E-mini S&P 500 Future September 2023

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Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary Previous Current 03-Apr-2023 04-Apr-2023 Change Change % Previous Week Open 4,168.50 4,187.75 19.25 0.5% 4,040.00 High 4,193.50 4,207.50 14.00 0.3% 4,177.75 Low 4,159.25 4,150.00 -9.25 -0.2% 4,015.00 Close 4,190.25 4,163.75 -26.50 -0.6% 4,173.50 Range 34.25 57.50 23.25 67.9% 162.75 ATR 67.17 66.48 -0.69 -1.0% 0.00 Volume 2,762 2,875 113 4.1% 6,543
Daily Pivots for day following 04-Apr-2023 Classic Woodie Camarilla DeMark R4 4,346.25 4,312.50 4,195.50 R3 4,288.75 4,255.00 4,179.50 R2 4,231.25 4,231.25 4,174.25 R1 4,197.50 4,197.50 4,169.00 4,185.50 PP 4,173.75 4,173.75 4,173.75 4,167.75 S1 4,140.00 4,140.00 4,158.50 4,128.00 S2 4,116.25 4,116.25 4,153.25 S3 4,058.75 4,082.50 4,148.00 S4 4,001.25 4,025.00 4,132.00	Weekly Pivots for week ending 31-Mar-2023 Classic Woodie Camarilla DeMark R4 4,610.25 4,554.75 4,263.00 R3 4,447.50 4,392.00 4,218.25 R2 4,284.75 4,284.75 4,203.25 R1 4,229.25 4,229.25 4,188.50 4,257.00 PP 4,122.00 4,122.00 4,122.00 4,136.00 S1 4,066.50 4,066.50 4,158.50 4,094.25 S2 3,959.25 3,959.25 4,143.75 S3 3,796.50 3,903.75 4,128.75 S4 3,633.75 3,741.00 4,084.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 4,207.50 4,041.50 166.00 4.0% 49.50 1.2% 74% True False 1,964 10 4,207.50 3,966.75 240.75 5.8% 60.00 1.4% 82% True False 1,653 20 4,207.50 3,874.75 332.75 8.0% 74.75 1.8% 87% True False 1,481 40 4,264.25 3,874.75 389.50 9.4% 68.25 1.6% 74% False False 790 60 4,281.00 3,874.75 406.25 9.8% 65.25 1.6% 71% False False 550
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 14.05 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4,452.00 2.618 4,358.00 1.618 4,300.50 1.000 4,265.00 0.618 4,243.00 HIGH 4,207.50 0.618 4,185.50 0.500 4,178.75 0.382 4,172.00 LOW 4,150.00 0.618 4,114.50 1.000 4,092.50 1.618 4,057.00 2.618 3,999.50 4.250 3,905.50
Fisher Pivots for day following 04-Apr-2023 Pivot 1 day 3 day R1 4,178.75 4,162.50 PP 4,173.75 4,161.50 S1 4,168.75 4,160.25

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