E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 4,463.50 4,487.75 24.25 0.5% 4,521.25
High 4,493.50 4,491.00 -2.50 -0.1% 4,531.25
Low 4,459.25 4,458.75 -0.50 0.0% 4,434.25
Close 4,490.25 4,465.00 -25.25 -0.6% 4,461.75
Range 34.25 32.25 -2.00 -5.8% 97.00
ATR 47.68 46.58 -1.10 -2.3% 0.00
Volume 1,714,266 1,153,961 -560,305 -32.7% 6,280,317
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,568.25 4,549.00 4,482.75
R3 4,536.00 4,516.75 4,473.75
R2 4,503.75 4,503.75 4,471.00
R1 4,484.50 4,484.50 4,468.00 4,478.00
PP 4,471.50 4,471.50 4,471.50 4,468.50
S1 4,452.25 4,452.25 4,462.00 4,445.75
S2 4,439.25 4,439.25 4,459.00
S3 4,407.00 4,420.00 4,456.25
S4 4,374.75 4,387.75 4,447.25
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 4,503.75 4,434.25 69.50 1.6% 39.00 0.9% 44% False False 1,551,347
10 4,547.75 4,433.50 114.25 2.6% 40.75 0.9% 28% False False 1,480,344
20 4,547.75 4,350.00 197.75 4.4% 50.50 1.1% 58% False False 1,505,962
40 4,634.50 4,350.00 284.50 6.4% 48.25 1.1% 40% False False 1,530,052
60 4,634.50 4,350.00 284.50 6.4% 45.75 1.0% 40% False False 1,510,330
80 4,634.50 4,154.75 479.75 10.7% 46.75 1.0% 65% False False 1,265,757
100 4,634.50 4,098.25 536.25 12.0% 47.50 1.1% 68% False False 1,013,241
120 4,634.50 3,966.75 667.75 15.0% 47.50 1.1% 75% False False 844,668
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,628.00
2.618 4,575.50
1.618 4,543.25
1.000 4,523.25
0.618 4,511.00
HIGH 4,491.00
0.618 4,478.75
0.500 4,475.00
0.382 4,471.00
LOW 4,458.75
0.618 4,438.75
1.000 4,426.50
1.618 4,406.50
2.618 4,374.25
4.250 4,321.75
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 4,475.00 4,468.25
PP 4,471.50 4,467.25
S1 4,468.25 4,466.00

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

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