E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 4,020.75 4,069.00 48.25 1.2% 4,056.00
High 4,091.75 4,081.75 -10.00 -0.2% 4,070.00
Low 4,015.00 4,040.75 25.75 0.6% 3,935.75
Close 4,071.50 4,067.50 -4.00 -0.1% 4,023.00
Range 76.75 41.00 -35.75 -46.6% 134.25
ATR 70.72 68.59 -2.12 -3.0% 0.00
Volume 3,077 1,816 -1,261 -41.0% 9,489
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,186.25 4,168.00 4,090.00
R3 4,145.25 4,127.00 4,078.75
R2 4,104.25 4,104.25 4,075.00
R1 4,086.00 4,086.00 4,071.25 4,074.50
PP 4,063.25 4,063.25 4,063.25 4,057.75
S1 4,045.00 4,045.00 4,063.75 4,033.50
S2 4,022.25 4,022.25 4,060.00
S3 3,981.25 4,004.00 4,056.25
S4 3,940.25 3,963.00 4,045.00
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 4,412.25 4,352.00 4,096.75
R3 4,278.00 4,217.75 4,060.00
R2 4,143.75 4,143.75 4,047.50
R1 4,083.50 4,083.50 4,035.25 4,046.50
PP 4,009.50 4,009.50 4,009.50 3,991.00
S1 3,949.25 3,949.25 4,010.75 3,912.25
S2 3,875.25 3,875.25 3,998.50
S3 3,741.00 3,815.00 3,986.00
S4 3,606.75 3,680.75 3,949.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,091.75 3,935.75 156.00 3.8% 66.75 1.6% 84% False False 2,485
10 4,091.75 3,925.75 166.00 4.1% 60.75 1.5% 85% False False 2,104
20 4,091.75 3,838.00 253.75 6.2% 65.00 1.6% 90% False False 1,835
40 4,202.00 3,821.50 380.50 9.4% 72.00 1.8% 65% False False 1,230
60 4,202.00 3,770.50 431.50 10.6% 75.50 1.9% 69% False False 881
80 4,202.00 3,562.00 640.00 15.7% 81.50 2.0% 79% False False 705
100 4,210.25 3,562.00 648.25 15.9% 81.00 2.0% 78% False False 588
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,256.00
2.618 4,189.00
1.618 4,148.00
1.000 4,122.75
0.618 4,107.00
HIGH 4,081.75
0.618 4,066.00
0.500 4,061.25
0.382 4,056.50
LOW 4,040.75
0.618 4,015.50
1.000 3,999.75
1.618 3,974.50
2.618 3,933.50
4.250 3,866.50
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 4,065.50 4,051.25
PP 4,063.25 4,035.25
S1 4,061.25 4,019.00

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

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