E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	4,384.50	4,418.00	33.50	0.8%	4,382.50
High	4,429.00	4,449.50	20.50	0.5%	4,485.50
Low	4,365.25	4,414.50	49.25	1.1%	4,365.25
Close	4,414.25	4,442.25	28.00	0.6%	4,414.25
Range	63.75	35.00	-28.75	-45.1%	120.25
ATR	55.87	54.40	-1.47	-2.6%	0.00
Volume	1,853,335	1,266,414	-586,921	-31.7%	7,680,891

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,540.50	4,526.25	4,461.50
R3	4,505.50	4,491.25	4,452.00
R2	4,470.50	4,470.50	4,448.75
R1	4,456.25	4,456.25	4,445.50	4,463.50
PP	4,435.50	4,435.50	4,435.50	4,439.00
S1	4,421.25	4,421.25	4,439.00	4,428.50
S2	4,400.50	4,400.50	4,435.75
S3	4,365.50	4,386.25	4,432.50
S4	4,330.50	4,351.25	4,423.00

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,782.50	4,718.50	4,480.50
R3	4,662.25	4,598.25	4,447.25
R2	4,542.00	4,542.00	4,436.25
R1	4,478.00	4,478.00	4,425.25	4,510.00
PP	4,421.75	4,421.75	4,421.75	4,437.50
S1	4,357.75	4,357.75	4,403.25	4,389.75
S2	4,301.50	4,301.50	4,392.25
S3	4,181.25	4,237.50	4,381.25
S4	4,061.00	4,117.25	4,348.00

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	4,365.25	120.25	2.7%	65.75	1.5%	64%	False	False	1,517,167
10	4,517.75	4,350.00	167.75	3.8%	60.25	1.4%	55%	False	False	1,531,580
20	4,621.75	4,350.00	271.75	6.1%	56.00	1.3%	34%	False	False	1,600,214
40	4,634.50	4,350.00	284.50	6.4%	47.75	1.1%	32%	False	False	1,493,744
60	4,634.50	4,269.50	365.00	8.2%	46.75	1.1%	47%	False	False	1,439,133
80	4,634.50	4,098.25	536.25	12.1%	47.50	1.1%	64%	False	False	1,081,138
100	4,634.50	4,098.25	536.25	12.1%	47.50	1.1%	64%	False	False	865,394
120	4,634.50	3,874.75	759.75	17.1%	52.00	1.2%	75%	False	False	721,422

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.35
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4,598.25
2.618	4,541.25
1.618	4,506.25
1.000	4,484.50
0.618	4,471.25
HIGH	4,449.50
0.618	4,436.25
0.500	4,432.00
0.382	4,427.75
LOW	4,414.50
0.618	4,392.75
1.000	4,379.50
1.618	4,357.75
2.618	4,322.75
4.250	4,265.75

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	4,438.75	4,436.50
PP	4,435.50	4,431.00
S1	4,432.00	4,425.50

Download as Excel Spreadsheet

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

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