E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 4,593.25 4,566.25 -27.00 -0.6% 4,536.00
High 4,594.25 4,590.00 -4.25 -0.1% 4,609.25
Low 4,557.25 4,561.75 4.50 0.1% 4,528.00
Close 4,565.50 4,564.75 -0.75 0.0% 4,564.75
Range 37.00 28.25 -8.75 -23.6% 81.25
ATR 42.03 41.05 -0.98 -2.3% 0.00
Volume 1,527,727 1,432,643 -95,084 -6.2% 6,858,542
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,657.00 4,639.00 4,580.25
R3 4,628.75 4,610.75 4,572.50
R2 4,600.50 4,600.50 4,570.00
R1 4,582.50 4,582.50 4,567.25 4,577.50
PP 4,572.25 4,572.25 4,572.25 4,569.50
S1 4,554.25 4,554.25 4,562.25 4,549.00
S2 4,544.00 4,544.00 4,559.50
S3 4,515.75 4,526.00 4,557.00
S4 4,487.50 4,497.75 4,549.25
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,811.00 4,769.25 4,609.50
R3 4,729.75 4,688.00 4,587.00
R2 4,648.50 4,648.50 4,579.75
R1 4,606.75 4,606.75 4,572.25 4,627.50
PP 4,567.25 4,567.25 4,567.25 4,577.75
S1 4,525.50 4,525.50 4,557.25 4,546.50
S2 4,486.00 4,486.00 4,549.75
S3 4,404.75 4,444.25 4,542.50
S4 4,323.50 4,363.00 4,520.00
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 4,528.00 81.25 1.8% 36.00 0.8% 45% False False 1,371,708
10 4,609.25 4,411.25 198.00 4.3% 38.25 0.8% 78% False False 1,388,348
20 4,609.25 4,368.50 240.75 5.3% 39.50 0.9% 82% False False 1,446,525
40 4,609.25 4,154.75 454.50 10.0% 43.75 1.0% 90% False False 1,145,796
60 4,609.25 4,098.25 511.00 11.2% 46.75 1.0% 91% False False 765,214
80 4,609.25 4,041.50 567.75 12.4% 45.75 1.0% 92% False False 574,413
100 4,609.25 3,874.75 734.50 16.1% 52.00 1.1% 94% False False 459,735
120 4,609.25 3,874.75 734.50 16.1% 54.00 1.2% 94% False False 383,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,710.00
2.618 4,664.00
1.618 4,635.75
1.000 4,618.25
0.618 4,607.50
HIGH 4,590.00
0.618 4,579.25
0.500 4,576.00
0.382 4,572.50
LOW 4,561.75
0.618 4,544.25
1.000 4,533.50
1.618 4,516.00
2.618 4,487.75
4.250 4,441.75
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 4,576.00 4,583.25
PP 4,572.25 4,577.00
S1 4,568.50 4,571.00

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

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