E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 4,081.00 4,127.00 46.00 1.1% 4,008.00
High 4,142.50 4,157.75 15.25 0.4% 4,142.50
Low 4,078.00 4,122.75 44.75 1.1% 3,980.75
Close 4,137.75 4,153.75 16.00 0.4% 4,137.75
Range 64.50 35.00 -29.50 -45.7% 161.75
ATR 70.00 67.50 -2.50 -3.6% 0.00
Volume 1,695,840 1,380,286 -315,554 -18.6% 6,942,788
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,249.75 4,236.75 4,173.00
R3 4,214.75 4,201.75 4,163.50
R2 4,179.75 4,179.75 4,160.25
R1 4,166.75 4,166.75 4,157.00 4,173.25
PP 4,144.75 4,144.75 4,144.75 4,148.00
S1 4,131.75 4,131.75 4,150.50 4,138.25
S2 4,109.75 4,109.75 4,147.25
S3 4,074.75 4,096.75 4,144.00
S4 4,039.75 4,061.75 4,134.50
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 4,572.25 4,516.75 4,226.75
R3 4,410.50 4,355.00 4,182.25
R2 4,248.75 4,248.75 4,167.50
R1 4,193.25 4,193.25 4,152.50 4,221.00
PP 4,087.00 4,087.00 4,087.00 4,101.00
S1 4,031.50 4,031.50 4,123.00 4,059.25
S2 3,925.25 3,925.25 4,108.00
S3 3,763.50 3,869.75 4,093.25
S4 3,601.75 3,708.00 4,048.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,157.75 3,980.75 177.00 4.3% 46.50 1.1% 98% True False 1,403,700
10 4,157.75 3,937.00 220.75 5.3% 60.25 1.5% 98% True False 1,583,960
20 4,157.75 3,839.25 318.50 7.7% 76.00 1.8% 99% True False 1,717,760
40 4,225.25 3,839.25 386.00 9.3% 68.75 1.7% 81% False False 863,663
60 4,244.75 3,839.25 405.50 9.8% 68.25 1.6% 78% False False 576,761
80 4,244.75 3,821.50 423.25 10.2% 70.25 1.7% 78% False False 432,858
100 4,244.75 3,816.25 428.50 10.3% 71.00 1.7% 79% False False 346,337
120 4,244.75 3,562.00 682.75 16.4% 75.25 1.8% 87% False False 288,636
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 12.00
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4,306.50
2.618 4,249.50
1.618 4,214.50
1.000 4,192.75
0.618 4,179.50
HIGH 4,157.75
0.618 4,144.50
0.500 4,140.25
0.382 4,136.00
LOW 4,122.75
0.618 4,101.00
1.000 4,087.75
1.618 4,066.00
2.618 4,031.00
4.250 3,974.00
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 4,149.25 4,137.50
PP 4,144.75 4,121.25
S1 4,140.25 4,105.00

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

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