E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	4,516.50	4,493.25	-23.25	-0.5%	4,608.75
High	4,536.25	4,544.75	8.50	0.2%	4,621.75
Low	4,478.25	4,473.50	-4.75	-0.1%	4,493.75
Close	4,485.75	4,485.75	0.00	0.0%	4,498.00
Range	58.00	71.25	13.25	22.8%	128.00
ATR	46.93	48.67	1.74	3.7%	0.00
Volume	1,640,285	2,227,022	586,737	35.8%	8,238,572

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,715.00	4,671.75	4,525.00
R3	4,643.75	4,600.50	4,505.25
R2	4,572.50	4,572.50	4,498.75
R1	4,529.25	4,529.25	4,492.25	4,515.25
PP	4,501.25	4,501.25	4,501.25	4,494.50
S1	4,458.00	4,458.00	4,479.25	4,444.00
S2	4,430.00	4,430.00	4,472.75
S3	4,358.75	4,386.75	4,466.25
S4	4,287.50	4,315.50	4,446.50

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	4,560.75	4,473.50	87.25	1.9%	59.25	1.3%	14%	False	True	1,801,218
10	4,621.75	4,473.50	148.25	3.3%	51.75	1.2%	8%	False	True	1,677,369
20	4,634.50	4,473.50	161.00	3.6%	45.25	1.0%	8%	False	True	1,536,684
40	4,634.50	4,368.50	266.00	5.9%	45.00	1.0%	44%	False	False	1,546,957
60	4,634.50	4,154.75	479.75	10.7%	45.50	1.0%	69%	False	False	1,139,342
80	4,634.50	4,098.25	536.25	12.0%	46.50	1.0%	72%	False	False	855,254
100	4,634.50	3,966.75	667.75	14.9%	47.75	1.1%	78%	False	False	684,566
120	4,634.50	3,874.75	759.75	16.9%	52.25	1.2%	80%	False	False	570,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.00
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4,847.50
2.618	4,731.25
1.618	4,660.00
1.000	4,616.00
0.618	4,588.75
HIGH	4,544.75
0.618	4,517.50
0.500	4,509.00
0.382	4,500.75
LOW	4,473.50
0.618	4,429.50
1.000	4,402.25
1.618	4,358.25
2.618	4,287.00
4.250	4,170.75

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	4,509.00	4,509.00
PP	4,501.25	4,501.25
S1	4,493.50	4,493.50

Download as Excel Spreadsheet

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

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