E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 4,487.75 4,464.50 -23.25 -0.5% 4,521.25
High 4,491.00 4,481.00 -10.00 -0.2% 4,531.25
Low 4,458.75 4,446.75 -12.00 -0.3% 4,434.25
Close 4,465.00 4,468.75 3.75 0.1% 4,461.75
Range 32.25 34.25 2.00 6.2% 97.00
ATR 46.58 45.70 -0.88 -1.9% 0.00
Volume 1,153,961 690,872 -463,089 -40.1% 6,280,317
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,568.25 4,552.75 4,487.50
R3 4,534.00 4,518.50 4,478.25
R2 4,499.75 4,499.75 4,475.00
R1 4,484.25 4,484.25 4,472.00 4,492.00
PP 4,465.50 4,465.50 4,465.50 4,469.50
S1 4,450.00 4,450.00 4,465.50 4,457.75
S2 4,431.25 4,431.25 4,462.50
S3 4,397.00 4,415.75 4,459.25
S4 4,362.75 4,381.50 4,450.00
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 4,493.50 4,434.25 59.25 1.3% 34.50 0.8% 58% False False 1,369,496
10 4,547.75 4,434.25 113.50 2.5% 36.50 0.8% 30% False False 1,404,959
20 4,547.75 4,350.00 197.75 4.4% 48.75 1.1% 60% False False 1,465,880
40 4,634.50 4,350.00 284.50 6.4% 47.75 1.1% 42% False False 1,514,787
60 4,634.50 4,350.00 284.50 6.4% 45.50 1.0% 42% False False 1,490,259
80 4,634.50 4,154.75 479.75 10.7% 46.50 1.0% 65% False False 1,274,319
100 4,634.50 4,098.25 536.25 12.0% 47.50 1.1% 69% False False 1,020,125
120 4,634.50 3,966.75 667.75 14.9% 47.00 1.0% 75% False False 850,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,626.50
2.618 4,570.75
1.618 4,536.50
1.000 4,515.25
0.618 4,502.25
HIGH 4,481.00
0.618 4,468.00
0.500 4,464.00
0.382 4,459.75
LOW 4,446.75
0.618 4,425.50
1.000 4,412.50
1.618 4,391.25
2.618 4,357.00
4.250 4,301.25
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 4,467.00 4,470.00
PP 4,465.50 4,469.75
S1 4,464.00 4,469.25

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

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