E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 4,274.50 4,330.75 56.25 1.3% 4,273.00
High 4,340.75 4,348.75 8.00 0.2% 4,340.75
Low 4,269.50 4,315.75 46.25 1.1% 4,216.00
Close 4,331.00 4,324.00 -7.00 -0.2% 4,331.00
Range 71.25 33.00 -38.25 -53.7% 124.75
ATR 53.25 51.80 -1.45 -2.7% 0.00
Volume 27,047 31,717 4,670 17.3% 82,804
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,428.50 4,409.25 4,342.25
R3 4,395.50 4,376.25 4,333.00
R2 4,362.50 4,362.50 4,330.00
R1 4,343.25 4,343.25 4,327.00 4,336.50
PP 4,329.50 4,329.50 4,329.50 4,326.00
S1 4,310.25 4,310.25 4,321.00 4,303.50
S2 4,296.50 4,296.50 4,318.00
S3 4,263.50 4,277.25 4,315.00
S4 4,230.50 4,244.25 4,305.75
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 4,348.75 4,216.00 132.75 3.1% 50.75 1.2% 81% True False 22,904
10 4,348.75 4,154.75 194.00 4.5% 53.25 1.2% 87% True False 15,545
20 4,348.75 4,150.00 198.75 4.6% 47.25 1.1% 88% True False 9,788
40 4,348.75 4,098.25 250.50 5.8% 49.50 1.1% 90% True False 6,184
60 4,348.75 3,874.75 474.00 11.0% 55.75 1.3% 95% True False 4,647
80 4,348.75 3,874.75 474.00 11.0% 57.25 1.3% 95% True False 3,541
100 4,348.75 3,874.75 474.00 11.0% 58.25 1.3% 95% True False 2,850
120 4,348.75 3,857.00 491.75 11.4% 59.25 1.4% 95% True False 2,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.55
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,489.00
2.618 4,435.25
1.618 4,402.25
1.000 4,381.75
0.618 4,369.25
HIGH 4,348.75
0.618 4,336.25
0.500 4,332.25
0.382 4,328.25
LOW 4,315.75
0.618 4,295.25
1.000 4,282.75
1.618 4,262.25
2.618 4,229.25
4.250 4,175.50
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 4,332.25 4,310.50
PP 4,329.50 4,297.00
S1 4,326.75 4,283.50

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

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