00
0.618 4,422.50
0.500 4,417.00
0.382 4,411.75
LOW 4,394.25
0.618 4,366.00
1.000 4,348.50
1.618 4,320.25
2.618 4,274.50
4.250 4,199.75
Fisher Pivots for day following 22-Aug-2023
Pivot 1 day 3 day
R1 4,417.00 4,397.75
PP 4,411.25 4,396.50
S1 4,405.25 4,395.00

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

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