E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	4,418.00	4,444.00	26.00	0.6%	4,382.50
High	4,449.50	4,509.50	60.00	1.3%	4,485.50
Low	4,414.50	4,433.50	19.00	0.4%	4,365.25
Close	4,442.25	4,506.75	64.50	1.5%	4,414.25
Range	35.00	76.00	41.00	117.1%	120.25
ATR	54.40	55.94	1.54	2.8%	0.00
Volume	1,266,414	1,444,714	178,300	14.1%	7,680,891

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,711.25	4,685.00	4,548.50
R3	4,635.25	4,609.00	4,527.75
R2	4,559.25	4,559.25	4,520.75
R1	4,533.00	4,533.00	4,513.75	4,546.00
PP	4,483.25	4,483.25	4,483.25	4,489.75
S1	4,457.00	4,457.00	4,499.75	4,470.00
S2	4,407.25	4,407.25	4,492.75
S3	4,331.25	4,381.00	4,485.75
S4	4,255.25	4,305.00	4,465.00

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	4,509.50	4,365.25	144.25	3.2%	71.75	1.6%	98%	True	False	1,530,979
10	4,509.50	4,350.00	159.50	3.5%	60.75	1.3%	98%	True	False	1,526,800
20	4,593.50	4,350.00	243.50	5.4%	58.25	1.3%	64%	False	False	1,611,836
40	4,634.50	4,350.00	284.50	6.3%	49.25	1.1%	55%	False	False	1,513,830
60	4,634.50	4,305.75	328.75	7.3%	47.00	1.0%	61%	False	False	1,462,761
80	4,634.50	4,113.75	520.75	11.6%	47.75	1.1%	75%	False	False	1,099,169
100	4,634.50	4,098.25	536.25	11.9%	47.75	1.1%	76%	False	False	879,818
120	4,634.50	3,874.75	759.75	16.9%	51.75	1.1%	83%	False	False	733,454

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,832.50
2.618	4,708.50
1.618	4,632.50
1.000	4,585.50
0.618	4,556.50
HIGH	4,509.50
0.618	4,480.50
0.500	4,471.50
0.382	4,462.50
LOW	4,433.50
0.618	4,386.50
1.000	4,357.50
1.618	4,310.50
2.618	4,234.50
4.250	4,110.50

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	4,495.00	4,483.50
PP	4,483.25	4,460.50
S1	4,471.50	4,437.50

Download as Excel Spreadsheet

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

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