E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 10-Apr-2023
Day Change Summary
Previous Current
06-Apr-2023 10-Apr-2023 Change Change % Previous Week
Open 4,113.75 4,139.00 25.25 0.6% 4,127.00
High 4,135.25 4,143.00 7.75 0.2% 4,171.75
Low 4,096.50 4,098.75 2.25 0.1% 4,096.50
Close 4,132.00 4,136.25 4.25 0.1% 4,132.00
Range 38.75 44.25 5.50 14.2% 75.25
ATR 62.72 61.40 -1.32 -2.1% 0.00
Volume 1,299,214 1,167,715 -131,499 -10.1% 5,732,090
Daily Pivots for day following 10-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,258.75 4,241.75 4,160.50
R3 4,214.50 4,197.50 4,148.50
R2 4,170.25 4,170.25 4,144.25
R1 4,153.25 4,153.25 4,140.25 4,139.50
PP 4,126.00 4,126.00 4,126.00 4,119.25
S1 4,109.00 4,109.00 4,132.25 4,095.50
S2 4,081.75 4,081.75 4,128.25
S3 4,037.50 4,064.75 4,124.00
S4 3,993.25 4,020.50 4,112.00
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,359.25 4,320.75 4,173.50
R3 4,284.00 4,245.50 4,152.75
R2 4,208.75 4,208.75 4,145.75
R1 4,170.25 4,170.25 4,139.00 4,189.50
PP 4,133.50 4,133.50 4,133.50 4,143.00
S1 4,095.00 4,095.00 4,125.00 4,114.25
S2 4,058.25 4,058.25 4,118.25
S3 3,983.00 4,019.75 4,111.25
S4 3,907.75 3,944.50 4,090.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,171.75 4,096.50 75.25 1.8% 42.25 1.0% 53% False False 1,379,961
10 4,171.75 3,980.75 191.00 4.6% 44.50 1.1% 81% False False 1,384,259
20 4,171.75 3,839.25 332.50 8.0% 68.50 1.7% 89% False False 1,876,611
40 4,223.75 3,839.25 384.50 9.3% 66.00 1.6% 77% False False 1,001,274
60 4,244.75 3,839.25 405.50 9.8% 66.50 1.6% 73% False False 668,668
80 4,244.75 3,821.50 423.25 10.2% 69.50 1.7% 74% False False 501,835
100 4,244.75 3,821.50 423.25 10.2% 68.25 1.7% 74% False False 401,521
120 4,244.75 3,655.75 589.00 14.2% 72.75 1.8% 82% False False 334,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,331.00
2.618 4,258.75
1.618 4,214.50
1.000 4,187.25
0.618 4,170.25
HIGH 4,143.00
0.618 4,126.00
0.500 4,121.00
0.382 4,115.75
LOW 4,098.75
0.618 4,071.50
1.000 4,054.50
1.618 4,027.25
2.618 3,983.00
4.250 3,910.75
Fisher Pivots for day following 10-Apr-2023
Pivot 1 day 3 day
R1 4,131.00 4,130.75
PP 4,126.00 4,125.25
S1 4,121.00 4,119.75

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

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