E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	4,400.00	4,470.50	70.50	1.6%	4,485.00
High	4,476.25	4,485.50	9.25	0.2%	4,517.75
Low	4,399.50	4,378.50	-21.00	-0.5%	4,350.00
Close	4,447.00	4,386.00	-61.00	-1.4%	4,382.75
Range	76.75	107.00	30.25	39.4%	167.75
ATR	51.29	55.27	3.98	7.8%	0.00
Volume	1,306,640	1,783,795	477,155	36.5%	7,645,636

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,737.75	4,668.75	4,444.75
R3	4,630.75	4,561.75	4,415.50
R2	4,523.75	4,523.75	4,405.50
R1	4,454.75	4,454.75	4,395.75	4,435.75
PP	4,416.75	4,416.75	4,416.75	4,407.00
S1	4,347.75	4,347.75	4,376.25	4,328.75
S2	4,309.75	4,309.75	4,366.50
S3	4,202.75	4,240.75	4,356.50
S4	4,095.75	4,133.75	4,327.25

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,920.00	4,819.25	4,475.00
R3	4,752.25	4,651.50	4,429.00
R2	4,584.50	4,584.50	4,413.50
R1	4,483.75	4,483.75	4,398.25	4,450.25
PP	4,416.75	4,416.75	4,416.75	4,400.00
S1	4,316.00	4,316.00	4,367.25	4,282.50
S2	4,249.00	4,249.00	4,352.00
S3	4,081.25	4,148.25	4,336.50
S4	3,913.50	3,980.50	4,290.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,485.50	4,350.00	135.50	3.1%	64.75	1.5%	27%	True	False	1,514,769
10	4,517.75	4,350.00	167.75	3.8%	58.50	1.3%	21%	False	False	1,498,424
20	4,621.75	4,350.00	271.75	6.2%	55.00	1.3%	13%	False	False	1,587,896
40	4,634.50	4,350.00	284.50	6.5%	47.75	1.1%	13%	False	False	1,500,842
60	4,634.50	4,216.00	418.50	9.5%	47.00	1.1%	41%	False	False	1,387,850
80	4,634.50	4,098.25	536.25	12.2%	48.25	1.1%	54%	False	False	1,042,220
100	4,634.50	4,098.25	536.25	12.2%	47.50	1.1%	54%	False	False	834,244
120	4,634.50	3,874.75	759.75	17.3%	52.25	1.2%	67%	False	False	695,429

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	12.93
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	4,940.25
2.618	4,765.75
1.618	4,658.75
1.000	4,592.50
0.618	4,551.75
HIGH	4,485.50
0.618	4,444.75
0.500	4,432.00
0.382	4,419.25
LOW	4,378.50
0.618	4,312.25
1.000	4,271.50
1.618	4,205.25
2.618	4,098.25
4.250	3,923.75

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	4,432.00	4,432.00
PP	4,416.75	4,416.75
S1	4,401.25	4,401.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols