E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 4,174.25 4,177.00 2.75 0.1% 4,139.00
High 4,180.50 4,198.25 17.75 0.4% 4,189.00
Low 4,148.00 4,164.50 16.50 0.4% 4,098.75
Close 4,176.75 4,180.00 3.25 0.1% 4,163.75
Range 32.50 33.75 1.25 3.8% 90.25
ATR 57.10 55.43 -1.67 -2.9% 0.00
Volume 1,298,123 1,427,797 129,674 10.0% 7,584,891
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,282.25 4,264.75 4,198.50
R3 4,248.50 4,231.00 4,189.25
R2 4,214.75 4,214.75 4,186.25
R1 4,197.25 4,197.25 4,183.00 4,206.00
PP 4,181.00 4,181.00 4,181.00 4,185.25
S1 4,163.50 4,163.50 4,177.00 4,172.25
S2 4,147.25 4,147.25 4,173.75
S3 4,113.50 4,129.75 4,170.75
S4 4,079.75 4,096.00 4,161.50
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,421.25 4,382.75 4,213.50
R3 4,331.00 4,292.50 4,188.50
R2 4,240.75 4,240.75 4,180.25
R1 4,202.25 4,202.25 4,172.00 4,221.50
PP 4,150.50 4,150.50 4,150.50 4,160.00
S1 4,112.00 4,112.00 4,155.50 4,131.25
S2 4,060.25 4,060.25 4,147.25
S3 3,970.00 4,021.75 4,139.00
S4 3,879.75 3,931.50 4,114.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,198.25 4,110.25 88.00 2.1% 49.75 1.2% 79% True False 1,584,254
10 4,198.25 4,096.50 101.75 2.4% 44.75 1.1% 82% True False 1,466,261
20 4,198.25 3,937.00 261.25 6.3% 52.50 1.3% 93% True False 1,525,111
40 4,198.25 3,839.25 359.00 8.6% 64.00 1.5% 95% True False 1,229,152
60 4,244.75 3,839.25 405.50 9.7% 64.50 1.5% 84% False False 820,816
80 4,244.75 3,821.50 423.25 10.1% 65.75 1.6% 85% False False 616,040
100 4,244.75 3,821.50 423.25 10.1% 67.50 1.6% 85% False False 492,934
120 4,244.75 3,770.50 474.25 11.3% 70.25 1.7% 86% False False 410,808
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,341.75
2.618 4,286.50
1.618 4,252.75
1.000 4,232.00
0.618 4,219.00
HIGH 4,198.25
0.618 4,185.25
0.500 4,181.50
0.382 4,177.50
LOW 4,164.50
0.618 4,143.75
1.000 4,130.75
1.618 4,110.00
2.618 4,076.25
4.250 4,021.00
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 4,181.50 4,176.00
PP 4,181.00 4,172.00
S1 4,180.50 4,168.00

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

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