E-mini S&P 500 Future June 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 4,279.75 4,292.25 12.50 0.3% 4,239.75
High 4,294.75 4,304.75 10.00 0.2% 4,297.75
Low 4,268.50 4,269.25 0.75 0.0% 4,174.00
Close 4,289.75 4,274.25 -15.50 -0.4% 4,288.00
Range 26.25 35.50 9.25 35.2% 123.75
ATR 49.87 48.84 -1.03 -2.1% 0.00
Volume 1,548,125 1,925,195 377,070 24.4% 7,920,111
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,389.25 4,367.25 4,293.75
R3 4,353.75 4,331.75 4,284.00
R2 4,318.25 4,318.25 4,280.75
R1 4,296.25 4,296.25 4,277.50 4,289.50
PP 4,282.75 4,282.75 4,282.75 4,279.50
S1 4,260.75 4,260.75 4,271.00 4,254.00
S2 4,247.25 4,247.25 4,267.75
S3 4,211.75 4,225.25 4,264.50
S4 4,176.25 4,189.75 4,254.75
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,624.50 4,580.00 4,356.00
R3 4,500.75 4,456.25 4,322.00
R2 4,377.00 4,377.00 4,310.75
R1 4,332.50 4,332.50 4,299.25 4,354.75
PP 4,253.25 4,253.25 4,253.25 4,264.50
S1 4,208.75 4,208.75 4,276.75 4,231.00
S2 4,129.50 4,129.50 4,265.25
S3 4,005.75 4,085.00 4,254.00
S4 3,882.00 3,961.25 4,220.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,305.75 4,178.00 127.75 3.0% 45.00 1.1% 75% False False 1,793,209
10 4,305.75 4,114.00 191.75 4.5% 48.25 1.1% 84% False False 1,868,514
20 4,305.75 4,111.75 194.00 4.5% 48.00 1.1% 84% False False 1,701,170
40 4,305.75 4,062.25 243.50 5.7% 49.50 1.2% 87% False False 1,637,642
60 4,305.75 3,865.00 440.75 10.3% 54.00 1.3% 93% False False 1,679,667
80 4,305.75 3,839.25 466.50 10.9% 57.50 1.3% 93% False False 1,334,696
100 4,305.75 3,839.25 466.50 10.9% 59.25 1.4% 93% False False 1,068,445
120 4,305.75 3,821.50 484.25 11.3% 61.75 1.4% 93% False False 890,609
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,455.50
2.618 4,397.75
1.618 4,362.25
1.000 4,340.25
0.618 4,326.75
HIGH 4,304.75
0.618 4,291.25
0.500 4,287.00
0.382 4,282.75
LOW 4,269.25
0.618 4,247.25
1.000 4,233.75
1.618 4,211.75
2.618 4,176.25
4.250 4,118.50
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 4,287.00 4,287.00
PP 4,282.75 4,282.75
S1 4,278.50 4,278.50

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

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