E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 4,444.00 4,508.75 64.75 1.5% 4,382.50
High 4,509.50 4,530.75 21.25 0.5% 4,485.50
Low 4,433.50 4,496.25 62.75 1.4% 4,365.25
Close 4,506.75 4,524.25 17.50 0.4% 4,414.25
Range 76.00 34.50 -41.50 -54.6% 120.25
ATR 55.94 54.41 -1.53 -2.7% 0.00
Volume 1,444,714 1,397,669 -47,045 -3.3% 7,680,891
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,620.50 4,607.00 4,543.25
R3 4,586.00 4,572.50 4,533.75
R2 4,551.50 4,551.50 4,530.50
R1 4,538.00 4,538.00 4,527.50 4,544.75
PP 4,517.00 4,517.00 4,517.00 4,520.50
S1 4,503.50 4,503.50 4,521.00 4,510.25
S2 4,482.50 4,482.50 4,518.00
S3 4,448.00 4,469.00 4,514.75
S4 4,413.50 4,434.50 4,505.25
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 4,530.75 4,365.25 165.50 3.7% 63.25 1.4% 96% True False 1,549,185
10 4,530.75 4,350.00 180.75 4.0% 59.25 1.3% 96% True False 1,516,645
20 4,560.75 4,350.00 210.75 4.7% 56.50 1.3% 83% False False 1,585,826
40 4,634.50 4,350.00 284.50 6.3% 49.50 1.1% 61% False False 1,518,927
60 4,634.50 4,305.75 328.75 7.3% 47.00 1.0% 66% False False 1,485,527
80 4,634.50 4,150.00 484.50 10.7% 47.00 1.0% 77% False False 1,116,592
100 4,634.50 4,098.25 536.25 11.9% 48.00 1.1% 79% False False 893,790
120 4,634.50 3,874.75 759.75 16.8% 51.25 1.1% 85% False False 745,087
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 12.05
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,677.50
2.618 4,621.00
1.618 4,586.50
1.000 4,565.25
0.618 4,552.00
HIGH 4,530.75
0.618 4,517.50
0.500 4,513.50
0.382 4,509.50
LOW 4,496.25
0.618 4,475.00
1.000 4,461.75
1.618 4,440.50
2.618 4,406.00
4.250 4,349.50
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 4,520.75 4,507.00
PP 4,517.00 4,489.75
S1 4,513.50 4,472.50

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

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