E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 24-Mar-2023
Day Change Summary
Previous Current
23-Mar-2023 24-Mar-2023 Change Change % Previous Week
Open 3,972.75 3,988.75 16.00 0.4% 3,963.75
High 4,039.50 4,010.75 -28.75 -0.7% 4,073.75
Low 3,948.50 3,937.00 -11.50 -0.3% 3,897.25
Close 3,978.00 4,001.25 23.25 0.6% 4,001.25
Range 91.00 73.75 -17.25 -19.0% 176.50
ATR 80.07 79.62 -0.45 -0.6% 0.00
Volume 2,236,954 1,944,981 -291,973 -13.1% 9,335,341
Daily Pivots for day following 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,204.25 4,176.50 4,041.75
R3 4,130.50 4,102.75 4,021.50
R2 4,056.75 4,056.75 4,014.75
R1 4,029.00 4,029.00 4,008.00 4,043.00
PP 3,983.00 3,983.00 3,983.00 3,990.00
S1 3,955.25 3,955.25 3,994.50 3,969.00
S2 3,909.25 3,909.25 3,987.75
S3 3,835.50 3,881.50 3,981.00
S4 3,761.75 3,807.75 3,960.75
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,520.25 4,437.25 4,098.25
R3 4,343.75 4,260.75 4,049.75
R2 4,167.25 4,167.25 4,033.50
R1 4,084.25 4,084.25 4,017.50 4,125.75
PP 3,990.75 3,990.75 3,990.75 4,011.50
S1 3,907.75 3,907.75 3,985.00 3,949.25
S2 3,814.25 3,814.25 3,969.00
S3 3,637.75 3,731.25 3,952.75
S4 3,461.25 3,554.75 3,904.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,073.75 3,897.25 176.50 4.4% 85.25 2.1% 59% False False 1,867,068
10 4,073.75 3,839.25 234.50 5.9% 92.75 2.3% 69% False False 2,368,963
20 4,119.50 3,839.25 280.25 7.0% 79.00 2.0% 58% False False 1,307,638
40 4,244.75 3,839.25 405.50 10.1% 72.75 1.8% 40% False False 656,284
60 4,244.75 3,838.00 406.75 10.2% 70.50 1.8% 40% False False 438,220
80 4,244.75 3,821.50 423.25 10.6% 73.00 1.8% 42% False False 328,840
100 4,244.75 3,770.50 474.25 11.9% 73.25 1.8% 49% False False 263,111
120 4,244.75 3,562.00 682.75 17.1% 78.00 1.9% 64% False False 219,286
Crabel Price Patterns
NR True
NR4 False
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 22.93
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,324.25
2.618 4,203.75
1.618 4,130.00
1.000 4,084.50
0.618 4,056.25
HIGH 4,010.75
0.618 3,982.50
0.500 3,974.00
0.382 3,965.25
LOW 3,937.00
0.618 3,891.50
1.000 3,863.25
1.618 3,817.75
2.618 3,744.00
4.250 3,623.50
Fisher Pivots for day following 24-Mar-2023
Pivot 1 day 3 day
R1 3,992.00 4,005.50
PP 3,983.00 4,004.00
S1 3,974.00 4,002.50

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

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