E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	4,534.25	4,523.50	-10.75	-0.2%	4,608.75
High	4,547.50	4,560.75	13.25	0.3%	4,621.75
Low	4,505.75	4,493.75	-12.00	-0.3%	4,493.75
Close	4,521.75	4,498.00	-23.75	-0.5%	4,498.00
Range	41.75	67.00	25.25	60.5%	128.00
ATR	43.51	45.19	1.68	3.9%	0.00
Volume	1,764,076	2,044,936	280,860	15.9%	8,238,572

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,718.50	4,675.25	4,534.75
R3	4,651.50	4,608.25	4,516.50
R2	4,584.50	4,584.50	4,510.25
R1	4,541.25	4,541.25	4,504.25	4,529.50
PP	4,517.50	4,517.50	4,517.50	4,511.50
S1	4,474.25	4,474.25	4,491.75	4,462.50
S2	4,450.50	4,450.50	4,485.75
S3	4,383.50	4,407.25	4,479.50
S4	4,316.50	4,340.25	4,461.25

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,921.75	4,838.00	4,568.50
R3	4,793.75	4,710.00	4,533.25
R2	4,665.75	4,665.75	4,521.50
R1	4,582.00	4,582.00	4,509.75	4,560.00
PP	4,537.75	4,537.75	4,537.75	4,526.75
S1	4,454.00	4,454.00	4,486.25	4,432.00
S2	4,409.75	4,409.75	4,474.50
S3	4,281.75	4,326.00	4,462.75
S4	4,153.75	4,198.00	4,427.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,621.75	4,493.75	128.00	2.8%	45.75	1.0%	3%	False	True	1,647,714
10	4,634.50	4,493.75	140.75	3.1%	46.75	1.0%	3%	False	True	1,553,293
20	4,634.50	4,411.25	223.25	5.0%	42.50	0.9%	39%	False	False	1,470,821
40	4,634.50	4,305.75	328.75	7.3%	43.25	1.0%	58%	False	False	1,527,668
60	4,634.50	4,150.00	484.50	10.8%	45.00	1.0%	72%	False	False	1,023,606
80	4,634.50	4,098.25	536.25	11.9%	46.50	1.0%	75%	False	False	768,352
100	4,634.50	3,896.00	738.50	16.4%	49.25	1.1%	82%	False	False	615,015
120	4,634.50	3,874.75	759.75	16.9%	52.25	1.2%	82%	False	False	512,561

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.43
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4,845.50
2.618	4,736.25
1.618	4,669.25
1.000	4,627.75
0.618	4,602.25
HIGH	4,560.75
0.618	4,535.25
0.500	4,527.25
0.382	4,519.25
LOW	4,493.75
0.618	4,452.25
1.000	4,426.75
1.618	4,385.25
2.618	4,318.25
4.250	4,209.00

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	4,527.25	4,543.50
PP	4,517.50	4,528.50
S1	4,507.75	4,513.25

Download as Excel Spreadsheet

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

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