E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	4,435.25	4,485.50	50.25	1.1%	4,390.00
High	4,498.00	4,494.00	-4.00	-0.1%	4,498.00
Low	4,433.00	4,479.50	46.50	1.0%	4,368.50
Close	4,488.25	4,492.25	4.00	0.1%	4,488.25
Range	65.00	14.50	-50.50	-77.7%	129.50
ATR	46.46	44.18	-2.28	-4.9%	0.00
Volume	1,774,940	641,289	-1,133,651	-63.9%	8,227,823

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,532.00	4,526.75	4,500.25
R3	4,517.50	4,512.25	4,496.25
R2	4,503.00	4,503.00	4,495.00
R1	4,497.75	4,497.75	4,493.50	4,500.50
PP	4,488.50	4,488.50	4,488.50	4,490.00
S1	4,483.25	4,483.25	4,491.00	4,486.00
S2	4,474.00	4,474.00	4,489.50
S3	4,459.50	4,468.75	4,488.25
S4	4,445.00	4,454.25	4,484.25

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,840.00	4,793.75	4,559.50
R3	4,710.50	4,664.25	4,523.75
R2	4,581.00	4,581.00	4,512.00
R1	4,534.75	4,534.75	4,500.00	4,558.00
PP	4,451.50	4,451.50	4,451.50	4,463.25
S1	4,405.25	4,405.25	4,476.50	4,428.50
S2	4,322.00	4,322.00	4,464.50
S3	4,192.50	4,275.75	4,452.75
S4	4,063.00	4,146.25	4,417.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,498.00	4,371.50	126.50	2.8%	38.50	0.9%	95%	False	False	1,449,339
10	4,498.00	4,368.50	129.50	2.9%	39.25	0.9%	96%	False	False	1,481,278
20	4,498.00	4,305.75	192.25	4.3%	42.25	0.9%	97%	False	False	1,360,623
40	4,498.00	4,113.75	384.25	8.6%	46.00	1.0%	99%	False	False	684,508
60	4,498.00	4,098.25	399.75	8.9%	47.00	1.0%	99%	False	False	457,144
80	4,498.00	3,874.75	623.25	13.9%	53.00	1.2%	99%	False	False	343,266
100	4,498.00	3,874.75	623.25	13.9%	54.75	1.2%	99%	False	False	274,641
120	4,498.00	3,874.75	623.25	13.9%	55.75	1.2%	99%	False	False	228,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.40
Narrowest range in 139 trading days

Fibonacci Retracements and Extensions
4.250	4,555.50
2.618	4,532.00
1.618	4,517.50
1.000	4,508.50
0.618	4,503.00
HIGH	4,494.00
0.618	4,488.50
0.500	4,486.75
0.382	4,485.00
LOW	4,479.50
0.618	4,470.50
1.000	4,465.00
1.618	4,456.00
2.618	4,441.50
4.250	4,418.00

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	4,490.50	4,479.50
PP	4,488.50	4,466.75
S1	4,486.75	4,454.00

Download as Excel Spreadsheet

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

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