E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 4,139.00 4,138.50 -0.50 0.0% 4,127.00
High 4,143.00 4,151.75 8.75 0.2% 4,171.75
Low 4,098.75 4,128.75 30.00 0.7% 4,096.50
Close 4,136.25 4,136.50 0.25 0.0% 4,132.00
Range 44.25 23.00 -21.25 -48.0% 75.25
ATR 61.40 58.65 -2.74 -4.5% 0.00
Volume 1,167,715 1,221,824 54,109 4.6% 5,732,090
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,208.00 4,195.25 4,149.25
R3 4,185.00 4,172.25 4,142.75
R2 4,162.00 4,162.00 4,140.75
R1 4,149.25 4,149.25 4,138.50 4,144.00
PP 4,139.00 4,139.00 4,139.00 4,136.50
S1 4,126.25 4,126.25 4,134.50 4,121.00
S2 4,116.00 4,116.00 4,132.25
S3 4,093.00 4,103.25 4,130.25
S4 4,070.00 4,080.25 4,123.75
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% 39.75 1.0% 53% False False 1,348,268
10 4,171.75 3,980.75 191.00 4.6% 43.25 1.0% 82% False False 1,375,984
20 4,171.75 3,865.00 306.75 7.4% 63.25 1.5% 89% False False 1,763,719
40 4,223.75 3,839.25 384.50 9.3% 65.50 1.6% 77% False False 1,031,751
60 4,244.75 3,839.25 405.50 9.8% 65.75 1.6% 73% False False 688,981
80 4,244.75 3,821.50 423.25 10.2% 68.00 1.6% 74% False False 517,093
100 4,244.75 3,821.50 423.25 10.2% 68.00 1.6% 74% False False 413,737
120 4,244.75 3,705.50 539.25 13.0% 72.00 1.7% 80% False False 344,801
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.53
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 4,249.50
2.618 4,212.00
1.618 4,189.00
1.000 4,174.75
0.618 4,166.00
HIGH 4,151.75
0.618 4,143.00
0.500 4,140.25
0.382 4,137.50
LOW 4,128.75
0.618 4,114.50
1.000 4,105.75
1.618 4,091.50
2.618 4,068.50
4.250 4,031.00
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 4,140.25 4,132.50
PP 4,139.00 4,128.25
S1 4,137.75 4,124.00

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

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