E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 4,153.75 4,150.00 -3.75 -0.1% 4,174.25
High 4,161.00 4,164.25 3.25 0.1% 4,198.25
Low 4,135.25 4,133.50 -1.75 0.0% 4,135.25
Close 4,156.75 4,159.50 2.75 0.1% 4,156.75
Range 25.75 30.75 5.00 19.4% 63.00
ATR 51.25 49.79 -1.46 -2.9% 0.00
Volume 1,645,161 1,328,041 -317,120 -19.3% 7,432,082
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,244.75 4,232.75 4,176.50
R3 4,214.00 4,202.00 4,168.00
R2 4,183.25 4,183.25 4,165.25
R1 4,171.25 4,171.25 4,162.25 4,177.25
PP 4,152.50 4,152.50 4,152.50 4,155.50
S1 4,140.50 4,140.50 4,156.75 4,146.50
S2 4,121.75 4,121.75 4,153.75
S3 4,091.00 4,109.75 4,151.00
S4 4,060.25 4,079.00 4,142.50
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,352.50 4,317.50 4,191.50
R3 4,289.50 4,254.50 4,174.00
R2 4,226.50 4,226.50 4,168.25
R1 4,191.50 4,191.50 4,162.50 4,177.50
PP 4,163.50 4,163.50 4,163.50 4,156.50
S1 4,128.50 4,128.50 4,151.00 4,114.50
S2 4,100.50 4,100.50 4,145.25
S3 4,037.50 4,065.50 4,139.50
S4 3,974.50 4,002.50 4,122.00
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 4,133.50 64.75 1.6% 32.75 0.8% 40% False True 1,492,400
10 4,198.25 4,110.25 88.00 2.1% 40.00 1.0% 56% False False 1,517,729
20 4,198.25 3,980.75 217.50 5.2% 42.25 1.0% 82% False False 1,450,994
40 4,198.25 3,839.25 359.00 8.6% 60.50 1.5% 89% False False 1,379,316
60 4,244.75 3,839.25 405.50 9.7% 62.75 1.5% 79% False False 921,187
80 4,244.75 3,838.00 406.75 9.8% 63.50 1.5% 79% False False 691,414
100 4,244.75 3,821.50 423.25 10.2% 66.75 1.6% 80% False False 553,271
120 4,244.75 3,770.50 474.25 11.4% 68.00 1.6% 82% False False 461,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,295.00
2.618 4,244.75
1.618 4,214.00
1.000 4,195.00
0.618 4,183.25
HIGH 4,164.25
0.618 4,152.50
0.500 4,149.00
0.382 4,145.25
LOW 4,133.50
0.618 4,114.50
1.000 4,102.75
1.618 4,083.75
2.618 4,053.00
4.250 4,002.75
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 4,156.00 4,157.50
PP 4,152.50 4,155.50
S1 4,149.00 4,153.50

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

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