E-mini S&P 500 Future September 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 4,316.00 4,341.75 25.75 0.6% 4,330.75
High 4,346.00 4,369.50 23.50 0.5% 4,369.50
Low 4,305.75 4,327.50 21.75 0.5% 4,305.75
Close 4,341.75 4,348.75 7.00 0.2% 4,348.75
Range 40.25 42.00 1.75 4.3% 63.75
ATR 48.32 47.87 -0.45 -0.9% 0.00
Volume 259,544 1,199,593 940,049 362.2% 1,608,216
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,474.50 4,453.75 4,371.75
R3 4,432.50 4,411.75 4,360.25
R2 4,390.50 4,390.50 4,356.50
R1 4,369.75 4,369.75 4,352.50 4,380.00
PP 4,348.50 4,348.50 4,348.50 4,353.75
S1 4,327.75 4,327.75 4,345.00 4,338.00
S2 4,306.50 4,306.50 4,341.00
S3 4,264.50 4,285.75 4,337.25
S4 4,222.50 4,243.75 4,325.75
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,532.50 4,504.50 4,383.75
R3 4,468.75 4,440.75 4,366.25
R2 4,405.00 4,405.00 4,360.50
R1 4,377.00 4,377.00 4,354.50 4,391.00
PP 4,341.25 4,341.25 4,341.25 4,348.50
S1 4,313.25 4,313.25 4,343.00 4,327.25
S2 4,277.50 4,277.50 4,337.00
S3 4,213.75 4,249.50 4,331.25
S4 4,150.00 4,185.75 4,313.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,369.50 4,305.75 63.75 1.5% 35.50 0.8% 67% True False 321,643
10 4,369.50 4,187.25 182.25 4.2% 47.50 1.1% 89% True False 170,039
20 4,369.50 4,150.00 219.50 5.0% 47.00 1.1% 91% True False 87,972
40 4,369.50 4,098.25 271.25 6.2% 48.25 1.1% 92% True False 45,402
60 4,369.50 3,925.00 444.50 10.2% 51.00 1.2% 95% True False 30,860
80 4,369.50 3,874.75 494.75 11.4% 56.00 1.3% 96% True False 23,246
100 4,369.50 3,874.75 494.75 11.4% 57.25 1.3% 96% True False 18,612
120 4,369.50 3,857.00 512.50 11.8% 58.50 1.3% 96% True False 15,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,548.00
2.618 4,479.50
1.618 4,437.50
1.000 4,411.50
0.618 4,395.50
HIGH 4,369.50
0.618 4,353.50
0.500 4,348.50
0.382 4,343.50
LOW 4,327.50
0.618 4,301.50
1.000 4,285.50
1.618 4,259.50
2.618 4,217.50
4.250 4,149.00
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 4,348.75 4,345.00
PP 4,348.50 4,341.25
S1 4,348.50 4,337.50

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

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