E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 4,273.00 4,255.50 -17.50 -0.4% 4,224.50
High 4,285.25 4,260.25 -25.00 -0.6% 4,263.00
Low 4,242.50 4,216.00 -26.50 -0.6% 4,154.75
Close 4,257.50 4,232.25 -25.25 -0.6% 4,255.50
Range 42.75 44.25 1.50 3.5% 108.25
ATR 51.53 51.01 -0.52 -1.0% 0.00
Volume 12,996 23,199 10,203 78.5% 40,938
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 4,369.00 4,344.75 4,256.50
R3 4,324.75 4,300.50 4,244.50
R2 4,280.50 4,280.50 4,240.25
R1 4,256.25 4,256.25 4,236.25 4,246.25
PP 4,236.25 4,236.25 4,236.25 4,231.00
S1 4,212.00 4,212.00 4,228.25 4,202.00
S2 4,192.00 4,192.00 4,224.25
S3 4,147.75 4,167.75 4,220.00
S4 4,103.50 4,123.50 4,208.00
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 4,549.25 4,510.50 4,315.00
R3 4,441.00 4,402.25 4,285.25
R2 4,332.75 4,332.75 4,275.25
R1 4,294.00 4,294.00 4,265.50 4,313.50
PP 4,224.50 4,224.50 4,224.50 4,234.00
S1 4,185.75 4,185.75 4,245.50 4,205.00
S2 4,116.25 4,116.25 4,235.75
S3 4,008.00 4,077.50 4,225.75
S4 3,899.75 3,969.25 4,196.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,285.25 4,154.75 130.50 3.1% 51.50 1.2% 59% False False 12,470
10 4,285.25 4,154.75 130.50 3.1% 51.50 1.2% 59% False False 9,381
20 4,285.25 4,098.25 187.00 4.4% 49.75 1.2% 72% False False 6,266
40 4,285.25 4,098.25 187.00 4.4% 47.75 1.1% 72% False False 4,343
60 4,285.25 3,874.75 410.50 9.7% 56.75 1.3% 87% False False 3,389
80 4,285.25 3,874.75 410.50 9.7% 58.00 1.4% 87% False False 2,567
100 4,285.25 3,874.75 410.50 9.7% 58.25 1.4% 87% False False 2,068
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 8.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,448.25
2.618 4,376.00
1.618 4,331.75
1.000 4,304.50
0.618 4,287.50
HIGH 4,260.25
0.618 4,243.25
0.500 4,238.00
0.382 4,233.00
LOW 4,216.00
0.618 4,188.75
1.000 4,171.75
1.618 4,144.50
2.618 4,100.25
4.250 4,028.00
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 4,238.00 4,236.25
PP 4,236.25 4,235.00
S1 4,234.25 4,233.50

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

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