E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 4,148.25 4,126.00 -22.25 -0.5% 4,151.00
High 4,151.50 4,179.00 27.50 0.7% 4,173.25
Low 4,120.00 4,122.00 2.00 0.0% 4,111.75
Close 4,123.00 4,171.50 48.50 1.2% 4,138.00
Range 31.50 57.00 25.50 81.0% 61.50
ATR 50.46 50.93 0.47 0.9% 0.00
Volume 1,316,691 1,584,910 268,219 20.4% 6,822,509
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 4,328.50 4,307.00 4,202.75
R3 4,271.50 4,250.00 4,187.25
R2 4,214.50 4,214.50 4,182.00
R1 4,193.00 4,193.00 4,176.75 4,203.75
PP 4,157.50 4,157.50 4,157.50 4,163.00
S1 4,136.00 4,136.00 4,166.25 4,146.75
S2 4,100.50 4,100.50 4,161.00
S3 4,043.50 4,079.00 4,155.75
S4 3,986.50 4,022.00 4,140.25
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 4,179.00 4,111.75 67.25 1.6% 44.25 1.1% 89% True False 1,397,750
10 4,179.00 4,062.25 116.75 2.8% 47.00 1.1% 94% True False 1,444,394
20 4,206.25 4,062.25 144.00 3.5% 50.50 1.2% 76% False False 1,557,236
40 4,206.25 3,937.00 269.25 6.5% 51.00 1.2% 87% False False 1,535,197
60 4,206.25 3,839.25 367.00 8.8% 58.75 1.4% 91% False False 1,359,981
80 4,244.75 3,839.25 405.50 9.7% 60.50 1.5% 82% False False 1,021,040
100 4,244.75 3,821.50 423.25 10.1% 62.25 1.5% 83% False False 817,195
120 4,244.75 3,821.50 423.25 10.1% 64.25 1.5% 83% False False 681,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,421.25
2.618 4,328.25
1.618 4,271.25
1.000 4,236.00
0.618 4,214.25
HIGH 4,179.00
0.618 4,157.25
0.500 4,150.50
0.382 4,143.75
LOW 4,122.00
0.618 4,086.75
1.000 4,065.00
1.618 4,029.75
2.618 3,972.75
4.250 3,879.75
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 4,164.50 4,164.25
PP 4,157.50 4,156.75
S1 4,150.50 4,149.50

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

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