E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	4,510.50	4,539.50	29.00	0.6%	4,437.50
High	4,551.50	4,560.50	9.00	0.2%	4,560.50
Low	4,509.25	4,531.00	21.75	0.5%	4,411.25
Close	4,543.50	4,536.75	-6.75	-0.1%	4,536.75
Range	42.25	29.50	-12.75	-30.2%	149.25
ATR	44.34	43.28	-1.06	-2.4%	0.00
Volume	1,158,193	1,381,069	222,876	19.2%	7,024,945

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,631.25	4,613.50	4,553.00
R3	4,601.75	4,584.00	4,544.75
R2	4,572.25	4,572.25	4,542.25
R1	4,554.50	4,554.50	4,539.50	4,548.50
PP	4,542.75	4,542.75	4,542.75	4,539.75
S1	4,525.00	4,525.00	4,534.00	4,519.00
S2	4,513.25	4,513.25	4,531.25
S3	4,483.75	4,495.50	4,528.75
S4	4,454.25	4,466.00	4,520.50

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,950.50	4,893.00	4,618.75
R3	4,801.25	4,743.75	4,577.75
R2	4,652.00	4,652.00	4,564.00
R1	4,594.50	4,594.50	4,550.50	4,623.25
PP	4,502.75	4,502.75	4,502.75	4,517.25
S1	4,445.25	4,445.25	4,523.00	4,474.00
S2	4,353.50	4,353.50	4,509.50
S3	4,204.25	4,296.00	4,495.75
S4	4,055.00	4,146.75	4,454.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,560.50	4,411.25	149.25	3.3%	40.50	0.9%	84%	True	False	1,404,989
10	4,560.50	4,411.25	149.25	3.3%	41.75	0.9%	84%	True	False	1,406,809
20	4,560.50	4,368.50	192.00	4.2%	43.25	1.0%	88%	True	False	1,519,152
40	4,560.50	4,154.75	405.75	8.9%	45.75	1.0%	94%	True	False	975,119
60	4,560.50	4,098.25	462.25	10.2%	47.00	1.0%	95%	True	False	651,104
80	4,560.50	3,966.75	593.75	13.1%	47.75	1.1%	96%	True	False	488,765
100	4,560.50	3,874.75	685.75	15.1%	53.00	1.2%	97%	True	False	391,156
120	4,560.50	3,874.75	685.75	15.1%	54.50	1.2%	97%	True	False	325,977

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.98
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,686.00
2.618	4,637.75
1.618	4,608.25
1.000	4,590.00
0.618	4,578.75
HIGH	4,560.50
0.618	4,549.25
0.500	4,545.75
0.382	4,542.25
LOW	4,531.00
0.618	4,512.75
1.000	4,501.50
1.618	4,483.25
2.618	4,453.75
4.250	4,405.50

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	4,545.75	4,529.50
PP	4,542.75	4,522.50
S1	4,539.75	4,515.25

Download as Excel Spreadsheet

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

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