E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 4,505.75 4,453.25 -52.50 -1.2% 4,500.50
High 4,517.75 4,467.25 -50.50 -1.1% 4,544.75
Low 4,447.00 4,417.00 -30.00 -0.7% 4,459.00
Close 4,454.00 4,420.00 -34.00 -0.8% 4,480.75
Range 70.75 50.25 -20.50 -29.0% 85.75
ATR 49.15 49.23 0.08 0.2% 0.00
Volume 1,492,516 1,499,218 6,702 0.4% 8,472,202
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,585.50 4,553.00 4,447.75
R3 4,535.25 4,502.75 4,433.75
R2 4,485.00 4,485.00 4,429.25
R1 4,452.50 4,452.50 4,424.50 4,443.50
PP 4,434.75 4,434.75 4,434.75 4,430.25
S1 4,402.25 4,402.25 4,415.50 4,393.50
S2 4,384.50 4,384.50 4,410.75
S3 4,334.25 4,352.00 4,406.25
S4 4,284.00 4,301.75 4,392.25
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 4,417.00 127.75 2.9% 54.50 1.2% 2% False True 1,601,387
10 4,560.75 4,417.00 143.75 3.3% 54.00 1.2% 2% False True 1,655,008
20 4,634.50 4,417.00 217.50 4.9% 48.25 1.1% 1% False True 1,561,718
40 4,634.50 4,368.50 266.00 6.0% 44.00 1.0% 19% False False 1,501,419
60 4,634.50 4,154.75 479.75 10.9% 46.00 1.0% 55% False False 1,235,343
80 4,634.50 4,098.25 536.25 12.1% 47.50 1.1% 60% False False 927,404
100 4,634.50 4,015.00 619.50 14.0% 46.25 1.0% 65% False False 742,294
120 4,634.50 3,874.75 759.75 17.2% 51.75 1.2% 72% False False 618,731
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,680.75
2.618 4,598.75
1.618 4,548.50
1.000 4,517.50
0.618 4,498.25
HIGH 4,467.25
0.618 4,448.00
0.500 4,442.00
0.382 4,436.25
LOW 4,417.00
0.618 4,386.00
1.000 4,366.75
1.618 4,335.75
2.618 4,285.50
4.250 4,203.50
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 4,442.00 4,467.50
PP 4,434.75 4,451.50
S1 4,427.50 4,435.75

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

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