E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 4,126.00 4,171.25 45.25 1.1% 4,151.00
High 4,179.00 4,215.75 36.75 0.9% 4,173.25
Low 4,122.00 4,161.25 39.25 1.0% 4,111.75
Close 4,171.50 4,212.00 40.50 1.0% 4,138.00
Range 57.00 54.50 -2.50 -4.4% 61.50
ATR 50.93 51.19 0.25 0.5% 0.00
Volume 1,584,910 1,760,668 175,758 11.1% 6,822,509
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 4,359.75 4,340.50 4,242.00
R3 4,305.25 4,286.00 4,227.00
R2 4,250.75 4,250.75 4,222.00
R1 4,231.50 4,231.50 4,217.00 4,241.00
PP 4,196.25 4,196.25 4,196.25 4,201.25
S1 4,177.00 4,177.00 4,207.00 4,186.50
S2 4,141.75 4,141.75 4,202.00
S3 4,087.25 4,122.50 4,197.00
S4 4,032.75 4,068.00 4,182.00
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 4,215.75 4,111.75 104.00 2.5% 45.75 1.1% 96% True False 1,455,207
10 4,215.75 4,076.75 139.00 3.3% 47.00 1.1% 97% True False 1,420,983
20 4,215.75 4,062.25 153.50 3.6% 51.50 1.2% 98% True False 1,556,850
40 4,215.75 3,937.00 278.75 6.6% 49.50 1.2% 99% True False 1,534,140
60 4,215.75 3,839.25 376.50 8.9% 59.00 1.4% 99% True False 1,389,200
80 4,244.75 3,839.25 405.50 9.6% 60.75 1.4% 92% False False 1,043,026
100 4,244.75 3,838.00 406.75 9.7% 61.50 1.5% 92% False False 834,788
120 4,244.75 3,821.50 423.25 10.0% 64.50 1.5% 92% False False 695,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,447.50
2.618 4,358.50
1.618 4,304.00
1.000 4,270.25
0.618 4,249.50
HIGH 4,215.75
0.618 4,195.00
0.500 4,188.50
0.382 4,182.00
LOW 4,161.25
0.618 4,127.50
1.000 4,106.75
1.618 4,073.00
2.618 4,018.50
4.250 3,929.50
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 4,204.25 4,197.25
PP 4,196.25 4,182.50
S1 4,188.50 4,168.00

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

View Archives - Comment on this page... - Back to Index of Symbols