E-mini S&P 500 Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	4,458.25	4,463.50	5.25	0.1%	4,521.25
High	4,477.50	4,493.50	16.00	0.4%	4,531.25
Low	4,443.00	4,459.25	16.25	0.4%	4,434.25
Close	4,461.75	4,490.25	28.50	0.6%	4,461.75
Range	34.50	34.25	-0.25	-0.7%	97.00
ATR	48.71	47.68	-1.03	-2.1%	0.00
Volume	1,686,158	1,714,266	28,108	1.7%	6,280,317

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,583.75	4,571.25	4,509.00
R3	4,549.50	4,537.00	4,499.75
R2	4,515.25	4,515.25	4,496.50
R1	4,502.75	4,502.75	4,493.50	4,509.00
PP	4,481.00	4,481.00	4,481.00	4,484.00
S1	4,468.50	4,468.50	4,487.00	4,474.75
S2	4,446.75	4,446.75	4,484.00
S3	4,412.50	4,434.25	4,480.75
S4	4,378.25	4,400.00	4,471.50

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,766.75	4,711.25	4,515.00
R3	4,669.75	4,614.25	4,488.50
R2	4,572.75	4,572.75	4,479.50
R1	4,517.25	4,517.25	4,470.75	4,496.50
PP	4,475.75	4,475.75	4,475.75	4,465.50
S1	4,420.25	4,420.25	4,452.75	4,399.50
S2	4,378.75	4,378.75	4,444.00
S3	4,281.75	4,323.25	4,435.00
S4	4,184.75	4,226.25	4,408.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,531.25	4,434.25	97.00	2.2%	39.00	0.9%	58%	False	False	1,598,916
10	4,547.75	4,414.50	133.25	3.0%	41.00	0.9%	57%	False	False	1,491,589
20	4,547.75	4,350.00	197.75	4.4%	51.00	1.1%	71%	False	False	1,512,121
40	4,634.50	4,350.00	284.50	6.3%	48.25	1.1%	49%	False	False	1,527,652
60	4,634.50	4,350.00	284.50	6.3%	46.75	1.0%	49%	False	False	1,524,819
80	4,634.50	4,154.75	479.75	10.7%	47.00	1.0%	70%	False	False	1,251,385
100	4,634.50	4,098.25	536.25	11.9%	47.50	1.1%	73%	False	False	1,001,723
120	4,634.50	3,966.75	667.75	14.9%	48.00	1.1%	78%	False	False	835,061

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	8.58
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,639.00
2.618	4,583.25
1.618	4,549.00
1.000	4,527.75
0.618	4,514.75
HIGH	4,493.50
0.618	4,480.50
0.500	4,476.50
0.382	4,472.25
LOW	4,459.25
0.618	4,438.00
1.000	4,425.00
1.618	4,403.75
2.618	4,369.50
4.250	4,313.75

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	4,485.50	4,481.50
PP	4,481.00	4,472.75
S1	4,476.50	4,464.00

Download as Excel Spreadsheet

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

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