E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 25-Jul-2023
Day Change Summary
Previous Current
24-Jul-2023 25-Jul-2023 Change Change % Previous Week
Open 4,564.25 4,584.50 20.25 0.4% 4,536.00
High 4,592.50 4,608.75 16.25 0.4% 4,609.25
Low 4,560.00 4,579.25 19.25 0.4% 4,528.00
Close 4,583.50 4,596.00 12.50 0.3% 4,564.75
Range 32.50 29.50 -3.00 -9.2% 81.25
ATR 40.44 39.66 -0.78 -1.9% 0.00
Volume 1,203,661 1,219,737 16,076 1.3% 6,858,542
Daily Pivots for day following 25-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,683.25 4,669.00 4,612.25
R3 4,653.75 4,639.50 4,604.00
R2 4,624.25 4,624.25 4,601.50
R1 4,610.00 4,610.00 4,598.75 4,617.00
PP 4,594.75 4,594.75 4,594.75 4,598.25
S1 4,580.50 4,580.50 4,593.25 4,587.50
S2 4,565.25 4,565.25 4,590.50
S3 4,535.75 4,551.00 4,588.00
S4 4,506.25 4,521.50 4,579.75
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 4,557.25 52.00 1.1% 30.75 0.7% 75% False False 1,384,503
10 4,609.25 4,470.00 139.25 3.0% 36.75 0.8% 90% False False 1,360,549
20 4,609.25 4,371.50 237.75 5.2% 38.50 0.8% 94% False False 1,409,025
40 4,609.25 4,187.25 422.00 9.2% 43.00 0.9% 97% False False 1,205,961
60 4,609.25 4,098.25 511.00 11.1% 45.50 1.0% 97% False False 805,465
80 4,609.25 4,098.25 511.00 11.1% 45.25 1.0% 97% False False 604,670
100 4,609.25 3,874.75 734.50 16.0% 51.50 1.1% 98% False False 483,968
120 4,609.25 3,874.75 734.50 16.0% 53.00 1.2% 98% False False 403,320
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,734.00
2.618 4,686.00
1.618 4,656.50
1.000 4,638.25
0.618 4,627.00
HIGH 4,608.75
0.618 4,597.50
0.500 4,594.00
0.382 4,590.50
LOW 4,579.25
0.618 4,561.00
1.000 4,549.75
1.618 4,531.50
2.618 4,502.00
4.250 4,454.00
Fisher Pivots for day following 25-Jul-2023
Pivot 1 day 3 day
R1 4,595.25 4,592.00
PP 4,594.75 4,588.25
S1 4,594.00 4,584.50

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

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