E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 4,228.75 4,274.50 45.75 1.1% 4,273.00
High 4,281.50 4,340.75 59.25 1.4% 4,340.75
Low 4,218.50 4,269.50 51.00 1.2% 4,216.00
Close 4,269.75 4,331.00 61.25 1.4% 4,331.00
Range 63.00 71.25 8.25 13.1% 124.75
ATR 51.86 53.25 1.38 2.7% 0.00
Volume 19,562 27,047 7,485 38.3% 82,804
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,527.50 4,500.50 4,370.25
R3 4,456.25 4,429.25 4,350.50
R2 4,385.00 4,385.00 4,344.00
R1 4,358.00 4,358.00 4,337.50 4,371.50
PP 4,313.75 4,313.75 4,313.75 4,320.50
S1 4,286.75 4,286.75 4,324.50 4,300.25
S2 4,242.50 4,242.50 4,318.00
S3 4,171.25 4,215.50 4,311.50
S4 4,100.00 4,144.25 4,291.75
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,670.25 4,625.25 4,399.50
R3 4,545.50 4,500.50 4,365.25
R2 4,420.75 4,420.75 4,353.75
R1 4,375.75 4,375.75 4,342.50 4,398.25
PP 4,296.00 4,296.00 4,296.00 4,307.00
S1 4,251.00 4,251.00 4,319.50 4,273.50
S2 4,171.25 4,171.25 4,308.25
S3 4,046.50 4,126.25 4,296.75
S4 3,921.75 4,001.50 4,262.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,340.75 4,187.25 153.50 3.5% 59.50 1.4% 94% True False 18,434
10 4,340.75 4,154.75 186.00 4.3% 53.50 1.2% 95% True False 13,028
20 4,340.75 4,113.75 227.00 5.2% 50.00 1.2% 96% True False 8,392
40 4,340.75 4,098.25 242.50 5.6% 49.25 1.1% 96% True False 5,404
60 4,340.75 3,874.75 466.00 10.8% 56.75 1.3% 98% True False 4,147
80 4,340.75 3,874.75 466.00 10.8% 57.75 1.3% 98% True False 3,145
100 4,340.75 3,874.75 466.00 10.8% 58.50 1.4% 98% True False 2,533
120 4,340.75 3,857.00 483.75 11.2% 59.00 1.4% 98% True False 2,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,643.50
2.618 4,527.25
1.618 4,456.00
1.000 4,412.00
0.618 4,384.75
HIGH 4,340.75
0.618 4,313.50
0.500 4,305.00
0.382 4,296.75
LOW 4,269.50
0.618 4,225.50
1.000 4,198.25
1.618 4,154.25
2.618 4,083.00
4.250 3,966.75
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 4,322.50 4,313.50
PP 4,313.75 4,296.00
S1 4,305.00 4,278.50

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

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