E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 12-May-2023
Day Change Summary
Previous Current
11-May-2023 12-May-2023 Change Change % Previous Week
Open 4,152.75 4,144.50 -8.25 -0.2% 4,151.00
High 4,168.50 4,164.50 -4.00 -0.1% 4,173.25
Low 4,121.50 4,111.75 -9.75 -0.2% 4,111.75
Close 4,143.75 4,138.00 -5.75 -0.1% 4,138.00
Range 47.00 52.75 5.75 12.2% 61.50
ATR 53.41 53.36 -0.05 -0.1% 0.00
Volume 1,473,383 1,434,601 -38,782 -2.6% 6,822,509
Daily Pivots for day following 12-May-2023
Classic Woodie Camarilla DeMark
R4 4,296.25 4,270.00 4,167.00
R3 4,243.50 4,217.25 4,152.50
R2 4,190.75 4,190.75 4,147.75
R1 4,164.50 4,164.50 4,142.75 4,151.25
PP 4,138.00 4,138.00 4,138.00 4,131.50
S1 4,111.75 4,111.75 4,133.25 4,098.50
S2 4,085.25 4,085.25 4,128.25
S3 4,032.50 4,059.00 4,123.50
S4 3,979.75 4,006.25 4,109.00
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 4,325.50 4,293.25 4,171.75
R3 4,264.00 4,231.75 4,155.00
R2 4,202.50 4,202.50 4,149.25
R1 4,170.25 4,170.25 4,143.75 4,155.50
PP 4,141.00 4,141.00 4,141.00 4,133.75
S1 4,108.75 4,108.75 4,132.25 4,094.00
S2 4,079.50 4,079.50 4,126.75
S3 4,018.00 4,047.25 4,121.00
S4 3,956.50 3,985.75 4,104.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,173.25 4,111.75 61.50 1.5% 41.25 1.0% 43% False True 1,364,501
10 4,206.25 4,062.25 144.00 3.5% 53.50 1.3% 53% False False 1,529,623
20 4,206.25 4,062.25 144.00 3.5% 49.75 1.2% 53% False False 1,554,125
40 4,206.25 3,897.25 309.00 7.5% 53.75 1.3% 78% False False 1,572,546
60 4,206.25 3,839.25 367.00 8.9% 60.00 1.4% 81% False False 1,292,181
80 4,244.75 3,839.25 405.50 9.8% 61.50 1.5% 74% False False 970,131
100 4,244.75 3,821.50 423.25 10.2% 63.00 1.5% 75% False False 776,415
120 4,244.75 3,821.50 423.25 10.2% 64.50 1.6% 75% False False 647,087
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 15.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,388.75
2.618 4,302.50
1.618 4,249.75
1.000 4,217.25
0.618 4,197.00
HIGH 4,164.50
0.618 4,144.25
0.500 4,138.00
0.382 4,132.00
LOW 4,111.75
0.618 4,079.25
1.000 4,059.00
1.618 4,026.50
2.618 3,973.75
4.250 3,887.50
Fisher Pivots for day following 12-May-2023
Pivot 1 day 3 day
R1 4,138.00 4,142.50
PP 4,138.00 4,141.00
S1 4,138.00 4,139.50

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

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