E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 4,035.75 4,056.00 20.25 0.5% 3,949.75
High 4,058.75 4,070.00 11.25 0.3% 4,058.75
Low 3,996.75 4,032.00 35.25 0.9% 3,925.75
Close 4,053.00 4,044.50 -8.50 -0.2% 4,053.00
Range 62.00 38.00 -24.00 -38.7% 133.00
ATR 72.34 69.89 -2.45 -3.4% 0.00
Volume 1,695 1,957 262 15.5% 7,823
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,162.75 4,141.75 4,065.50
R3 4,124.75 4,103.75 4,055.00
R2 4,086.75 4,086.75 4,051.50
R1 4,065.75 4,065.75 4,048.00 4,057.25
PP 4,048.75 4,048.75 4,048.75 4,044.50
S1 4,027.75 4,027.75 4,041.00 4,019.25
S2 4,010.75 4,010.75 4,037.50
S3 3,972.75 3,989.75 4,034.00
S4 3,934.75 3,951.75 4,023.50
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,411.50 4,365.25 4,126.25
R3 4,278.50 4,232.25 4,089.50
R2 4,145.50 4,145.50 4,077.50
R1 4,099.25 4,099.25 4,065.25 4,122.50
PP 4,012.50 4,012.50 4,012.50 4,024.00
S1 3,966.25 3,966.25 4,040.75 3,989.50
S2 3,879.50 3,879.50 4,028.50
S3 3,746.50 3,833.25 4,016.50
S4 3,613.50 3,700.25 3,979.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,070.00 3,925.75 144.25 3.6% 54.75 1.4% 82% True False 1,724
10 4,070.00 3,848.25 221.75 5.5% 66.00 1.6% 89% True False 1,662
20 4,070.00 3,821.50 248.50 6.1% 68.75 1.7% 90% True False 1,540
40 4,202.00 3,821.50 380.50 9.4% 70.25 1.7% 59% False False 950
60 4,202.00 3,705.50 496.50 12.3% 77.25 1.9% 68% False False 679
80 4,202.00 3,562.00 640.00 15.8% 83.50 2.1% 75% False False 554
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 17.20
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,231.50
2.618 4,169.50
1.618 4,131.50
1.000 4,108.00
0.618 4,093.50
HIGH 4,070.00
0.618 4,055.50
0.500 4,051.00
0.382 4,046.50
LOW 4,032.00
0.618 4,008.50
1.000 3,994.00
1.618 3,970.50
2.618 3,932.50
4.250 3,870.50
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 4,051.00 4,039.75
PP 4,048.75 4,035.25
S1 4,046.75 4,030.50

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

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