E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 4,165.00 4,206.25 41.25 1.0% 4,186.25
High 4,217.50 4,255.50 38.00 0.9% 4,211.00
Low 4,160.75 4,200.25 39.50 0.9% 4,150.00
Close 4,210.25 4,252.00 41.75 1.0% 4,176.25
Range 56.75 55.25 -1.50 -2.6% 61.00
ATR 50.39 50.74 0.35 0.7% 0.00
Volume 4,244 5,890 1,646 38.8% 17,821
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 4,401.75 4,382.00 4,282.50
R3 4,346.50 4,326.75 4,267.25
R2 4,291.25 4,291.25 4,262.25
R1 4,271.50 4,271.50 4,257.00 4,281.50
PP 4,236.00 4,236.00 4,236.00 4,240.75
S1 4,216.25 4,216.25 4,247.00 4,226.00
S2 4,180.75 4,180.75 4,241.75
S3 4,125.50 4,161.00 4,236.75
S4 4,070.25 4,105.75 4,221.50
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 4,362.00 4,330.25 4,209.75
R3 4,301.00 4,269.25 4,193.00
R2 4,240.00 4,240.00 4,187.50
R1 4,208.25 4,208.25 4,181.75 4,193.50
PP 4,179.00 4,179.00 4,179.00 4,171.75
S1 4,147.25 4,147.25 4,170.75 4,132.50
S2 4,118.00 4,118.00 4,165.00
S3 4,057.00 4,086.25 4,159.50
S4 3,996.00 4,025.25 4,142.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,255.50 4,150.00 105.50 2.5% 45.50 1.1% 97% True False 4,188
10 4,255.50 4,113.75 141.75 3.3% 46.50 1.1% 98% True False 3,756
20 4,255.50 4,098.25 157.25 3.7% 51.50 1.2% 98% True False 3,349
40 4,255.50 3,966.75 288.75 6.8% 47.75 1.1% 99% True False 2,595
60 4,255.50 3,874.75 380.75 9.0% 58.00 1.4% 99% True False 2,013
80 4,281.00 3,874.75 406.25 9.6% 58.75 1.4% 93% False False 1,531
100 4,281.00 3,873.50 407.50 9.6% 59.50 1.4% 93% False False 1,233
Crabel Price Patterns
NR True
NR4 False
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 9.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,490.25
2.618 4,400.25
1.618 4,345.00
1.000 4,310.75
0.618 4,289.75
HIGH 4,255.50
0.618 4,234.50
0.500 4,228.00
0.382 4,221.25
LOW 4,200.25
0.618 4,166.00
1.000 4,145.00
1.618 4,110.75
2.618 4,055.50
4.250 3,965.50
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 4,244.00 4,237.00
PP 4,236.00 4,222.00
S1 4,228.00 4,207.00

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

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