E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 3,930.00 3,948.00 18.00 0.5% 3,953.25
High 3,930.00 3,972.00 42.00 1.1% 3,964.25
Low 3,891.25 3,883.50 -7.75 -0.2% 3,873.50
Close 3,929.00 3,913.00 -16.00 -0.4% 3,929.00
Range 38.75 88.50 49.75 128.4% 90.75
ATR 65.71 67.34 1.63 2.5% 0.00
Volume 20 30 10 50.0% 58
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,188.25 4,139.25 3,961.75
R3 4,099.75 4,050.75 3,937.25
R2 4,011.25 4,011.25 3,929.25
R1 3,962.25 3,962.25 3,921.00 3,942.50
PP 3,922.75 3,922.75 3,922.75 3,913.00
S1 3,873.75 3,873.75 3,905.00 3,854.00
S2 3,834.25 3,834.25 3,896.75
S3 3,745.75 3,785.25 3,888.75
S4 3,657.25 3,696.75 3,864.25
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 4,194.50 4,152.50 3,979.00
R3 4,103.75 4,061.75 3,954.00
R2 4,013.00 4,013.00 3,945.75
R1 3,971.00 3,971.00 3,937.25 3,946.50
PP 3,922.25 3,922.25 3,922.25 3,910.00
S1 3,880.25 3,880.25 3,920.75 3,856.00
S2 3,831.50 3,831.50 3,912.25
S3 3,740.75 3,789.50 3,904.00
S4 3,650.00 3,698.75 3,879.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,972.00 3,873.50 98.50 2.5% 60.00 1.5% 40% True False 17
10 3,984.50 3,857.00 127.50 3.3% 64.50 1.6% 44% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,348.00
2.618 4,203.75
1.618 4,115.25
1.000 4,060.50
0.618 4,026.75
HIGH 3,972.00
0.618 3,938.25
0.500 3,927.75
0.382 3,917.25
LOW 3,883.50
0.618 3,828.75
1.000 3,795.00
1.618 3,740.25
2.618 3,651.75
4.250 3,507.50
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 3,927.75 3,927.75
PP 3,922.75 3,922.75
S1 3,918.00 3,918.00

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

View Archives - Comment on this page... - Back to Index of Symbols