E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 25-Nov-2022
Day Change Summary
Previous Current
23-Nov-2022 25-Nov-2022 Change Change % Previous Week
Open 4,080.50 4,110.00 29.50 0.7% 4,040.00
High 4,109.50 4,113.25 3.75 0.1% 4,113.25
Low 4,074.50 4,094.00 19.50 0.5% 4,010.75
Close 4,103.75 4,103.00 -0.75 0.0% 4,103.00
Range 35.00 19.25 -15.75 -45.0% 102.50
ATR 79.62 75.31 -4.31 -5.4% 0.00
Volume 91 22 -69 -75.8% 234
Daily Pivots for day following 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,161.25 4,151.25 4,113.50
R3 4,142.00 4,132.00 4,108.25
R2 4,122.75 4,122.75 4,106.50
R1 4,112.75 4,112.75 4,104.75 4,108.00
PP 4,103.50 4,103.50 4,103.50 4,101.00
S1 4,093.50 4,093.50 4,101.25 4,089.00
S2 4,084.25 4,084.25 4,099.50
S3 4,065.00 4,074.25 4,097.75
S4 4,045.75 4,055.00 4,092.50
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 4,383.25 4,345.50 4,159.50
R3 4,280.75 4,243.00 4,131.25
R2 4,178.25 4,178.25 4,121.75
R1 4,140.50 4,140.50 4,112.50 4,159.50
PP 4,075.75 4,075.75 4,075.75 4,085.00
S1 4,038.00 4,038.00 4,093.50 4,057.00
S2 3,973.25 3,973.25 4,084.25
S3 3,870.75 3,935.50 4,074.75
S4 3,768.25 3,833.00 4,046.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,113.25 4,010.75 102.50 2.5% 42.25 1.0% 90% True False 112
10 4,119.75 3,982.50 137.25 3.3% 54.00 1.3% 88% False False 217
20 4,119.75 3,770.50 349.25 8.5% 77.75 1.9% 95% False False 183
40 4,119.75 3,562.00 557.75 13.6% 89.00 2.2% 97% False False 173
60 4,210.25 3,562.00 648.25 15.8% 86.25 2.1% 83% False False 160
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 True
Bear Hook False
Bull Hook True
Stretch 13.63
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 4,195.00
2.618 4,163.75
1.618 4,144.50
1.000 4,132.50
0.618 4,125.25
HIGH 4,113.25
0.618 4,106.00
0.500 4,103.50
0.382 4,101.25
LOW 4,094.00
0.618 4,082.00
1.000 4,074.75
1.618 4,062.75
2.618 4,043.50
4.250 4,012.25
Fisher Pivots for day following 25-Nov-2022
Pivot 1 day 3 day
R1 4,103.50 4,090.25
PP 4,103.50 4,077.25
S1 4,103.25 4,064.50

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

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