E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	4,485.00	4,505.75	20.75	0.5%	4,500.50
High	4,507.75	4,517.75	10.00	0.2%	4,544.75
Low	4,465.00	4,447.00	-18.00	-0.4%	4,459.00
Close	4,506.00	4,454.00	-52.00	-1.2%	4,480.75
Range	42.75	70.75	28.00	65.5%	85.75
ATR	47.49	49.15	1.66	3.5%	0.00
Volume	1,277,132	1,492,516	215,384	16.9%	8,472,202

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,685.25	4,640.25	4,493.00
R3	4,614.50	4,569.50	4,473.50
R2	4,543.75	4,543.75	4,467.00
R1	4,498.75	4,498.75	4,460.50	4,486.00
PP	4,473.00	4,473.00	4,473.00	4,466.50
S1	4,428.00	4,428.00	4,447.50	4,415.00
S2	4,402.25	4,402.25	4,441.00
S3	4,331.50	4,357.25	4,434.50
S4	4,260.75	4,286.50	4,415.00

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,752.00	4,702.25	4,528.00
R3	4,666.25	4,616.50	4,504.25
R2	4,580.50	4,580.50	4,496.50
R1	4,530.75	4,530.75	4,488.50	4,512.75
PP	4,494.75	4,494.75	4,494.75	4,486.00
S1	4,445.00	4,445.00	4,473.00	4,427.00
S2	4,409.00	4,409.00	4,465.00
S3	4,323.25	4,359.25	4,457.25
S4	4,237.50	4,273.50	4,433.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,544.75	4,447.00	97.75	2.2%	56.00	1.3%	7%	False	True	1,629,600
10	4,593.50	4,447.00	146.50	3.3%	55.50	1.2%	5%	False	True	1,696,872
20	4,634.50	4,447.00	187.50	4.2%	47.00	1.1%	4%	False	True	1,563,695
40	4,634.50	4,368.50	266.00	6.0%	44.00	1.0%	32%	False	False	1,502,449
60	4,634.50	4,154.75	479.75	10.8%	45.75	1.0%	62%	False	False	1,210,465
80	4,634.50	4,098.25	536.25	12.0%	47.25	1.1%	66%	False	False	908,686
100	4,634.50	3,966.75	667.75	15.0%	46.50	1.0%	73%	False	False	727,317
120	4,634.50	3,874.75	759.75	17.1%	51.75	1.2%	76%	False	False	606,239

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.80
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,818.50
2.618	4,703.00
1.618	4,632.25
1.000	4,588.50
0.618	4,561.50
HIGH	4,517.75
0.618	4,490.75
0.500	4,482.50
0.382	4,474.00
LOW	4,447.00
0.618	4,403.25
1.000	4,376.25
1.618	4,332.50
2.618	4,261.75
4.250	4,146.25

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	4,482.50	4,482.50
PP	4,473.00	4,473.00
S1	4,463.50	4,463.50

Download as Excel Spreadsheet

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

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