E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	4,550.25	4,582.75	32.50	0.7%	4,437.50
High	4,594.50	4,609.25	14.75	0.3%	4,560.50
Low	4,544.75	4,582.25	37.50	0.8%	4,411.25
Close	4,587.75	4,597.00	9.25	0.2%	4,536.75
Range	49.75	27.00	-22.75	-45.7%	149.25
ATR	43.38	42.21	-1.17	-2.7%	0.00
Volume	1,301,460	1,538,747	237,287	18.2%	7,024,945

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,677.25	4,664.00	4,611.75
R3	4,650.25	4,637.00	4,604.50
R2	4,623.25	4,623.25	4,602.00
R1	4,610.00	4,610.00	4,599.50	4,616.50
PP	4,596.25	4,596.25	4,596.25	4,599.50
S1	4,583.00	4,583.00	4,594.50	4,589.50
S2	4,569.25	4,569.25	4,592.00
S3	4,542.25	4,556.00	4,589.50
S4	4,515.25	4,529.00	4,582.25

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	4,609.25	4,509.25	100.00	2.2%	37.25	0.8%	88%	True	False	1,287,486
10	4,609.25	4,411.25	198.00	4.3%	42.50	0.9%	94%	True	False	1,435,628
20	4,609.25	4,368.50	240.75	5.2%	39.75	0.9%	95%	True	False	1,441,120
40	4,609.25	4,154.75	454.50	9.9%	45.00	1.0%	97%	True	False	1,072,156
60	4,609.25	4,098.25	511.00	11.1%	47.25	1.0%	98%	True	False	715,966
80	4,609.25	4,015.00	594.25	12.9%	45.75	1.0%	98%	True	False	537,438
100	4,609.25	3,874.75	734.50	16.0%	52.25	1.1%	98%	True	False	430,133
120	4,609.25	3,874.75	734.50	16.0%	54.00	1.2%	98%	True	False	358,460

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	5.38
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4,724.00
2.618	4,680.00
1.618	4,653.00
1.000	4,636.25
0.618	4,626.00
HIGH	4,609.25
0.618	4,599.00
0.500	4,595.75
0.382	4,592.50
LOW	4,582.25
0.618	4,565.50
1.000	4,555.25
1.618	4,538.50
2.618	4,511.50
4.250	4,467.50

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	4,596.50	4,587.50
PP	4,596.25	4,578.00
S1	4,595.75	4,568.50

Download as Excel Spreadsheet

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

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