E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	4,508.75	4,527.00	18.25	0.4%	4,382.50
High	4,530.75	4,541.25	10.50	0.2%	4,485.50
Low	4,496.25	4,512.75	16.50	0.4%	4,365.25
Close	4,524.25	4,516.00	-8.25	-0.2%	4,414.25
Range	34.50	28.50	-6.00	-17.4%	120.25
ATR	54.41	52.56	-1.85	-3.4%	0.00
Volume	1,397,669	1,395,751	-1,918	-0.1%	7,680,891

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,608.75	4,591.00	4,531.75
R3	4,580.25	4,562.50	4,523.75
R2	4,551.75	4,551.75	4,521.25
R1	4,534.00	4,534.00	4,518.50	4,528.50
PP	4,523.25	4,523.25	4,523.25	4,520.75
S1	4,505.50	4,505.50	4,513.50	4,500.00
S2	4,494.75	4,494.75	4,510.75
S3	4,466.25	4,477.00	4,508.25
S4	4,437.75	4,448.50	4,500.25

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	4,541.25	4,365.25	176.00	3.9%	47.50	1.1%	86%	True	False	1,471,576
10	4,541.25	4,350.00	191.25	4.2%	56.25	1.2%	87%	True	False	1,493,172
20	4,560.75	4,350.00	210.75	4.7%	56.00	1.2%	79%	False	False	1,567,410
40	4,634.50	4,350.00	284.50	6.3%	48.75	1.1%	58%	False	False	1,510,283
60	4,634.50	4,305.75	328.75	7.3%	47.00	1.0%	64%	False	False	1,508,117
80	4,634.50	4,150.00	484.50	10.7%	47.25	1.0%	76%	False	False	1,134,015
100	4,634.50	4,098.25	536.25	11.9%	47.75	1.1%	78%	False	False	907,735
120	4,634.50	3,896.00	738.50	16.4%	50.50	1.1%	84%	False	False	756,712

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.85
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	4,662.50
2.618	4,615.75
1.618	4,587.25
1.000	4,569.75
0.618	4,558.75
HIGH	4,541.25
0.618	4,530.25
0.500	4,527.00
0.382	4,523.75
LOW	4,512.75
0.618	4,495.25
1.000	4,484.25
1.618	4,466.75
2.618	4,438.25
4.250	4,391.50

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	4,527.00	4,506.50
PP	4,523.25	4,497.00
S1	4,519.75	4,487.50

Download as Excel Spreadsheet

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

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