E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 4,138.50 4,137.50 -1.00 0.0% 4,127.00
High 4,151.75 4,177.75 26.00 0.6% 4,171.75
Low 4,128.75 4,113.50 -15.25 -0.4% 4,096.50
Close 4,136.50 4,119.00 -17.50 -0.4% 4,132.00
Range 23.00 64.25 41.25 179.3% 75.25
ATR 58.65 59.05 0.40 0.7% 0.00
Volume 1,221,824 1,853,671 631,847 51.7% 5,732,090
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,329.50 4,288.50 4,154.25
R3 4,265.25 4,224.25 4,136.75
R2 4,201.00 4,201.00 4,130.75
R1 4,160.00 4,160.00 4,125.00 4,148.50
PP 4,136.75 4,136.75 4,136.75 4,131.00
S1 4,095.75 4,095.75 4,113.00 4,084.00
S2 4,072.50 4,072.50 4,107.25
S3 4,008.25 4,031.50 4,101.25
S4 3,944.00 3,967.25 4,083.75
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 4,177.75 4,096.50 81.25 2.0% 41.25 1.0% 28% True False 1,402,520
10 4,177.75 4,006.00 171.75 4.2% 45.25 1.1% 66% True False 1,438,902
20 4,177.75 3,865.00 312.75 7.6% 62.00 1.5% 81% True False 1,701,384
40 4,223.75 3,839.25 384.50 9.3% 65.50 1.6% 73% False False 1,078,003
60 4,244.75 3,839.25 405.50 9.8% 65.75 1.6% 69% False False 719,848
80 4,244.75 3,821.50 423.25 10.3% 67.75 1.6% 70% False False 540,252
100 4,244.75 3,821.50 423.25 10.3% 67.75 1.6% 70% False False 432,272
120 4,244.75 3,705.50 539.25 13.1% 72.00 1.7% 77% False False 360,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.90
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,450.75
2.618 4,346.00
1.618 4,281.75
1.000 4,242.00
0.618 4,217.50
HIGH 4,177.75
0.618 4,153.25
0.500 4,145.50
0.382 4,138.00
LOW 4,113.50
0.618 4,073.75
1.000 4,049.25
1.618 4,009.50
2.618 3,945.25
4.250 3,840.50
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 4,145.50 4,138.25
PP 4,136.75 4,131.75
S1 4,128.00 4,125.50

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

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