E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 4,330.75 4,321.50 -9.25 -0.2% 4,273.00
High 4,348.75 4,337.75 -11.00 -0.3% 4,340.75
Low 4,315.75 4,311.50 -4.25 -0.1% 4,216.00
Close 4,324.00 4,333.00 9.00 0.2% 4,331.00
Range 33.00 26.25 -6.75 -20.5% 124.75
ATR 51.80 49.98 -1.83 -3.5% 0.00
Volume 31,717 40,308 8,591 27.1% 82,804
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,406.25 4,395.75 4,347.50
R3 4,380.00 4,369.50 4,340.25
R2 4,353.75 4,353.75 4,337.75
R1 4,343.25 4,343.25 4,335.50 4,348.50
PP 4,327.50 4,327.50 4,327.50 4,330.00
S1 4,317.00 4,317.00 4,330.50 4,322.25
S2 4,301.25 4,301.25 4,328.25
S3 4,275.00 4,290.75 4,325.75
S4 4,248.75 4,264.50 4,318.50
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% 47.50 1.1% 88% False False 28,366
10 4,348.75 4,154.75 194.00 4.5% 52.00 1.2% 92% False False 19,025
20 4,348.75 4,150.00 198.75 4.6% 47.50 1.1% 92% False False 11,708
40 4,348.75 4,098.25 250.50 5.8% 49.00 1.1% 94% False False 7,161
60 4,348.75 3,896.00 452.75 10.4% 54.00 1.2% 97% False False 5,308
80 4,348.75 3,874.75 474.00 10.9% 57.00 1.3% 97% False False 4,045
100 4,348.75 3,874.75 474.00 10.9% 58.00 1.3% 97% False False 3,253
120 4,348.75 3,857.00 491.75 11.3% 59.00 1.4% 97% False False 2,714
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 10.43
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,449.25
2.618 4,406.50
1.618 4,380.25
1.000 4,364.00
0.618 4,354.00
HIGH 4,337.75
0.618 4,327.75
0.500 4,324.50
0.382 4,321.50
LOW 4,311.50
0.618 4,295.25
1.000 4,285.25
1.618 4,269.00
2.618 4,242.75
4.250 4,200.00
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 4,330.25 4,325.00
PP 4,327.50 4,317.00
S1 4,324.50 4,309.00

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

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