E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 08-Jun-2023
Day Change Summary
Previous Current
07-Jun-2023 08-Jun-2023 Change Change % Previous Week
Open 4,335.25 4,316.00 -19.25 -0.4% 4,273.00
High 4,347.75 4,346.00 -1.75 0.0% 4,340.75
Low 4,312.25 4,305.75 -6.50 -0.2% 4,216.00
Close 4,317.25 4,341.75 24.50 0.6% 4,331.00
Range 35.50 40.25 4.75 13.4% 124.75
ATR 48.94 48.32 -0.62 -1.3% 0.00
Volume 77,054 259,544 182,490 236.8% 82,804
Daily Pivots for day following 08-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,452.00 4,437.00 4,364.00
R3 4,411.75 4,396.75 4,352.75
R2 4,371.50 4,371.50 4,349.25
R1 4,356.50 4,356.50 4,345.50 4,364.00
PP 4,331.25 4,331.25 4,331.25 4,335.00
S1 4,316.25 4,316.25 4,338.00 4,323.75
S2 4,291.00 4,291.00 4,334.25
S3 4,250.75 4,276.00 4,330.75
S4 4,210.50 4,235.75 4,319.50
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 4,269.50 79.25 1.8% 41.25 1.0% 91% False False 87,134
10 4,348.75 4,172.50 176.25 4.1% 47.50 1.1% 96% False False 50,848
20 4,348.75 4,150.00 198.75 4.6% 47.25 1.1% 96% False False 28,225
40 4,348.75 4,098.25 250.50 5.8% 48.75 1.1% 97% False False 15,447
60 4,348.75 3,925.00 423.75 9.8% 52.00 1.2% 98% False False 10,877
80 4,348.75 3,874.75 474.00 10.9% 56.00 1.3% 99% False False 8,251
100 4,348.75 3,874.75 474.00 10.9% 57.75 1.3% 99% False False 6,617
120 4,348.75 3,857.00 491.75 11.3% 58.25 1.3% 99% False False 5,519
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.98
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,517.00
2.618 4,451.25
1.618 4,411.00
1.000 4,386.25
0.618 4,370.75
HIGH 4,346.00
0.618 4,330.50
0.500 4,326.00
0.382 4,321.25
LOW 4,305.75
0.618 4,281.00
1.000 4,265.50
1.618 4,240.75
2.618 4,200.50
4.250 4,134.75
Fisher Pivots for day following 08-Jun-2023
Pivot 1 day 3 day
R1 4,336.50 4,336.75
PP 4,331.25 4,331.75
S1 4,326.00 4,326.75

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

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