E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 4,321.50 4,335.25 13.75 0.3% 4,273.00
High 4,337.75 4,347.75 10.00 0.2% 4,340.75
Low 4,311.50 4,312.25 0.75 0.0% 4,216.00
Close 4,333.00 4,317.25 -15.75 -0.4% 4,331.00
Range 26.25 35.50 9.25 35.2% 124.75
ATR 49.98 48.94 -1.03 -2.1% 0.00
Volume 40,308 77,054 36,746 91.2% 82,804
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,432.25 4,410.25 4,336.75
R3 4,396.75 4,374.75 4,327.00
R2 4,361.25 4,361.25 4,323.75
R1 4,339.25 4,339.25 4,320.50 4,332.50
PP 4,325.75 4,325.75 4,325.75 4,322.50
S1 4,303.75 4,303.75 4,314.00 4,297.00
S2 4,290.25 4,290.25 4,310.75
S3 4,254.75 4,268.25 4,307.50
S4 4,219.25 4,232.75 4,297.75
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 4,218.50 130.25 3.0% 45.75 1.1% 76% False False 39,137
10 4,348.75 4,154.75 194.00 4.5% 48.75 1.1% 84% False False 25,804
20 4,348.75 4,150.00 198.75 4.6% 48.25 1.1% 84% False False 15,483
40 4,348.75 4,098.25 250.50 5.8% 49.50 1.1% 87% False False 9,036
60 4,348.75 3,896.00 452.75 10.5% 53.00 1.2% 93% False False 6,580
80 4,348.75 3,874.75 474.00 11.0% 56.50 1.3% 93% False False 5,007
100 4,348.75 3,874.75 474.00 11.0% 57.75 1.3% 93% False False 4,023
120 4,348.75 3,857.00 491.75 11.4% 59.00 1.4% 94% False False 3,357
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,498.50
2.618 4,440.75
1.618 4,405.25
1.000 4,383.25
0.618 4,369.75
HIGH 4,347.75
0.618 4,334.25
0.500 4,330.00
0.382 4,325.75
LOW 4,312.25
0.618 4,290.25
1.000 4,276.75
1.618 4,254.75
2.618 4,219.25
4.250 4,161.50
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 4,330.00 4,330.00
PP 4,325.75 4,325.75
S1 4,321.50 4,321.50

Download as Excel Spreadsheet

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

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