E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 4,458.25 4,463.50 5.25 0.1% 4,521.25
High 4,477.50 4,493.50 16.00 0.4% 4,531.25
Low 4,443.00 4,459.25 16.25 0.4% 4,434.25
Close 4,461.75 4,490.25 28.50 0.6% 4,461.75
Range 34.50 34.25 -0.25 -0.7% 97.00
ATR 48.71 47.68 -1.03 -2.1% 0.00
Volume 1,686,158 1,714,266 28,108 1.7% 6,280,317
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,583.75 4,571.25 4,509.00
R3 4,549.50 4,537.00 4,499.75
R2 4,515.25 4,515.25 4,496.50
R1 4,502.75 4,502.75 4,493.50 4,509.00
PP 4,481.00 4,481.00 4,481.00 4,484.00
S1 4,468.50 4,468.50 4,487.00 4,474.75
S2 4,446.75 4,446.75 4,484.00
S3 4,412.50 4,434.25 4,480.75
S4 4,378.25 4,400.00 4,471.50
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,766.75 4,711.25 4,515.00
R3 4,669.75 4,614.25 4,488.50
R2 4,572.75 4,572.75 4,479.50
R1 4,517.25 4,517.25 4,470.75 4,496.50
PP 4,475.75 4,475.75 4,475.75 4,465.50
S1 4,420.25 4,420.25 4,452.75 4,399.50
S2 4,378.75 4,378.75 4,444.00
S3 4,281.75 4,323.25 4,435.00
S4 4,184.75 4,226.25 4,408.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,531.25 4,434.25 97.00 2.2% 39.00 0.9% 58% False False 1,598,916
10 4,547.75 4,414.50 133.25 3.0% 41.00 0.9% 57% False False 1,491,589
20 4,547.75 4,350.00 197.75 4.4% 51.00 1.1% 71% False False 1,512,121
40 4,634.50 4,350.00 284.50 6.3% 48.25 1.1% 49% False False 1,527,652
60 4,634.50 4,350.00 284.50 6.3% 46.75 1.0% 49% False False 1,524,819
80 4,634.50 4,154.75 479.75 10.7% 47.00 1.0% 70% False False 1,251,385
100 4,634.50 4,098.25 536.25 11.9% 47.50 1.1% 73% False False 1,001,723
120 4,634.50 3,966.75 667.75 14.9% 48.00 1.1% 78% False False 835,061
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 8.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,639.00
2.618 4,583.25
1.618 4,549.00
1.000 4,527.75
0.618 4,514.75
HIGH 4,493.50
0.618 4,480.50
0.500 4,476.50
0.382 4,472.25
LOW 4,459.25
0.618 4,438.00
1.000 4,425.00
1.618 4,403.75
2.618 4,369.50
4.250 4,313.75
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 4,485.50 4,481.50
PP 4,481.00 4,472.75
S1 4,476.50 4,464.00

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

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