E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 01-May-2023
Day Change Summary
Previous Current
28-Apr-2023 01-May-2023 Change Change % Previous Week
Open 4,151.00 4,190.00 39.00 0.9% 4,150.00
High 4,193.75 4,206.25 12.50 0.3% 4,193.75
Low 4,131.50 4,178.50 47.00 1.1% 4,068.75
Close 4,188.50 4,185.75 -2.75 -0.1% 4,188.50
Range 62.25 27.75 -34.50 -55.4% 125.00
ATR 54.28 52.38 -1.89 -3.5% 0.00
Volume 1,753,803 1,240,490 -513,313 -29.3% 8,354,185
Daily Pivots for day following 01-May-2023
Classic Woodie Camarilla DeMark
R4 4,273.50 4,257.25 4,201.00
R3 4,245.75 4,229.50 4,193.50
R2 4,218.00 4,218.00 4,190.75
R1 4,201.75 4,201.75 4,188.25 4,196.00
PP 4,190.25 4,190.25 4,190.25 4,187.25
S1 4,174.00 4,174.00 4,183.25 4,168.25
S2 4,162.50 4,162.50 4,180.75
S3 4,134.75 4,146.25 4,178.00
S4 4,107.00 4,118.50 4,170.50
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,525.25 4,482.00 4,257.25
R3 4,400.25 4,357.00 4,223.00
R2 4,275.25 4,275.25 4,211.50
R1 4,232.00 4,232.00 4,200.00 4,253.50
PP 4,150.25 4,150.25 4,150.25 4,161.25
S1 4,107.00 4,107.00 4,177.00 4,128.50
S2 4,025.25 4,025.25 4,165.50
S3 3,900.25 3,982.00 4,154.00
S4 3,775.25 3,857.00 4,119.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,206.25 4,068.75 137.50 3.3% 58.00 1.4% 85% True False 1,653,326
10 4,206.25 4,068.75 137.50 3.3% 45.50 1.1% 85% True False 1,572,863
20 4,206.25 4,068.75 137.50 3.3% 45.00 1.1% 85% True False 1,517,186
40 4,206.25 3,839.25 367.00 8.8% 60.75 1.4% 94% True False 1,583,757
60 4,231.00 3,839.25 391.75 9.4% 61.25 1.5% 88% False False 1,058,615
80 4,244.75 3,839.25 405.50 9.7% 62.75 1.5% 85% False False 794,640
100 4,244.75 3,821.50 423.25 10.1% 65.75 1.6% 86% False False 635,927
120 4,244.75 3,810.00 434.75 10.4% 67.00 1.6% 86% False False 529,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 8.98
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,324.25
2.618 4,279.00
1.618 4,251.25
1.000 4,234.00
0.618 4,223.50
HIGH 4,206.25
0.618 4,195.75
0.500 4,192.50
0.382 4,189.00
LOW 4,178.50
0.618 4,161.25
1.000 4,150.75
1.618 4,133.50
2.618 4,105.75
4.250 4,060.50
Fisher Pivots for day following 01-May-2023
Pivot 1 day 3 day
R1 4,192.50 4,171.75
PP 4,190.25 4,157.50
S1 4,188.00 4,143.50

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

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